Capital risk management in volatile markets
View AgendaKey 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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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
Agenda
Request detailed agenda
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Extreme value theory for operational risk in insurance: a case study - Read article | Risk.net
- European banks set for 17.5% capital hike under Basel III - Read article | Risk.net
- EU tweaks set to temper Basel III capital hike by a third - Read article | Risk.net
To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial
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