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Description

Banking Risk Management: Identifying, Measuring and Steering Exposures

Connecting risk measurement, credit decisions and capital management within a banking institution

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

In many institutions, credit risk, market risk and operational risk are monitored by teams that rarely speak to one another. Indicators are escalated to senior management without the business lines understanding what triggers an alert or how a commercial decision consumes capital.

Two days to connect the risk families together: mapping exposures, understanding measurement methods, reading a limit framework and positioning the role of the three lines of defence. The work is based on the risk profile of an institution that participants review and then challenge in a simulated committee.

Learning objectives

  • Map the risk families carried by a banking institution
  • Explain the measurement principles for credit risk and market risk
  • Position the role of the three lines of defence within the control framework
  • Interpret a set of limits and the associated breach indicators
  • Analyse the results of a stress testing exercise
  • Draft a risk alert that a committee can act upon

What makes this programme different

The risk profile of a fictitious institution is analysed and then challenged in a simulated committee
Participants translate a commercial decision into capital consumption
A limit framework is built and then tested against a deterioration scenario

Programme

1Mapping Banking Risks

Naming exposures before measuring them

  • Credit risk and counterparty risk
  • Market risks and interest rate risk
  • Liquidity and funding risk
  • Operational risk and compliance risk
  • Linking risk appetite and strategy

2Measuring Credit Risk

From rating to provisioning

  • Internal rating and counterparty segmentation
  • Probability of default and loss given default
  • Collateral and risk mitigation techniques
  • Monitoring sensitive exposures and downgrading
  • Provisioning and cost of risk

3Market, Liquidity and Operational Risks

Measuring what moves fast

  • Position sensitivity and value at risk
  • Monitoring exposures and complying with limits
  • Liquidity gaps and liquid asset buffers
  • Collecting and analysing operational incidents
  • Business continuity planning

4Governance and Steering of the Framework

Turning risk into a decision-making tool

  • Three lines of defence and allocation of responsibilities
  • Risk committees and reporting content
  • Capital and allocation to business lines
  • Stress testing exercises
  • Embedding a risk culture across the business lines

Who is it for

Relationship managers, analysts, internal control officers and staff in risk functions within banking institutions.

Prerequisites

Working in a banking institution and being familiar with its main activities.

Dates & locations

36 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.