Operational Risk Management & Basel II

 

• Price: US$ 150.00
• Publisher: KESDEE
• Number of modules: 9
• Length: 9-18 hours
• Language: English
• Subscription: 12 months

Operational Risk Management and Basel II: 9 modules of 1 - 2 hours each.

Key topics include:

• Components of Sound Operational Risk Management
• Scope and Concept of Operational Risk (OpsRisk)
• Governance and Organizational Constructs
• OpsRisk Policy and Processes
• Functional Requirements of Underlying OpsRisk Systems

Risk Identification

Loss Data Collection Methodology

Risk Self-Assessment

• What is Risk Self-Assessment?
• Risk Self-Assessment Components:

           - Steady-State Process Risk and Control Analysis

           - Growth Areas and Special Project Analysis

           - Risk and Control Culture Assessment

           - Scenario Analysis

• Effective Risk Self-Assessments

Key Risk Indicators

• KRI Framework

           - Design and Rationalizing of KRIs

           - Data Acquisition, Maintenance and Distribution in Support of KRIs

           - KRI Reporting

• KRI Implementation Challenges

Risk Quantification

• Quantification of Operational Risk
• Challenges Associated with Operational Risk Quantification
• Considerations for Developing a Sound Quantification Model
• Loss Distribution Approach (LDA)
• Loss Database
• Distribution Modeling
• Loss Simulation
• Different Aspects of Capital Calculation

Management Applications

• Overview of Management Applications
• Key Management Applications:

           - Enhanced Risk Awareness

           - Actions to Reduce Operational Losses

           - Capital Planning and Risk Optimization

Realization Challenges and Deployment Strategy

• Challenges in the Practical Realization of OpsRisk Capabilities and Methods
• Successful Deployment Strategies

Bonus Exercises:

• Risk Inventory
• Loss Data Collection
• Risk Control Self-Assessment Creation
• KRI Development