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Day two - Tuesday 26 June 2012

08:00 Breakfast

08:30 Case Study

  • Prepare  risk reposrt for risk committee

09:15 Lecture

  • Risk prioritization

10.00 Lecture

  • Economic capital

10:30 Break

10:45 Lecture

  • Asset liability management for banks

11:30 Lecture

  • Asset liability management for insurance and pensions

12:00 Lunch

13:30 Lecture

  • Building risk management culture
  • Organizational structure

13:45 Lecture

  • Risk response and the risk control process
  • Active risk taking process

14:45 Break

15:00 Case study

  • LTCM  case study

15:45 Lecture

  • Sress testing and analysis

16:15 Lecture

  • Rating agency and regulatory developments

16:45 Case study

  • Evaluate quality ERM using risk assessment criteria

17:30 End of day two


All lectures and course materials will be conducted in English.
Application
Exercises where participants learn by applying tools and techniques to real-life examples. The exercises in the application sessions are designed to be completed by each participant individually. All applications require the use of a laptop computer. ALM tools and analytics will be provided.
Case study
The case study approach will be used heavily throughout this course. Participants will interact with other industry professionals and learn through doing. Small workgroups will be assigned for the case studies. Some case studies will require the use of a laptop computer.