This program is designed to equip directors especially those sitting on bank risk management committees with a clear understanding of their roles and responsibilities. It will provide an overview of market risk management in both the traded and non-traded exposures within banks. It will also explore Bank Negara Malaysia’s (BNM) regulatory requirements and supervisory expectations using case studies and the Basel Pillar 3 reports of selected local financial institutions to fresh out real-life risk management, capital and risk-weighted asset allocation strategies while comparing and contrasting practical management actions.
The program allows for an in-depth discourse on both current and forward-looking action plans in managing market risks on the back of a volatile and constantly evolving operating landscape.
At the end of the program, participants will be able to:
- Identify and understand the different market risk exposures faced by banks;
- Articulate the key elements of respective market risks and their impact on overall profitability, soundness and solvency of the bank;
- Gain understanding to enable a forward-looking view of market risks and its connection to overall enterprise risk management;
- Learn how to review risk reports, interpret dashboard indicators and ask the right questions of management.
Who Should Attend?
- Members of Risk Management Committee
- Board of Directors
- Anyone who might find this helpful
Anthony is a Chartered Banker with the Asian Institute of Chartered Bankers and a Fellow of the Australian Institute of Banking and Finance. He attended both the Senior Management and the Advanced Management Programs in Wharton School of Business at the University of Pennsylvania, USA.
Anthony graduated with a Master Degree in Applied Finance from the Macquarie University, Australia and was a registered securities dealer under the Australian Financial Markets Association.
FIDE Elective: Market Risk Management – Banking Sector
16 MAY 2023
9.00am – 5.00pm