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Essentials of Banking Time: 3 day Level: Can be pitched to challenge all levels from new graduates to experienced executives. | Overview of how banking has evolved, the changing role of regulators, evolving client requirement and changing banking models. Examines products and services offered by investment, corporate and retail banks to their clients. The new financial landscape, role of securitization. The why and how of client products propositions. |
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Bank Asset & Liability Management (ALM) Time: 2-3 day Level: Intermediate/Advanced | Balance sheet structure, strategy & management; market risk and liquidity risk management, net interest margin decomposition and fundamentals of Funds Transfer Pricing. Examines impact of Basel III leverage, capital and liquidity ratio requirements on bank commercial model economics, balance sheet and strategic planning process. |
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Bank Treasury as Profit Centre Time: 2 day Level: Intermediate/Advanced | How to build a trading book and client activity around the treasury profit centre. Develop treasury front, middle and back offices as an integrated financial product distribution business: Front-office development, structuring, sales, as well as trading’s daily trading-book valuation, market and CCR measurement; Middle-office reporting and collateral management; Back-office confirmations, settlement and daily accounting procedures. |
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Bank Funds Transfer Pricing (FTP) Time: 2-3 day Level: Advanced | Designing and implementing FTP methods in bank-specific balance sheets; banking book profitability and the risk management framework. Examines impacts of Basel on balance sheet and liquidity, focusing on applying regulatory requirements (pricing and cost allocation tools) within the FTP framework. Behavioural analysis for Non-Maturity Assets & Deposits, banking book & liquidity transfer pricing and Matched Funding FTP methods. |
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Market Risk - Trading Books Time: 2 day Level: Advanced/Specialist | Analysis of market risk measurement and capital risk changes under Basel 2.5 and III. Examines Specific Risk charges, Incremental Risk Charge, Comprehensive Risk Measure, Stressed VaR, Expected Shortfall calculations and the recent revised Basel Standardized Approach for capital calculation, following the Fundamental Review of the Trading Book. |
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Basel III Time: 2 day Level: Intermediate/Advanced | Focuses on changes implemented in the Basel framework since 2008 (including Basel 2.5, Basel III, the current Fundamental Review of the Trading Book and the many recent additional changes such as the Basel Non-Internal Model Method CCR Capitalization and Pillar 1 IRRBB capital proposals). Course assumes an understanding of Basel ll. |
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Comprehensive Counterparty Credit Risk Time: 2 day Level: Advanced | Internal risk exposure measurements (EPE, PFE), Basel CCR capital calculations (incl. cost-benefit analysis), credit risk mitigation (netting & collateral), pricing of CCR (CVA/DVA/FVA). Basel III’s CVA Risk Capital Charges (Standardized and Advanced Approach). OTC central clearing (CCP) mechanics (US FCM Agency & European bilateral-novation models) and economic costs. |