Online – Market, Credit & Operational Risk

Bank risk management principles and good practice

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Next available date: 26 January

This online course presents industry good practice and latest developments in bank risk management, with special emphasis on market risk, credit risk and operational risk. These risks are the three most significant drivers of bank regulatory capital requirement, and banks recognize the need to manage these risks as efficiently as possible as part of a drive to improve performance. The Covid-19 crisis as also made banks even more focused on the management of risk, dedicating more time and resources to dealing with such risk

How you will benefit

  • Gain an excellent review of the Theory of Risk Management, where we will cover the basis for Market, Credit, and Operational Risk 
  • Be aware of latest developments in the field, both business drivers and regulatory requirements
  • Chart a path forward, examining how risk tools like stress testing, scenario analysis and capital allocation will change going forward
  • Gain real-world, practical guidance that will allow you to apply the insights and learnings directly in your day job
Program length
3 half-day sessions
Day 1 14:00 – 18:00
Day 2 14:00 – 18:00
Day 3 14:00 – 18:00

Module I: Credit risk 

– Defining credit risk
– The largest risk in most financial services balance sheets
– Risk appetite statements
– The different types of credit risk

  • Sovereign
  • Corporate
  • Retail
  • Systemic
  • Counterparty
  • Concentration risk

– What does credit scoring measure
– SWOT analysis
– Credit scoring in practice
– The Basic Principles of Lending
– Appraisal techniques
– Credit assessment for personal clients, corporate clients
– The Impact of IFRS9

  • Key measures in IFRS9
  • Recognition, de-recognition, classification, measurement and impairment of financial instruments
  • Classification and measurement under IAS 39

Module II: Market risk

– Introduction to market risk
– Types of market risk

  • Interest rate risk
  • Equity price risk
  • Foreign exchange risk
  • Commodity price risk

– Volatility
– Portfolio effects from diversification
– Risk appetite and tolerance
– Risk limits and control processes, and managing risk exposure
– Introduction to Value at Risk (VaR)
– Calculating VaR

Module III: Operational risk

– What is operational risk?

  • Identifying & classifying operational risk categories

– Analyzing specific risks

  • Identifying and managing operational risk in a process issue
  • Developing an operational risk management framework

– Measuring operational risk

  • Understanding the operational risk impact and regulatory capital driver

– Managing and implementing the operational risk management policy

This program is relevant to:

  • CRO and staff
  • CFO and staff
  • Board Risk Committee Chair
  • Regulatory and compliance executives 
  • Risk management executives
  • Market, Credit, and Operational Risk specialists
  • Internal Auditors

Faculty

Moorad Choudhry

Professor Moorad Choudhry is an Independent Non-Executive Director on the Board of Recognise Bank in London. He has over 30 years’ experience in the City of London and was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland.  Moorad Choudhry is Honorary Professor at University of Kent Business School. Previously Moorad held the…

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  • 3 days
  • € 1195
  • Financial Analysis, Risk Management
  • English
  • NEW

Available dates

Need help?

Find your program here or contact us directly for personal advice:
Call us at +31 20 520 0160 or email us at [email protected].



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