CERTIFIED RISK BASED AUDIT

FOR TRADING ENVIRONMENTS PART II : 2ND LINE OF DEFENCE

TRAINING SCHEDULE

No scheduled dates

Available as an in-house training

OVERVIEW

When auditors are asked which department is the most challenging to assess, more often than not treasury turns out to be their biggest issue. This masterclass will level that problem and it does so in a hands on and practical manner. This is an exciting class with huge learning benefits. 

 

This course is aimed at auditors who need to assess the treasury and trading environment of their respective companies. The two-part program focuses on the 1st Line of Defense in Part I and the 2nd Line of Defense in Part II. Auditors are recommended to attend to both parts of the program to have a complete grip over how to audit their treasury department front to back.

Course duration: 3 Day Masterclass

Coverage: Dealing & Trading room, Instrument use, Pricing methods, Front office Controls & Culture

Course duration: 3 Day Masterclass

Coverage: Market Risk, Credit Risk, Counterparty Risk, ALCO, Stress Testing, Netting methods agreements, ISDA & the Back office

CERTIFIED RISK BASED AUDIT FOR TRADING ENVIRONMENTS

PART II :  2ND LINE OF DEFENCE

 

WHO SHOULD ATTEND

Auditors, compliance and risk staff wishing to access how a trading unit identify and respond to risk.

KEY LEARNING POINTS

  • Best Practice Audit Scripts for Risk Management Functions

  • Complete breakdown of regulations & how to audit against these requirements

  • Understand how policy has a massive impact on trading behaviour with breakout reading

  • Review different reports from treasury and how they are used in decision-making

  • Develop Audit Score Cards on different processing areas

  • Look at processes from winning institutions

  • New regulations for auditors

  • Methods for auditing and sampling treasury IT systems

  • A set of Key Risk Indicators for identifying Rogue Trading activities

This program is worth 21 CPE credits by field of study:

Auditing:

Finance:

Statistics:

Business Mgmnt & Org:

Mathematics:

6 CPE credits

6 CPE credits

4 CPE credits

3 CPE credits

2 CPE credits

This course is certified by:

*LSBF certification is only applicable when both Part I & Part II modules are completed.

AGENDA

SESSION 1

  • Market Risk Foundations

  • Market Risk Modelling

  • Regulations & FRTB

  • Counterparty Risk Deep Dive

  • Secondary Risk Considerations

  • Auditing Stress Tests & Backtests

  • Auditing Reports

SESSION 2

  • Integrated Risk Reporting

  • ALCO and Asset Liability Management

  • Middle Office Trade Control

  • Clearing and Settlement

  • ISDA and Netting Agreements

  • New Product Approval Processes

SESSION 3

  • Mapping of Middle to Back Office

  • Risk Registry for Treasury Ops

  • Treasury IT Systems and Continuity

  • Case Study | Illiquidity & Stress

  • Case study | Rogue Trading

  • Program Closure for Part I & II

INDUSTRY EXPERT

Mr. Rahul Sil

Mr Rahul Sil is a quantitative risk manager who has risk managed linear and non-linear products across both Markets and Treasury functions. He has a proven track record in identifying, quantifying monitoring and mitigating complex Market and Counterparty Credit risks.

Rahul has a deep understanding of Market and Liquidity risks in Asia, involvement in stress testing and also developing hedging strategies for FI, FX/FX options, Prime Services, Equity Derivatives, Precious Metals and Group Treasury businesses for large and small Asia companies.

Detailed experience in financial and structured trade modelling • Deep understanding of trading environment front to back • Gobal leader in Market Risk for Exotic & Non-Linear Products • Extensive exposure to emerging markets • Build models and risk framework from the ground up • Front Office Risk Management Experience • Trading Policy Capabilities

BROCHURE REQUEST

 

CHAT WITH YOUR ADVISOR:

                 FROCY LABRADOR             

Head of Innovative Learning & Talent Development

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