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CRM
Certified Risk Modeler

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Course Overview

This course intends to provide understanding in risk analysis that helps the learner know how to conduct an overall risk assessment of any business transaction.
The priority of the course would focus on in depth knowledge in the risk assessment tools from every aspect of risk management. Risk analysis is the process of assessing the uncertainties associated with any situation.
Risk Management and Control has become a key function with highly demanding skills not only within Financial Institutes and banks but overall in every company. The wake-up call from the 2008 crisis has only reinforced the demand for related risk assessment.

Key Takeaways

1
Understand the basics role of the risk modeling
2
Understand the role of various tools, analytics and technology in the management of risk
3
Enlarge the horizon of Team Members from different functions
4
Discover new perspectives in risk modeling
5
Know your responsibilities and accountabilities in the management of risk modeling

International Academy of Business and Financial Management
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The International Academy of Business and Financial Management™ is one of the world’s fastest growing professional association with more than 200,000 members, associates and affiliates in 145 countries. IABFM™ hosts and organizes certification training worldwide and offers exclusive board designations to candidates who meet the highest professional standards and assessment criteria. The IABFM is credited by the American National Standards Institute (ANSI) the International Standards setting authority.

Course Outline

Part 1: General Risk Management Framework
Putting Things in the Context (Morning Session: 2.5 Hours)
→ What is risk?
→ General risk overview (including market, credit and operational risks)
→ The Enterprise Risk Management process
→ Key elements of effectively modelling the general risk framework
The Focus on Investment Risks (Morning Session: 1 Hour)
→ A proposed model
→ Risk data characteristics
Principles of Stress-Testing (Morning/Afternoon Session: 2 Hours)
→ Why do common models fail
Audits (Afternoon Session: 1.5 Hour)
→ Role of the different Audits
→ Advanced perspectives
Recap (Afternoon Session: 1 Hour)
Some key aspects of the discussions during the day and introduction to the other days
Part 2: Market Risk
About Market Risk Specifics (Morning Session: 1 Hour)
→ Market risk of credit
→ The interactions with other risks
Measuring Market Risk (Morning Session: 2.5 Hours)
→ Simplest (mixed-) risk measures and their issues
→ Value-at-Risk (VaR) and its different variants and back-testing
Stress-Testing in the Context of Market Risk (Morning/Afternoon Session: 1 Hour)
→ Discussing further developments including conditional VaR
Treating Market Risk and the Internal Control System (Morning/Afternoon Session: 2 Hours)
→ About the multiple limits system
→ Internal Control System
Advanced Risk Modeling with Key Risk Indicators (KRIs) (Afternoon Session: 1 Hour)
→ Market risk KRIs
Recap (Afternoon Session: 0.5 Hour)
Some key aspects of the discussions during the day
Part 3: Credit Risk
About Credit Risk Specifics (Morning Session: 1.5 Hour)
→ Some market price realities of default
→ Ratings and seniority ranking
Measuring Credit Risk (Morning Session: 2.5 Hours)
→ The use of classic models
Stress-Testing in the Context of Credit Risk (Afternoon Session: 1.5 Hour)
→ The common techniques
Treating Credit Risk and the Internal Control System (Afternoon Session: 2 Hours)
→ The risks shown during the Great Financial Crisis
→ The use of different collaterals
→ Netting and more
→ About the multiple limits system
→ Internal Control System
Recap (Afternoon Session: 0.5 Hour)
Some key aspects of the discussions during the day
Part 4: Credit Risk (cont.)
Credit Valuation Adjustment (CVA) for OTC Derivatives and the Debt Valuation Adjustment (DVA) (Morning Session: 4 Hours)
→ Context
→ Approaches
→ Cases
Links to Basel (Afternoon Session: 1 Hour)
→ What about Basel on credit risk?
Advanced Risk Modeling with Key Risk Indicators (KRIs) (Afternoon Session: 2.5 Hours)
→ Credit risk KRIs leading to a whole new world
Recap (Afternoon Session: 0.5 Hour)
Some key aspects of the discussions during the day
Part 5: Operational Risk & Risk Integration
About Operational Risk Specifics (Morning Session: 1.5 Hour)
→ Story of big cases
→ What about Basel on operational risk?
→ Strongly improved model
Advanced Risk Modeling with Key Risk Indicators (KRIs) (Morning Session: 1.5 Hour)
→ Operational risk KRIs
Integrating Risks Properly (Morning/Afternoon Session: 3 Hours)
→ A unique advanced model
Recap (Afternoon Session: 2 Hours)
Summary of all the days, Open discussion covering the whole course and conclusion

Who Should Attend?

This highly practical and interactive course has been specifically designed for
→ Client Advisors, especially from Wealth Management
→ New business in Banking Team Members
→ Product Management Team Members
→ Compliance Team Members
→ Wealth Management IT Experts
→ Internal and external Audit Team Members

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FAQ

What language will the course be taught in and what level of English do I need to take part in an LEORON training program?
Most of our public courses are delivered in English language. You need to be proficient in English to be able to fully participate in the workshop and network with other delegates. For in-house courses we have the capability to train in Arabic, Dutch, German and Portuguese.
Are LEORON Public courses certified by an official body/organization?
LEORON Institute partners with 20+ international bodies and associations.We also award continuing professional development credits (CPE/PDUs) for:1. NASBA (National Association of State Boards of Accountancy) 2. Project Management Institute PDUs 3. CISI credits 4. GARP credits 5. HRCI recertification credits 6. SHRM recertification credits
What is the deadline for registering to a public course?
The deadline to register for a public course is 14 days before the course starts. Kindly note that occasionally we do accept late registrations as well, but this needs to be confirmed with the project manager of the training program or with our registration desk that can be reached at +1071 4 1075 5711 or [email protected].
What does the course fee cover?
The course fee covers a premium training experience in a 5-star hotel, learning materials, lunches & refreshments, and for some courses, the certification fee and membership with the accrediting bodies.
Does LEORON give discounts?
Yes, we can provide discounts for group bookings. If you would like to discuss a discount on a corporate level, we will be happy to talk to you.

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