QUESTIONSPRM04: Credit Risk Management (PRM04)
Venue: Concorde Hotel Singapore
| Event Date/Time: Sep 16, 2010 | End Date/Time: Sep 17, 2010 |
| Registration Date: Sep 15, 2010 | |
| Early Registration Date: Aug 15, 2010 |
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Highlights
* Risk Management is everyone’s business, not just the CEO’s, CFO’s or CRO’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 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(s):
Dr. Jeffrey C. K. Lim
Ph.D., C.Sci., C.Math., FIMA, FRM, PRM, B.Fel.
Organizer: PI ETA Consulting Company
* Risk Management is everyone’s business, not just the CEO’s, CFO’s or CRO’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 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(s):
Dr. Jeffrey C. K. Lim
Ph.D., C.Sci., C.Math., FIMA, FRM, PRM, B.Fel.
Organizer: PI ETA Consulting Company
Venue
100 Orchard Road, Singapore 238840
MORE INFO ON THIS VENUE Additional Information
For more information, please contact PI ETA Engagement Resource (PEER) Group at:
Tel: +65 634 100 10
Fax: +65 634 100 20
Email: marketing@pi-eta.com
