Seminar on How Banks and Financial Institutions should Manage Market Risks
Course Fee
Full payment : Rs.15000/-
- Conventional Sources of Market Risks
- Equity
- Currency
- Interest Rates
- Commodity
- Real Estate
- Asset Bubbles
- Impact of Market Risk on Banks and Financial Institutions
- Sourcing of liquidity risk
- Asset bubble bursts (value of own investments and loan collaterals)
- Credit risk/Loan default due to asset value losses
- Losses on speculative trade/asset positions
- Insolvency due to large losses
- Credibility risk (due to rogue trading)
- Market Risk Assessment Models
- Interest gap analysis
- Yield curve and interest margin on banking book
- Value at Risk (VaR)
- Asset positions/concentrations
- Income/profit composition (banking book and trading book)
- Market Risk Management Systems
- Regulations: Maximum limits on positions (equity and forex), haircuts on collaterals (for provisioning), Volker Rule (restrictions on proprietary trading for US banks), loan-to-value ratios (limiting exposure to asset value), capital charge (risk-weighting and minimum capital - Basel III) and prohibition of insider dealings and market manipulations
- Financial accounting: Financial Instruments - Measurement and Recognition (IFRS 9)
- Portfolio diversification strategies
- Front Office, Middle Office and Back Office arrangement for securities trading
- Limits on bank positions and dealer positions
- Internal controls (preventing fraud and breaches)
- Hedging through Derivatives (swaps, futures, options)
- Governance: Integrated risk management committee and MIS
Payments for IBSL Class Fees
| Bank | Account No. |
|---|---|
| Bank of Ceylon Branch: City Office |
74728257 |
| People's Bank Branch: Liberty Plaza Branch |
309 1004 5 2536729 |
| Commercial Bank of Ceylon PLC Branch: Kollupitiya Branch |
1108650201 |
| Hatton National Bank PLC Branch: Kollupitiya Branch |
115010128234 |
| Sampath Bank PLC Branch: Head Office |
002960000652 |
| National Savings Bank Branch: Head Office |
10912 01 01192 |