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Risk Management
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Risk Management is the
revolution-taking place in the financial
markets. Bank and Financial institutions
are grappling with the challenges of
proactively managing risk across markets
and the globe. For each institution
the actual solution to this problem
is entailing different philosophies
towards risk policies, proccedures and
technologies.Visualizing the risk, combating
the adverse effects on profitability
through proactive planning and ensuring
the implementation of risk management
process has assumed pivotal signification
currently. the new benchmark of risk
management has two important tenets
- risk quantification and evolving control
systems. Adherence to the international
capital standards has given further
fillip to the concept to the risk. the
new BASEL accord (BASEL-II) assigns
utmost importance for risk management
systems in banks and directs these institutions
to adopt risk capital allocation on
the basic of quantification of risk.
according to RBI,"Capital adequacy
in relation to risk profile calls for
adoption of sophisticated tools for
management of risk, banks would therefore
have to pay even greater attention to
risk management systems, selection and
training of personnel". to meet
the demand of banks in enriching their
knowledge in risk management,PNBIIT,
Lucknow has announced this programme
as their key training programme and
to make the institute as a hub for this
training.
This programme is intended to cover
all generic risks- credit risk, market
risk, and operational risk. These risks
are highly interdependent and of events
that affect one area of risk can have
ramifications for a range of other risk
categories. It aims to improve the competence
of managers in selection and application
of modern techniques of risk management. |
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Basel -II
Integrated Risk Management |
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New Dimensions of Risk
Based Internal Audit (RBIA) |
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| Basel
-II Integrated Risk Management |
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| PROGRAMME
OBJECTIVE |
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- To create an awareness among the
participants about the concept of
Risk, its Assessment and Methodology
for its mitigation; there by raising
their confidence level and getting
them ready for working in the risk
oriented environment specially in
the awake of BASEL-II requirement.
- To Make the participant confident
about Assets -Liability Management
Process and Techniques,and enabling
them to manage Interest rate Risk
(IRR) and Liquidity risk.
- To Make the participant confident
about designing Internal Rating
Model and other Credit Risk Methodologies.
- To create awareness on operational
Risk Methodology- Basic Indicator
Approach, Standardized Approach
and Advanced Measurement Approach.
- To Crate Awareness on importance
of risks capital allocationn and
performance evaluation by using
RORAC and RAROC Models.
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| TARGET
AUDIENCE |
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| DURATION |
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| FACULTY |
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| Sr. Faculty of the Institute
and also Prominent Guest Faculty from
Indian Institute of Management, Lucknow
and Local Senior Banking Personalities. |
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| PROGRAMME CONTENTS |
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- Risk Philosophy and the relevance
in present banking context.
- Credit Risk Management: Designing
Internal Rating Models, Z- score
Model, Advanced Credit Risk Models.
- BASEL-II guidelines of Reserve
Bank of India.
- Operational Risk Management: Basic
Indicator Approach, Standardized
Approach, and Internal Rating Approach.
- Supervision Review and Market
Discipline and Disclosures.
- Risk Capital Allocation and performance
Evalution by using RORAC and RARAC
approaches.
- Assets Liability Management Concepts
and techniques.
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| New
Dimensions of Risk Based Internal Audit
(RBIA) |
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| PROGRAMME
OBJECTIVE |
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Basel- II is seen as
one of the significant challenges facing
the banking sector in many jurisdictions.
In move towards risk-based supervision
of bank five areas of bank level preparation
had been identified by RBI, which are
significant in facilitating a smooth
switchover to risk-based supervision
(RBS) of banks by the Reserve Bank.
One of the areas relate to the introduction
of a risk-based internal audit system
by banks.
Risk Based Internal Audit('RBIA') undertakes
an independent risk assessment solely
for the purpose of formulating the risk
based audit plan keeping in view the
inherent business risks of an activity/
location and the effectiveness of the
control systems for monitoring the inherent
risks of the business activity. |
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| LEVEL
OF PARTICIPATION |
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| Officials working in
Risk Department and auditors doing Audit. |
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| DURATION |
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| fACULTY |
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| Sr. Faculty of the Institute
and also Prominent Guest Faculty from
Indian Institute of Management, Lucknow
and Local Senior Banking Personalities. |
| PROGRAMME CONTENTS |
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- Risk Philosophy and the relevance
in present banking context.
- BASEL-II guidelines of Reserve
Bank of India.
- Operational Risk Management: Basic
Indicator Approach, Standardized
Approach, and Internal Rating Approach.
- Credit Risk Management:Designing
Internal Rating Models, Z- score
model, Advanced Credit Risk Models.
- Supervision Review and Market
Discipline and Disclosures.
- Model Used for RBIA by Banks.
- IS audit and points to be lokked
into for Prevention of fraud under
computerized atmosphere.
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| PNBIIT,Vibhuti Khand, Gomti
Nagar. Lucknow-226 010 India, Tel. : +91-(522)-2721174, 2721441,
2721442 Fax : 2721201, Email : bankingtech@pnbiit.co.in |
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