Risk Management

Course Overview

This five-day intensive training is set up to equip and deepen participants understanding of modern risk analysis including credit, market, liquidity and operational risk and to implement this understanding in your institution. The course teaches global concepts applied to the special conditions of developing markets and Botswana in specific.

Target Audience

This course should be of interest to financial professionals in retail and small business banks, leasing firms, consumer credit companies and microfinance institutions in position as accountant, treasury manager, chief risk officer, risk analyst, credit manager, internal auditor or collections or recovery manager etc.

Learning Outcomes

By the end of the course participants will be able to:

• understand and know all relevant aspects of Risk Management in Financial Institutions

CONTENT COVERED

• The Nature of Risk, definitions, Macro risk map, severity/ probability matrix
• Governance and Organization of Risk Management
• Credit Risk
• Portfolio Arrears Statistics
• Consumer & Micro Credit Scoring
• SME Credit Rating
• Rating and Scoring in the Rearview Mirror
• IFRS 9 Focus on Empirical Impairment Calculations (stage 3 impairment model)
• Operational Risk Management
• OR Event Taxonomies
• Managing Operational Risk Vulnerabilities
• Towards and Operational Risk Management System (ORMS)
• Asset Liability Management (ALM Definition and Scope, BCBS Guidance on Risk and ALM)
• Interest Rate Risk in the Banking Book
• Forex Risk in the Banking Book
• Liquidity Risk in the Banking Book
• Liquidity Risk Management – Definition and Scope, Ratios, Core Deposit Analytics
• Overflow session

Course Schedule

DAY 1

• The Nature of Risk, definitions, Macro risk map, severity/ probability matrix
• Governance and Organization of Risk Management
• Credit Risk
• Portfolio Arrears Statistics Lecture, Group and individual Case Studies and exercises

DAY 2 

• Consumer & Micro Credit Scoring
• SME Credit Rating
• Rating and Scoring in the Rearview Mirror Lecture, Guided Case Study on logistic regression model and practical exercises

DAY 3

• (IFRS ) Focus on Empirical Impairment Calculations (stage 3 impairment model)
• Operational Risk Management
• OR Event Taxonomies
• Managing Operational Risk Vulnerabilities
• Towards and Operational Risk Management System (ORMS) Lecture, Interactive examples, supervised exercises, case studies

DAY 4

• Asset Liability Management (ALM Definition and Scope, BCBS Guidance on Risk and ALM)
• Interest Rate Risk in the Banking Book
• Forex Risk in the Banking Book Lecture, Interactive examples, supervised exercises, case studies

DAY 5 

• Liquidity Risk in the Banking Book
• Liquidity Risk Management – Definition and Scope, Ratios, Core Deposit Analytics
• Overflow session
  
  Lecture, Interactive examples, supervised exercises, case studies and Active Summaries