Complex Capital Risk Calculations

Learn about advanced regulatory topics such as Interest Rate Risk in the Banking Book, Total Loss Absorbing Capacity, Counterparty Credit Risk, and Credit Valuation Adjustment.

 
 

 Course Access:
30-day course access from date of purchase

Time:
Self-study, self-paced

Instructor:
Ravel Jabbour, Ph.D.


 Length/Duration:
~1.5 hours

 


About This Course
 

As banks get to grips with the volume of new regulation, maintaining compliance with all requirements has become a strategic objective for many.  The need to understand the tools governing prudential banking regulation is pushing regulators, consultancies, and banks towards expanding their regulatory teams well beyond those of traditional banking (investment/asset management).

This course addresses advanced regulatory topics such as Interest Rate Risk in the Banking Book, Total Loss Absorbing Capacity, Counterparty Credit Risk, and Credit Valuation Adjustment.

   
Outline
 Lesson   Topic
 Lesson 1  
  • Securitization
  • Interest Rate Risk in the Banking Book
  • Total Loss Absorbing Capacity
 Lesson 2  
  • Counterparty Credit Risk
  • Credit Valuation Adjustment


Who Should Attend

This is a course designed for:

  • Anyone with a need to understand banking regulation in their role
  • Finance graduates
  • New employees at regulators, banks, and consultancies


About Our Expert

  
  Ravel Jabbour, PhD is a banking regulatory expert who has worked at various international banks and specializes in Enterprise/Pillar 2 topics.

Ravel is a member of the Institute of Operational Risk and holds several certifications in risk management including: Certificate in Operational Risk Management (CORM), Financial Risk Management (FRM) and Sustainability and Climate Risk (SCR). He also holds a PhD in Finance from Imperial College as well as Masters in Engineering, Business, Financial Economics and Law. He is a well-published academic with several peer-reviewed journal papers and a university lecturer in the field of banking regulation.


Continued Risk Learning Credits:  2

PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].

Registration
 Membership Type Price
   
 Members $ 169.00
 Non Members $ 199.00

Access

Immediate access to the course is granted for 30 days after your purchase. Please complete the course within that time period.

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Support

For technical issues regarding course access, contact [email protected]

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