Module 1: Financial risks

This module deals with typical bank counterparty, market-price and liquidity risks. According to the definition principles and definitions of ICAAP, all facets of credit risk, interest-rate risk in the banking book (IRRBB) and liquidity risk are examined, including their quantification in the form of value at risk or liquidity at risk. This is followed by the various methods of active and passive risk management.

The participants gain a detailed overview of these risks, in particular the “mixed positions” and the methods of managing them. They also learn about the possibilities and limitations of risk models and understand the necessity of their own economic assessments.

Seminar leader: Klaus Leusmann (zeb)

Costs & dates:

11 February–13 February 2020
Location: zeb Office Münster, Hammer Straße 165, 48153 Münster
Participation fee: €1,950.00, plus VAT

4 August–6 August 2020
Location: zeb Office Frankfurt am Main, Taunusanlage 19, 60325 Frankfurt am Main
Participation fee: €1,950.00, plus VAT

→ PDF download with course program