This seminar is a practical exercise targeted towards all
those who have responsibility for financial institutions
relationships and risks.
The seminar offers a systematic approach to the formulation
and implementation of Financial Institutions Counterparty
credit and risk policy. This is a comprehensive and practical
workshop covering most aspects of counterparty risk and
how to do it.
The underlying theme is that good risk analysis leads to
a proper understanding of the financial institutions
A disciplined approach to financial institutions risk policy
Sources of information, and the need to manage data
Anticipating problems and opportunities
Credit scoring systems, rating agency analysis, investment
bank models, risk policy, the warning signs of bank failure,
managing relationships from a credit point of view, and
trends for the future are typical topics covered in the
seminar. There is room in the program for additional topics
and guest speakers, if requiredeven the new BIS rules.
The framework for the seminar matches the framework for
the risk analysis - if an institution has categories of
analysis, then the modules, workshops and the case studies
match the weighting of the analysis. Cases are selected
from all around the world and participants are required
to evaluate the cases as if it is a potential customer.
They are required to set limits, suggest lines, and monitor
needs. After the first day, the discussions are more sophisticated
- moving into risk policy and issues involving risk weighting
and netting, and debt structuring.
The duration of the seminar and workshops is two and a half
days. One senior facilitator is required and it is suggested
that a Senior Credit Officer also attend to expand the discussions
to policy issues. If the simulation is included, a workshop
leader is needed. Syndicate rooms are needed since the majority
of the time is spent in case study discussions. Offsite
venue is suggested but not required.