The core purpose of banks is to assume manageable level of maturity risk and credit risk and to generate a level of return consistent with it. This is hard to do even in relatively small financial institutions because of the fact that each risk is being assumed by the institution on a near continuous basis and not just in head offices but also in distant branches. Despite these difficulties, management of these risks is of key strategic importance for banks. Decisions such as the choice of data generating processes for each source of risk, implementing appropriately chosen transfer pricing methodologies and the setting of confidence bands to assess the requirements of capital, need more of attention of the top management than issues such as locations of new branches or making individual credit decisions.
1. How much economic capital is required for different business of the bank?
2. What are the drivers of the rating and valuation of the bank?
3. Is there a need to diversify the credit portfolio of the bank? What benefits will it give?
4. How should the interest rate risk in the bank be identified, measured and actively managed?
This program seeks to answer the above questions and other similar issues that the top leadership of the bank grapples with and needs to prepare for. This customised program “Risk Management for Leaders” is exclusively designed to equip the top leadership of banks with the necessary building blocks of the risk assessment and management process. The main focus of the program is to provide a good grasp of concepts and fundamentals of risk management particularly on credit risk and interest rate risk, and enhance the ability of senior management to take informed decisions and drive sophisticated risk management practices within the bank.
The entire program module is designed especially for CAFRAL, by Dr. Nachiket Mor and will be delivered by him. Dr. Mor is a Yale World Fellow; has a Ph.D. in Economics from the Graduate School of Arts and Sciences at the University of Pennsylvania, with a specialization in Finance from the Wharton School; an MBA in Finance from the Indian Institute of Management, Ahmedabad; and an undergraduate degree in Physics from the Mumbai University. He is Board Chair of CARE India and a member of the Boards of Reserve Bank of India, IKP Trust, and CRISIL. He recently served as the Chair of RBI’s Committee on Comprehensive Financial Services for Small Businesses and Low Income Households. He worked with ICICI from 1987 to 2007 and was a member of its Board of Directors from 2001 to 2007. In the past he has served as a Board Member of Wipro for five years and Board Chair of the Fixed Income Money Market and Derivatives Association of India for two years.
Senior Program Director
S N Chattopadhyay
+91-22-26571024 / +91-9004361967