Certified Banking

Risks Professional
(Foundation Level)

CBRP

Risk Management In Banks with focus on Basel II and Basel III

Understand the basics of how banks acquire,
measure and manage various risks and also
what are Basel II and Basel III Accords - global
standards on maintenance of capital adequacy.
Get Certified! Stay Ahead of the Competition!
Each and every activity of a bank involves risks and some
of them can lead to its collapse. A bank must always
manage all the risks to remain solvent and profitable.
The three days Certified Banking Risks Professional
(CBRP-FL) is a foundation level program extensively
focused on basics of risk management in banks, including
credit risk, market risk, operational risk and liquidity risk.
The program also includes familiarization with the basics of
risk based supervision approach, risk management system
in banks and essential aspects of the Basel II and Basel III
Capital Accords .

When you complete CBRP-FL, you will have

foundation level understanding of :

Contact us to know
more about this
certification program:

+91-9764835350
or email
info@mvlco.com

Basics of risk management and derivatives

What is risk based supervision ?
Various risks faced by banks
How does a bank acquire, measure and manage risks
e.g. credit risk, market risk, operational risk and
liquidity risk ?
Systems/procedures needed to track and monitor risks
What do Basel II and Basel III Accords prescribe ?
Important role of information technology in banks risk
management framework
Location: Bangalore, India
24th January, 2015 to 26th January, 2015

Certified Banking Risks Professional - Foundation Level (CBRP-FL)

Basics of Risk Management

Introduction to Market Risk

What is Risk

Concept of Market Risk

Risk Management Process

Components of Market Risk

Basics of Derivatives

Trading Books V/s. Banking Book

Banking Products/Services and Associated Risks

Market Risk Measurement e.g. Gap Analysis, VaR

Banking Risks - Concepts of Credit, Market ,

Operational and Liquidity Risks

Market Risk Mitigation Techniques

Basel Market Risk Amendment, 1996

Integrated Approach to Risk Management

Introduction to Operational Risk

Risk Based Supervision (RBS) Approach

Concept of Operational Risk

Sources of Operational Risk viz. People, Systems,

Procedures and External Events

Measurement of Operational Risk

Basel II Approaches for Operational Risk

Concept of Risk Based Supervision

Introduction to Basel II/III Capital Accords

Structure and Objectives

Comparison of the Old and New Accords

Introduction to Basel II Pillars I, II and III

Expected Losses and Unexpected Losses

Tier I and Tier II Capital

Concept of Regulatory Capital and Economic Capital

Use of Risk Based Pricing and Provisioning

Standardised Approach

Advanced Management Approach

Introduction to Liquidity Risk

Basel III on Capital and Liquidity Management

Types of Liquidity Risk

Basel Principles of Effective Risk Data Aggregation

and Risk Reporting

Importance of Liquidity Risk

Concept of Assets and Liability Management

Measurement of Liquidity Risk

Mitigation of Liquidity Risk

Basel III Requirements

Concept of Credit Risk

Credit/Lending Process in Brief

Exposure and Credit Conversion Factors

Types of Credit Risk

Concept of Liquidity Risk

Basic Indicator Approach

Introduction to Credit Risk

Transaction Risk/Portfolio Risk

Counterparty Credit Risk

Pre-settlement /Settlement Risk

Measurement of Credit Risk

Credit Models and Score Cards

Credit Rating and Credit Scoring

Value at Risk (VaR)

Mitigation of Credit Risk

Limits and other Safeguards

Use of Collateral

Guarantees and Credit Derivatives

On-Balance Sheet Netting

Basel II approaches for Credit Risk

Standardised Approach

Internal Ratings Based Approach

Understanding PD, EAD, LGD and K (Capital)

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Liquidity Coverage Ratio

Net Stable Funding Ratio

Methodology:
The course will have practical case studies and
with a lot of emphasize on exercises.

Certified Banking Risks Professional - Foundation Level (CBRP-FL)

Duration:
3 full days.

24th January
2015 to 26th January, 2015.
Three full days in continuation.

Participation Fees:
Indian Participants
INR 15,000 + 12.36% tax
International Participants
US$ 950 + 12.36% tax
Early Bird Discount
5% early bird discount for
participants registering on
or before 31st December,
2014.
Certification fees include
all the tuition, exam fees,
full course documentation,
lunches and refreshments
for the duration of the program but does not include
accommodation facility
and transport costs.
Full course fees is payable
in advance in favor of

MVL Consulting
Private Ltd.

Risk Management in Banks

Risk management and risk control techniques have assumed paramount importance in banking business. Risk is inherent to a banks business model and
therefore effective risk management is very critical. Main objective of this
program workshop is to understand how risks are categorised, quantified,
monitored and managed within banks.
The participants will be exposed to the requirements of Basel II and Basel III
Accords and Credit Risk from both, the regulatory and practitioner perspective.
The impact upon financial institutions and the implications for bank risk management, governance and disclosure will be reviewed.
Who should attend:
Any professional interested in bank risk management:
Bank Executives and Risk Officers
IT Professionals

Course modules
Module 1 : Basics of Risk Management
Module 2 : Introduction to Basel I, II and III Accords
Module 3 : Introduction to Credit Risk Management
Module 4 : Introduction to Market Risk Management
Module 5 : Introduction to Operational Risk Management
Module 6 : Introduction to Liquidity Risk Management

Remittance information
is provided at the time of
registration.
Why should you attend:
The agenda offers a mix of
strategic and operational
issues to enhance the
knowledge on risk management .
It also offers familiarization
with conceptual and implementation issues relating to
RBS, risk management systems and New Basel II and
Basel III Capital Accords.
Email: info@mvlco.com

Get Certified ! Stay Ahead of the Competition !

www.mvlco.com