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Description

Banking Risk Management: Mapping Risks, Measuring Exposures and Steering the Framework

Connecting a bank's risks to one another instead of handling them department by department

  • 2 days — 14 h
  • In-person or virtual
  • Intermediate
  • Up to 6 participants

Credit risk is monitored by one department, market risk by another, operational risk by compliance. Each produces its own indicators, yet no one connects the exposures. When a shock occurs, the institution discovers the combined effect on its capital at the very moment a decision is already required.

These two days provide an overall view of the banking risk management framework. Participants identify the main risk families and their usual measures, position the relationship between capital, liquidity and risk appetite, understand how the lines of defence are organised, and learn to read a dashboard submitted to senior management.

Learning objectives

  • Identify the main families of risk carried by a banking institution
  • Associate each risk with its commonly used measurement indicators
  • Position the role of capital and liquidity in covering risks
  • Explain how the lines of defence and risk committees are organised
  • Read a risk dashboard and draw decisions from it

What makes this programme different

Each risk family is illustrated by a well-known banking incident and its chain of causes
A risk dashboard is read and discussed as it would be in committee
Risk appetite is translated into concrete operational limits

Programme

1Mapping banking risks

Seeing the framework as a whole

  • Risk families: credit, market, liquidity and operational
  • Compliance risks and non-financial risks
  • Sources of risk specific to each banking business line
  • Contagion effects between risks
  • Building and updating a risk map

2Measuring exposures

Putting figures on risk

  • Common indicators for credit risk and market risk
  • Liquidity monitoring and funding gaps
  • Collection of operational incidents and losses
  • Stress tests and adverse scenarios
  • Limitations inherent to each measure

3Capital and risk appetite

Linking risk to loss-absorption capacity

  • Role of capital in absorbing unexpected losses
  • Distinction between regulatory capital and economic capital
  • Formulation of risk appetite by the governing bodies
  • Cascading into limits by activity and by counterparty

4Governance and steering

Keeping the framework alive

  • Organisation of the lines of defence and independence of the risk function
  • Risk committees and decision-making channels
  • Content of reporting to senior management and to the supervisor
  • Risk culture and escalation of alerts
  • Action plans and monitoring of remediation

Who is it for

Staff in risk and compliance functions, as well as internal controllers, auditors and relationship managers seeking a broader view of the risk framework.

Prerequisites

Familiarity with banking activities and the ability to read an institution's financial statements.

Dates & locations

24 scheduled dates between November 2026 and December 2027. Seats are confirmed in the order enquiries are received.

November 2026

December 2026

January 2027

February 2027

March 2027

April 2027

May 2027

June 2027

September 2027

October 2027

November 2027

December 2027

None of these dates suit you? We open additional sessions on request, and any programme can be run privately for your team.

Practical details

Before the programme
Online positioning questionnaire. Your development objectives are shared with the trainer, who tailors the practical case studies to your context.
Teaching methods
Theoretical input, workshops and practical case studies. Digital course materials and method sheets provided.
Assessment
Multiple-choice tests and role-play exercises. Assessment of learning at the start and end of the programme, with immediate and 60-day follow-up evaluations.
After the programme
One year of access to the e-learning platform. Self-assessment of the skills acquired and a 30-day follow-up session with your trainer.
How to register
Registration online or on the basis of a quotation.
Lead time
11 working days after confirmation of registration.
Accessibility
Accessible to people of determination. Contact our accessibility coordinator to design a suitable solution: contact@mpf-academy.ae
Start dates
Rolling intake: in addition to the scheduled sessions, this programme can start on request.