The Course Content
Day One: Introduction to Risk Management
Defining business versus Financial Risk
Types of Financial Risk: Market, Credit, Liquidity and Operational Risk
Identifying Risk
Measuring Risk
Mitigating Risk
Implementation and control
Day Two: Analysis of Liquidity Risk
Sources of Liquidity Risk
Financial Statements versus Cash Position
Measuring Liquidity Risk through Financial Analysis
Cash Flow Forecasting
Capital Structure
Day Three: Liquidity Risk Management
Forecasting Cash Flow
Monitoring and Optimizing Net Working Capital
Days Sales Outstanding (DSO)
Days Payable Outstanding (DPO)
Days Inventory Outstanding (DIO)
Cash Conversion Cycle (CCC)
Managing Existing Credit Facilities
Day Four: Basel III Framework
Understand the shortcoming of Basel II
Define Basel III Framework and origins
Discuss new components of capital in Basel III
Evaluate potential effect of Basel III on banks and financial Institutions
Define economic capital: understand the potential impact
Risk Weighted Assessment: optimization strategies
Day Five: Liquidity Risk Management Through Basel III
The Liquidity Coverage Ratio (LCR)
The longer-term, structural Net
Principles for Sound Liquidity Risk
Management and Supervision
Supervisory monitoring
IT challenges of Basel III & Case studies