To
ensure we meet your expectations and maximise your return on training
investment, we favour a classroom/workshop set up for the delivery of our
courses. Please note we have therefore limited number of spaces available and
these will be assigned on a first come, first accepted basis. We recommend
early booking to avoid disappointment.
Examining new regulatory
requirements, overcoming
model defaults
and analysing scenarios...
How will you benefit?
In the light of the recent market events, stress testing
has become a crucial tool to achieve a robust risk management framework and a
key factor in model validation. Additionally, new regulatory guidelines have
added extra pressure on financial institutions, which are now reviewing their
stress testing strategies.
This advanced 2-day training course will provide delegates
with the latest tools to undertake effective scenario analysis, risk assessment
and capital adequacy.
Our experienced trainer will explore the different risk
analysis methods, assisting the assessment of capital requirements for all
forms, especially those subject to Basel II and Solvency II. Case studies and
exercises will be used throughout the course, providing delegates with hands on
experience and best practices.
Learn about
the key methods on scenario analysis and the related stress testing and
sensitivity analysis
Understand latest regulatory requirements on
stress testing
Benefit from practical guidance on planning
scenario analysis work
Identify
appropriate methodologies for stress testing on different risk exposures
Explore the procedures for the application of
stress testing methods
Gain hands-on guidance to ensure good involvement
of management
Explore stress testing scenarios for specific
risk types
Review
lessons from the credit crunch
About your expert trainer:
Edward Sankey has been an independent risk consultant since 2005,
focused on operational risk and integrating this with credit and market risk
for ERM. His assignments have been across Europe, Russia, Central Asia, Middle
East, Far East and USA.
Edward has led risk management consulting positions for
the last nine years prior to which he was a management consultant for four
years including with KPMG. He has worked with City
Practitioners focused on OR for the financial services sector; with Marsh, the
Fortune 500 risk advisory and insurance firm, where he led Marshs growth in
services in banking and energy trading including the first ERM client in the
energy sector. He has also worked with AEA
Technology in risk quantification and modelling, helping
establish the firm in the oil & gas and project finance sectors.
Edward has advised a Regulator on capital adequacy
supervision of banks. His articles have covered risk analysis for energy
markets, remuneration policies, insurance, supply chain risk management, etc.
During '05-'10 he has set the agenda for various seminars of the Institute of
Operational Risk (IOR) and has been the Keynote speaker in London and elsewhere. He is currently
Chairman of the Council of the IOR.
Edward is a Fellow and Council Member of the Institute of Operational Risk.
He is also affiliated with the Institute of Risk
Management, Institute of Management Consultancy, Institute of Directors
and the Energy Institute.
Pre-course questionnaire:
A detailed questionnaire will be sent to all course participants to
establish exactly where the group training needs lie. The completed forms will
be analysed by the course leader/trainer and followed by telephone if further
clarification is required. As a result we can guarantee that the course is
pitched at exactly the right level and that the issues that you regard as
relevant are addressed. The course material will reflect these issues and will
enable you to digest the subject matter after the event in your own time.
Who should attend?
From Financial Institutions, Investment Banks, Private
Banks, Retail
Banks, Building Societies, Insurance Companies,
Consultancy Groups and Solution Providers: CEOs, Finance Directors, Chief Risk
Officers, COOs along with the Directors, Heads and Managers of:
Stress Testing and Scenario Analysis
Risk assessment and modelling
Risk reporting
Risk Policy and Strategy
Risk Control
Risk Portfolio Management
Strategic Planning and Forecasting
Risk Integration
Risk Framework Management
Compliance, Basel II and Solvency II
Economic Capital and Capital Adequacy
Strategic, Credit,
Underwriting, Market, Investment and Operational Risk Management
Business Continuity
Risk and Capital Modelling
Audit and Compliance
