Risk Management in Banking

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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