Risk Management

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Course Highlights:

SIFL Risk Management Program is focused on the ever evolving Risk Management in the Banking and Financial Industry. The risks management is the most important topic in the present scenario when Basel Committee for Banking Supervision (BCBS) is coming up with various new guidelines to tackle the risks associated with the various markets.

Benefits of the Programme:

  • The program aims to train the teams in the Risk Management Departments, Mid Offices of the Treasury and the Audit & Inspection teams.
  • The program will help the teams understand the risk and its measurement attached to various markets and instruments.
  • The teams can evolve the strategies to mitigate various risks.
  • The teams shall have better knowledge and capabilities to implement the guidelines issued under various Basel Committees and related RBI guidelines.

Who Should attend?

  • Risk Management Teams
  • Asset Liability Management teams
  • Treasury Front office & Mid Office teams
  • Treasury, Corporate Credit & Retail Banking Sales Teams
  • Audit, Inspection & Compliance teams

Course deliverables:

  • Registration to SIFL Learning Platform
  • Course study material prepared by experts ( Both print & soft copy)
  • Lectures by experts with experience in Risk Management
  • Pre Training Assessment
  • Post Training Test
  • SIFL Certification upon completion of training program

Customised Training:

Our training programs may be customized to meet the specific training and development solutions that match the needs of any organization and teams. Training courses can be delivered onsite, online or through a blended learning approach.

Programme- Risk Management Program

  • Understanding the Basel Accords
  • Understanding & Discussion on Basel I
  • Understanding & Discussion on Basel II
  • Understanding & Discussion on Basel III
  • Overview of various types of Risks
  • Market Risk
  • Credit Risk
  • Liquidity Risk
  • Operational, Legal, Reputational & Compliance Risks
  • Currency Risk, Interest Rates Risk, Equity Risk & Commodities Risk
  • Position, Settlements & Counterparty
  • Market risks in Trading Book.
  • Value at Risk (VaR) and its quantitative techniques.
  • Market Risk sensitivity tools – Duration, Basis Point Value & Greeks.
  • Dealing Room Limit structures.
  • Lending, Issuer, Counterparty Risk.
  • Appraisal & Risk Assessment
  • Managing Credit Risk-Limits, Security, Ratings, Credit Approval Process & Authority.
  • Aggregation & Correlation of Limits.
  • Credit Risk Mitigation-Collateral, Securitisation & Follow Up
  • Termination clauses, re-set clauses, Cash Settlement, Netting Agreements.
  • Documentation: Covenants, ISDA/CSA 5.12
  • Funding Strategy, liquidity crisis in the history,
  • Off Balance Sheet contingencies, Complexity, Collateral valuation,
  • Intra Day liquidity crisis, Cross Border liquidity,
  • Measuring & Managing stress scenarios & early warning indicators of Liquidity Risk
  • Asset Liability Management- Liquid & Non liquid assets.
  • Balance Sheet risks for assets & liabilities.
  • ALM techniques- cash flow & duration management, liquidity gaps and mismatches.
  • Fund Transfer Pricing (FTP) for businesses & products.
  • Operational Risk-
  • System, people, processes & external events.
  • Legal Risk
  • Reputational Risk
  • Regulatory & Compliance Risk.
  • Various Risk Management Policies
  • International Documentation and Master Agreements to mitigate Risk: ISDA, ICOM, IFEMA, CSA, IDNA, IFXCO, SIFMA, GMRA, GMSLA, FRA BBA & FRAS IRS etc.
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Programme Director

Mr. Ajay Rastogi

Mr. Ajay Rastogi has been a career banker with Public Sector Bank to an MNC Bank as Managing Director. He has extensive exposure in Financial Markets, Risk Management & Hedging the Risk through use of Derivatives