Content Overview


Risk Management in Banking is a five-day programme designed to help senior banking executives and board members develop expertise in risk governance. It is built on more than 30 years of research organised by the Centre for International Financial Services, a long-standing partnership between INSEAD and selected financial institutions. 

Through lectures, discussion and work groups, you will develop risk management skills in the following key areas.


Risk governance

  • Identification of key risk domains
  • Risk aggregation
  • Reputational risk
  • Integrating risk control into shareholder value maximisation
  • Performance evaluation and compensation
  • Re-regulations: final Basel III (Basel IV), ring-fencing of commercial banking and new special resolution regimes
  • Pitfalls in risk governance


Liquidity and market risks

  • Advanced fund transfer pricing incorporating liquidity premium
  • Measurement of interest rate risk on the banking book
  • Measurement of trading risk
  • Final Basel III (Basel IV) and stress tests


Non-financial risks

  • Sources of operational risk
  • Measurement of operational risk
  • Fraud
  • Compliance
  • Digital disruption 



Credit risk

  • Loan pricing, securitisation and shadow banking
  • Portfolio credit risk

Alco Challenge


The ALCO Challenge is a computer simulation designed at INSEAD to recreate an international banking environment. Participants perform the simulation in teams, each team forming an Asset-Liability Committee to test and perfect their skills. The ALCO Challenge incorporates the latest financial techniques in profitability and risk management, taking into account the effects of taxation and final Basel III capital and liquidity regulations.

The ALCO Challenge has six main educational objectives:

  • Value creation
  • Strategic pricing
  • Risk management
  • Awareness of behavioural biases
  • Negotiation
  • Teamwork.

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