Managing capital risk in volatile markets

  • Treasury and capital markets risk
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Key reasons to attend

  • Understand call and put options when hedging against capital risk
  • Conduct risk analysis when modelling against risk
  • Learn the importance of aligning with liquidity risk

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Customised solutions

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About the course

This learning opportunity teaches participants how to utiltise key tools to successfully manage and hedge against capital risk in volatile markets.

Participants will explore strategies to align market and credit risk with capital risk. Guided by the expert speakers, participants will cover the regulatory requirements and Basel’s fundamentals that impact capital risk management.

Participants will learn how to make strategic decisions by integrating capital risk into a risk management framework. Supported by practical case studies and live discussions, this in-depth learning experience will cover the diverse aspects of capital risk management, focusing on capital stress-testing, modelling and creating a robust contingency funding plan.

Learning objectives

  • Create a robust recovery plan for stress-testing
  • Determine the most appropriate amount of capital
  • Interpret the capital requirements in the current regulatory landscape
  • Effectively disclose capital risk
  • Hedge against capital risk by managing risk appetite
  • Create a risk-conscious culture in your organisation

Who should attend

Relevant departments may include but are not limited to:

  • Treasury
  • Liquidity
  • Funds transfer pricing
  • Asset-liability management
  • Interest rate risk in the banking book
  • Balance sheet management
  • Credit risk
  • Market risk
  • Compliance

Accreditation

This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

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Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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