Introduction
PresentationThe path aims to contextualize the role of the Risk function in the bank following the recent regulatory interventions of prudential supervision.
The first part takes into consideration the duties of the Risk Manager within the new internal control system and the optimal interactions with the other corporate functions. Subsequently, the first and second level risks are addressed with an interactive and concrete methodology in order to provide all the company functions that need to evaluate the strategies on a daily basis (including General Managers and Board Members), the operational tools to introduce and maintain all the appropriate second level safeguards that the legislation and best practice require.It is the only Master in Italy:with a modular structure that allows you to customize the training objectives of each, with a subdivision into levels of knowledge ranging from the simplest Basic Level to the most advanced Advanced Certified, for those who want the best;
to be Approved at European level;
to have brought together the leading Experts on Risk Management with over 25 years of experience;
which provides for a final written and oral exam with an external commission, an element that officially certifies the acquisition of skills;
that at the end of the course requires enrollment in the Certified Risk Managers Register;
delivered by a specialist division of an ASFOR Associated Manageriael School;
that thanks to the E-Learning frequency, allows you to constantly monitor learning;
to offer its learners uninterrupted access, for 365 days a year, to the E-Learning platform with continuous updates on the latest news.RecipientsRisk Management Managers and Specialists, Internal Control Managers, Compliance and Internal Audit Managers, Administration, Finance and Control Managers, Anti-Money Laundering Managers and Specialists, General Managers and Board Members.
Also recent graduates in the one-year Post-Graduate version of the Master.ProgramModule 1 - The role of Risk Management in the context of the Risk Appetite Framework required by the Supervisory AuthorityThe Risk Appetite Framework
The importance of "risk-based" planning
The most significant transactions and the opinion of the Risk Management as decision support Stress testing according to the rules of the ECB
The challenges of Risk Management after regulatory compliance (CRD IV, CRR, bail in)
Practical and Question-Time exercisesModule 1 (e-learning)Classroom program and learning verification testModule 2 - Methods and Models for credit riskDefinition of credit risk according to prudential supervision
The role of IFRS 9 and the convergence process between IASB and Basel 3
The new standard method and the TRIM
Credit risk measurement models, from Standard to IRB models (basic and advanced); feasibility of using external models and simplified models
Scoring and market models for estimating credit risk
Credit risk and market models
Portfolio models
Practical and Question-Time exercisesModule 2 (e-learning)Classroom program and learning verification testModule 3 - Credit Risk Management and credit processesCredit risk and the Credit Risk Management function
Management and organizational impacts: granting and management of credit, monitoring, pricing
The organizational repercussions of Credit Risk Management
The concentration risk
Practical and Question-Time exercisesModule 3 (e-learning)Classroom program and learning verification testModule 4 - Market risk managementDefine the market risk in the bank
Market risk models
The limits of VaR models and simulations; the expected shortfall
The role of Financial Risk Management and bank performance
Practical and Question-Time exercisesModule 4 (e-learning)Classroom program and learning verification testModule 5 - The liquidity risk in the bankThe definition of liquidity risk
The new indicators to monitor liquidity risk
Concentration indicators
The definition of the tolerance threshold
CFP and reporting
Liquidity risk and internal transfer rates
Practical and Question-Time exercisesModule 5 (e-learning)Classroom program and learning verification testModule 6 - Operational, reputational, residual and strategic risksOperational risk in the bank according to the current guidelines of the Basel Committee
The management of the interest rate risk, according to the needs of the bank and according to the Supervisory Authority
Reputational, residual and strategic risk
Practical and Question-Time exercisesModule 6 (e-learning)Classroom program and learning verification testModule 7 - ExamExam preparation
Final exam (Written and Oral), for the achievement of the title "Risk Management and Internal Controls in the Bank"Module 7 (e-learning)Summary of the training course
Classroom program and learning verification testOptional Module The Bank of Italy Supervisory InspectionThe Process and procedures used by the Bank of Italy in the Supervisory Inspections
1st Pillar Analysis (Credit Risk)
1st Pillar Analysis (Market Risk)
1st Pillar Analysis (Operational Risk)
Practical and Question-Time exercisesLoansThe Master is eligible for:Banks through the Insurance Banks Fund
Private individuals through the Loan of Honor
