PRM04 - Credit Risk Management (PRM04)
Venue: LE MERIDIEN
Event Date/Time: Jun 05, 2008 | End Date/Time: Jun 06, 2008 |
Registration Date: Jun 04, 2008 | |
Early Registration Date: May 04, 2008 |
Description
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.