Credit Risk Management (PRM04)
Venue: Concorde Hotel Singapore
|Event Date/Time: Apr 15, 2010||End Date/Time: Apr 16, 2010|
|Registration Date: Apr 14, 2010|
|Early Registration Date: Mar 14, 2010|
* Risk Management is everyoneâ€™s business, not just the CEOâ€™s, CFOâ€™s or CROâ€™s.
* The biggest Risk in Risk Management is NOT seeing the Risk!
* 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 CounterPartyâ€™s Enterprise Risk Exposures and The Bankâ€™s Credit Risk Exposure To The CounterParty and A CounterPartyâ€™s Default.
* Have an Understanding of The Role of Credit Officers and Credit Risk Managers as Gate-Keepers of a Bankâ€™s Assets.
* â€œDirty your Handsâ€ 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 â€“ Value-at-Risk (VaR) and Conditional Value-at-Risk (C-VaR).
* Be introduced to The Basel Capital Accord.
Dr. Jeffrey C. K. Lim
Ph.D., C.Sci., C.Math., FIMA, FRM, PRM, B.Fel.