PRM04 - Credit Risk Management (PRM04)

Venue: LE MERIDIEN

Location: Singapore, Singapore, Singapore

Event Date/Time: Jun 05, 2008 End Date/Time: Jun 06, 2008
Registration Date: Jun 04, 2008
Early Registration Date: May 04, 2008
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Description

Highlights
Risk Management is everyone’s business, not just the CEO’s, CFO’s or CRO’s.
Have an Overview of Enterprise Risk Management and understand how Credit Risk Management is an integral part of Enterprise Risk Management.
Have a clear understanding that Credit Risk Management cannot exist in a silo, and that to manage Credit Risks effectively, one must also have a good understanding of Market Risk and Operational Risk Management.
Have an Understanding of the Link Between A CounterParty’s Enterprise Risk Exposures and The Bank’s Credit Risk Exposure To The CounterParty and A CounterParty’s Default.
Have an Understanding of The Role of Credit Officers and Credit Risk Managers as Gate-Keepers of a Bank’s Assets.
“Dirty your Hands” going through a Monte Carlo event simulation process.
Be introduced to the notion of Probability of Defaults, Exposure Given Default and Recovery Rates, and how one can use these components to compute the Expectation of Credit Losses.
Be introduced to the quantitative side of risk measurement – Value-at-Risk (VaR) and Conditional Value-at-Risk (C-VaR).
Be introduced to The Basel Capital Accord.

Seminar Facilitator:
Dr. Jeffrey C. K. Lim, Ph.D., C.Sci., C.Math., FIMA, FRM, PRM, B.Fel.

Venue

LE MERIDIEN
100 Orchard Road
Singapore
Singapore
Singapore
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Additional Information

Seminar Fee: SG$2,500.00 ( 2 Days ) (Fees include lunch, refreshments and seminar materials. Special Rates are available (See Below). Please Note: Delegates will be charged additional compulsory GST (Goods and Services Tax) at the prevailing rate). Team Discount: When 2 or more participants from the same organization apply for the same seminar at the same time a 10% discount would be deducted from the total seminar fees. Early Bird: Early birds are entitled to an additional 10% discount from the seminar fees. To qualify, registration forms and payment have to be received at least one month prior to the commencement of the seminar. (Note: The maximum discount allowable in all cases is capped at 20%.)

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