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The seminar is directed towards members of risk management groups as well as of financial controlling divisions, consultants and advisors active in providing services to financial institutions. It is also of interest for academics of financial departments who want to get a insight into the practical implementation of new concepts of risk and bank management.
The delegates will gain
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an understanding of innovative concepts of integrated, risk-/return bank management, |
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the knowledge of new methods of risk measurement and capital allocation in bank management, |
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the ability to develop the conceptual framework and a consistent risk-/return key ratio system for an integrated risk-/return management of the bank portfolio, |
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an insight into an optimization algorithm to determine risk-/return optimum bank portfolios with respect to loss risk limitations from both, internal and a regulatory point of view. |
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Integration of risk and return management, |
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Integrated risk measurement of the bank portfolio, |
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Optimization of the risk/return structure of the bank portfolio, |
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Innovative approaches of risk/return efficient capital allocation, |
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Implementation in the business line management. |
The delegates conduct worked examples of implementation of the risk-/return measurement and management of a simplified bank portfolio.
Time 1-2 Days
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