An Intensive 5-day Training Course

Advanced Bank Risk Analysis

Identifying, Measuring & Managing Risk in Banking

Course Introduction

This Advanced Bank Risk Analysis training course will enable banks to identify, measure and manage risk in line with their risk profile and regulatory requirements balancing risk with return in order to achieve sustainable profits and market position. In a volatile environment such knowledge and skills are vital to the success of all banks.

This training course examines the major risks such as credit risk, interest rate risk and market risk to enable banks to develop a diverse asset and liability portfolio fit for the digital age and capable of addressing the threats from economic and operational risk such as fraud & money laundering. The training course builds on the lessons learnt from the financial crisis and explores how derivatives can be used to manage risk rather than providing risk.

This Oxford Management Centre training course will highlight:

  • The current & future business & economic environment facing by banks
  • The major risks facing by banks
  • Statistical measures of risk such as VAR
  • The tools & techniques to manage risk
  • Regulatory requirements in banking (Basle II & III)


At the end of this Advanced Bank Risk Analysis training course, you will learn to:

  • Identify major risks facing by the bank
  • Measure and evaluate risk in line with the banks risk profile and regulations
  • Manage risk effectively
  • Evaluate derivatives as a risk management tools
  • Balance risk with return and regulatory requirements

Training Methodology

This Advanced Bank Risk Analysis training course will be conducted along workshop principles with formal lectures and interactive worked examples. Relevant cases will be used to illustrate the application of each tool in an operation environment. Each learning point will be re-enforced with practical exercises. The instructor will clearly explain and demonstrate how these techniques are applied using real-life examples.


Organisational Impact

Organisations will gain:

  • Improved awareness of risk
  • A risk management culture throughout the organisation
  • Improved risk management and strategic evaluation of options facing the bank
  • Improved decision making and management skills
  • Staff who have increased confidence and understanding

Personal Impact

As a result of attending this training course delegates will:

  • Improve their knowledge of risk management which they can apply to their bank
  • Be able to make or contribute effectively to risk measurement & management
  • Make sound risk management decisions
  • Gain enhanced career prospects
  • Be able to analyse and critically evaluate risk management strategies

Who Should Attend?

This Oxford Management Centre training course is suitable to a wide range of professionals but will greatly benefit:

  • Risk management professionals looking to improve their knowledge and skills
  • Bank managers & senior professionals seeking a role in risk management
  • Bank professionals seeking to improve their knowledge
  • Those responsible for implementing, managing or dealing with risk
  • Those with a keen interesting in banking & finance

Course Outline

Day 1

Risk Management

  • What is risk management?
  • Risk & uncertainty
  • Identifying risks
  • Developing and implementing a risk management strategy
  • Portfolio theory & statistical measures of risk

Day 2

Identifying Risk in Banking

  • Major risks facing by banks
  • Market risk
  • Credit risk: Evaluation & management
  • Interest rate risk
  • Operational risk including fraud & money laundering

Day 3

Measuring Risk in Banking

  • Statistical measures of risk & volatility in banking
  • Value At Risk (VAR)
  • Calculating expected shortfall/loss
  • Stress testing
  • The use of RAROC (Risk Adjusted Return on Capital) in credit decisions

Day 4

Managing Risk in Banking

  • Asset & liability management
  • Aligning the product portfolio with risk
  • Pricing for risk
  • Managing risk in line with Basle II & III
  • Computer based models to evaluate and price for credit risk

Day 5

Derivatives: Risk or Risk Management Tool

  • Forwards, options futures & swaps
  • CDO & Credit Default Swaps
  • Lessons from the 2008 financial crisis
  • The risks & benefits of derivatives
  • Controlling derivatives & trading in banking


Oxford Management Centre Certificate will be provided to delegates who successfully completed the training course.



In association with

GLOMACS Training & Consultancy

GLOMACS Training & Consultancy

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5 Days
Choose the date and location that suits you:
Classroom Sessions
01-05 Jul 2024
Fee: $5,950
Book your place
25-29 Nov 2024
Fee: $5,950
Book your place



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