Our courses are built around financial market, risk management, and financial services regulatory subjects (Basel or Solvency), where we offer the following specialized courses:
1. Introduction to Financial Markets
This course provides a comprehensive overview of global financial markets, including key instruments such as equities, bonds, and derivatives. Participants will learn about the roles and functions of various financial institutions, as well as the dynamics of capital markets. The course also covers the interplay between different markets and their impact on the global economy, making it ideal for those new to finance or looking to deepen their understanding.
2. Risk Management in Financial Services
This course delves into the identification, measurement, and mitigation of financial risks within banks and financial institutions. Participants will learn how to implement comprehensive risk management frameworks, covering credit, market, operational, and liquidity risks. By the end of the course, attendees will be equipped with the tools and knowledge to develop and execute effective risk management strategies that comply with regulatory requirements.
3. Basel III: Regulatory Frameworks and Implementation
An in-depth study of Basel III, this course covers the latest regulatory requirements designed to strengthen the resilience of the banking sector. Participants will explore key concepts such as capital adequacy, leverage ratios, and liquidity standards, alongside the intricacies of stress testing and risk-weighted assets (RWA). The course also offers practical insights into the implementation of Basel III, helping institutions navigate the complexities of compliance.
4. Solvency II: Insurance Risk and Capital Management
Designed for professionals in the insurance industry, this course provides a thorough understanding of the Solvency II directives. Participants will learn how to assess and manage various risks, including underwriting, market, and operational risks, in the context of Solvency II requirements. The course emphasizes the importance of capital management and the use of internal models to ensure that insurance companies maintain sufficient capital buffers.
5. ICAAP (Internal Capital Adequacy Assessment Process)
ICAAP is a critical process for ensuring that financial institutions maintain sufficient capital to cover their risks. This course provides a comprehensive overview of ICAAP, including the integration of capital planning with overall risk management. Participants will learn how to conduct risk assessments, develop capital projections, and prepare ICAAP documentation. The course also covers the regulatory expectations for ICAAP, ensuring that institutions can meet supervisory requirements.
6. ILAAP (Internal Liquidity Adequacy Assessment Process)
ILAAP focuses on ensuring that financial institutions have adequate liquidity to meet their obligations under normal and stressed conditions. This course teaches participants how to assess liquidity risks, develop liquidity strategies, and maintain sufficient liquidity buffers. Participants will also learn about the regulatory requirements for ILAAP, including the preparation of ILAAP documentation and the integration of ILAAP with broader risk management processes.
7. Stress Testing and Scenario Analysis
This course teaches the essential techniques for designing and executing stress tests within financial institutions. Participants will learn how to develop plausible yet challenging scenarios that test the resilience of their organization under extreme conditions. The course also covers the interpretation of stress test results and the development of actionable plans to address potential vulnerabilities, ensuring preparedness for adverse market events.
8. Liquidity Risk Management
Liquidity Risk Management is critical for ensuring that financial institutions can meet their short-term obligations, even in times of market stress. This course covers strategies for managing liquidity risk, including the maintenance of adequate liquidity buffers and the development of contingency funding plans. Participants will also gain an understanding of regulatory requirements related to liquidity, such as the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
9. Credit Risk Management
This course focuses on the assessment and management of credit risk, which is the risk of loss due to a borrower’s failure to make payments. Participants will explore various credit risk models, including credit scoring and rating systems, and learn about the techniques used to mitigate credit risk, such as collateralization and credit derivatives. The course also covers the regulatory aspects of credit risk management, including Basel III RWA calculation for banking industry clients.
10. Market Risk Management
Market Risk: Measurement and Management provides participants with the tools and techniques to assess and manage market risk, which arises from fluctuations in market prices. The course covers key risk metrics such as Value-at-Risk (VaR) and Expected Shortfall (ES), and explores the use of hedging strategies to mitigate market risk. The course also covers the regulatory aspects of market risk management, including Basel III RWA calculation for banking industry clients under Fundamental Review of the Trading Book (FRTB).
11. Operational Risk Management
This course introduces participants to the principles of operational risk management, focusing on the identification, assessment, and mitigation of risks arising from internal processes, systems, and external events. Participants will learn how to build a robust operational risk management framework that aligns with regulatory standards and industry best practices. The course also covers the use of Key Risk Indicators (KRIs) and scenario analysis in monitoring and managing operational risks. The course also covers the regulatory aspects of operational risk management, including Basel III RWA calculation for banking industry clients.
12. Asset and Liability Management (ALM)
Asset and Liability Management (ALM) is essential for balancing a financial institution’s assets and liabilities to manage risks and optimize financial performance. This course teaches participants how to use ALM techniques to address interest rate risk, liquidity risk, and capital adequacy. Participants will also learn about the regulatory requirements related to ALM, including the management of the interest rate risk in the banking book (IRRBB), and how to implement ALM strategies that support long-term financial stability.
13. Treasury Management
Treasury Management focuses on the fundamentals of managing a corporation’s finances, particularly its liquidity, investments, and risk. Participants will explore the techniques for optimizing cash flow, securing funding, and managing currency and interest rate risks. The course also covers best practices in corporate treasury operations, with an emphasis on ensuring financial stability and efficiency within the organization.
14. Derivative Instruments and Hedging Techniques
This course provides a deep dive into derivative instruments, including swaps, futures, options, and forwards, and their use in hedging financial risks. Participants will learn about the mechanics of each derivative type and how they can be used to manage risks such as interest rate, currency, and commodity price fluctuations. The course also covers the valuation and accounting treatment of derivatives, ensuring that participants can apply these instruments effectively within their organizations.
15. Commodity Derivatives and Hedging Strategies
This course provides a comprehensive overview of commodity derivatives, including futures, options, and swaps, and their role in managing commodity price risks. Participants will learn how to develop and implement hedging strategies using these instruments, tailored specifically for corporations with significant exposure to commodity price fluctuations. The course covers practical applications, such as hedging energy, metals, and agricultural commodities, and emphasizes risk management techniques that align with corporate financial objectives.
16. Investment Management and Portfolio Diversification
Investment Management and Portfolio Diversification offers a deep dive into the principles of managing investment portfolios in the context of macroeconomic trends and financial market risks. Participants will explore various financial instruments, including equities, bonds, and alternative investments, and learn how to build diversified portfolios that optimize risk and return. The course also covers portfolio management strategies, asset allocation, and the impact of global economic factors on investment decisions, providing a holistic approach to investment management.
We also offer tailor-made in-house package in relation to recent Basel III: Endgame regulatory framework for banking industry clients, the framework’s multiple dimensions (see below brochure).