Risk Management in Banks and the Capital Implications

Time: 10-11 November 2009
Venue: London, UK

A two-day workshop designed to give a better understanding of enterprise risk management procedures within banks and how these risks are addressed by both Basel II and internal economic capital models. An overview of best practice in the identification, monitoring and management of risk.

The goal of this workshop is to understand how risks are categorised, quantified, monitored and managed within banks. Specifically, participants will be equipped to:

• Identify, categorise and quantify credit, market, liquidity, operational, legal, regulatory and reputation risks
• Understand the systems and procedures needed to track, monitor and manage these risks
• Relate the risks to the capital of a bank

For more info http://www.fitchtraining.com/en/...