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Risk Management Semina
on
11th November 2009.
Event - Reuters Risk Management Event
Date - 11 November 2009
Time - from 9 am to 6 pm
Venue - Grand Ballroom, Galadari Hotel -Colombo.
Program Agenda
9 AM – 9:30 AM: Registration & Inauguration
9:30 AM – 11 AM: Session 1
Introduction to Risk Management; Economic Capital & Risk Adjusted Return on Capital (RAROC); Risk Measures, Sensitivity Analysis & Stress Testing
11 AM – 11:30 AM: Morning Break
11:30 AM – 1 PM: Session 2
Basics of Value at Risk: Parametric, Historical, Monte Carlo; Value at Risk Contribution, Testing, Limitations; Scenario Testing & Capital Asset Pricing Mechanism
1 PM – 2 PM: Lunch
2 PM – 3:30 PM: Session 3
Basics of Market Risk Management; Asset Liability Management – Interest Rate Risk & Liquidity Risk; Transfer Pricing
3:30 PM – 4 PM: Evening Break
4 PM – 5:30 PM: Session 4
Basel Accord, Regulatory Requirements, Diversification of Risk & Bank Level Capital Requirement
5:30 PM – 6 PM: Valedictory Session & Conclusion
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