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International Programme On Surveillance, Risk Management & Securities Settlement |
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Dates: 24 – 26 March 2010
OBJECTIVES Surveillance, Risk Management and Securities Settlement have emerged as critical factors for successful functioning of stock exchanges in the background of growing integration of domestic markets with global finance and also harmonization of best practices in securities markets. The programme is envisaged to explain various facets of Surveillance, Risk Management and Securities Settlement and equip the participants with assessing, monitoring and managing these aspects with greater efficiency and efficacy. PROGRAMME CONTENTS Introduction to Risk Management § The risk management framework § Overview of different types of risk § Current trends in Capital Markets Credit Risk Management § Defining credit risk § Counterparty risk § Default risk § Settlement risk § How collateral management can help reduce risk § Describing the credit rating process Market Risk Management § Defining market risk § Identifying risk sensitivity § Liquidity § Volatility § Managing Risk using VAR method § Stress Testing Operational Risk Management § Defining Operational Risk § Assessing various ways to monitor ad control operational risk § How to integrate market risk with operational risk Risk Measurement Tools § Historical Simulation § Variance from mean § VAR Identifying Areas to Effectively Implement Manage and Control Risk § Integration of online monitoring with offline monitoring § Case Study of major market movements § Capital adequacy norms Clearing an Settlement Procedures § Settlement cycles § Margins and Margining Management § Collateral Management § Risk Management through use of Trading Platforms Inspection § KYC Norms § Money Laundering § Risk Management profile of clients § Process Audit Venue: BSE Training Institute, Bombay Stock Exchange Ltd., Course Fee: US$ 2500 (Includes single room accommodation in a reputed hotel, airport pick up and drop facility, local transportation from hotel to venue and back, tuition fees, cost of study materials, lunch & refreshments and field visits in Mumbai). Discounts: 10% for two registrations and more Registration: Use enclosed format with payment details Last Date for Registration: 4 March 2010 Key Contacts: Roy Aranha, E-mail: training@bseindia.com Phone: 0091 22 22728175, 22728197, 22728303 Fax: 0091 22 22723250
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