Financial Risk Management

This course provides a structured understanding of how financial risks arise, how they are quantified, and how they are governed across market, credit, liquidity and operational domains. Participants explore risk appetite and policy design, measurement techniques such as VaR and duration/convexity, scenario construction and early-warning indicators, as well as reporting disciplines that translate analysis into clear decisions. Emphasis is placed on linking metrics to objectives, setting limits that align with strategy, and ensuring governance is proportionate, defensible and transparent. The programme equips attendees to evaluate exposures, prioritise controls, and present concise, decision-ready insights to senior stakeholders and boards across a range of business contexts.

By the end of this course, participants will be able to:

• Define an enterprise risk framework and articulate risk appetite and tolerance.
• Map market, credit, liquidity and operational risks with clear KRIs and limits.
• Calculate and interpret Value at Risk (parametric and historical) for portfolios.
• Construct stress and scenario analyses that align with strategic priorities.
• Explain interest-rate risk using yield curves, duration and convexity.
• Outline credit risk components (PD, LGD, EAD) and expected loss methodology.
• Build a basic liquidity ladder and interpret funding and coverage indicators.
• Produce concise risk dashboards and governance-ready reporting.

Who Should Attend?