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

·         Risk Management profile of clients

·         Process Audit            

TARGET AUDIENCE

Market Intermediaries, Risk Management Professionals, Surveillance Personnel, Compliance Officers, Financial Institutions, Corporate, Banks, Investment Consultant, Portfolio Managers etc.

DURATION & TIMINGS

2 days

9.30 am to 5.30 pm

PROGRAMME FEES

Rs. 8000 Plus 10.30% Service Tax, as applicable

Includes tuition fees, study materials, lunch & refreshments and participation certificate.

PROGRAMME COORDINATION

Manoj Garai

Email: training@bseindia.com

Telephone: 2272 8303, 6136 3155

Fax: 2272 3250 

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