Risk Management Course Schedule and Instructors by yhz16267

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									                                        Risk Management Course Schedule and Instructors
                                                         DAY 1 Sun 25 Oct
1. Foundations of Risk Measurement - Statistics for risk:             Session 1 9:00 – 10:30    Stephen Everhart
   Mean, Variance, Correlation, Skew. Probability distributions                                 Associate Dean
   useful for risk and financial models. Linear regressions and                                 School of Business
   risk modeling fundamentals.
                                                                                                AUC
                                                                                                severhart@aucegypt.edu
                                                                      Session 2 10:45 – 12:15   Glenn Williams
                                                                                                Professor of Finance
                                                                                                AUC
                                                                                                gwilliams@aucegypt.edu
                                                                      Session 3 12:30 – 2:00    Glenn Williams

2. Foundations of Risk Finance Theory - Risk theory in                Session 4 2:45 – 4:15     Osama Mourad
   finance: risk appetites. Portfolio theory and related analysis.                              Chairman and CEO
   CAPM and its use in risk assessment. Capital Structures,                                     Arab Finance Brokerage Company
   and Interest rate structures.
                                                                                                Osama.mourad@arabfinance.com
                                                                      Session 5 4:30 – 6:00     Osama Mourad
                                                         DAY 2 Mon 26 Oct

3. Markets and Financial Instruments - Bond pricing, options,         Session 1 9:00 – 10:30    Ahmed Said
   futures, forwards, swaps, credit and other derivatives.                                      Managing Director and Board
   Introduction to exchange markets and how such instruments                                    member
   trade across the globe.                                                                      Al Bayan Capital Management
                                                                                                aelsaid@kanzyholding.com
                                                         Session 2 10:45 – 12:15                Ahmed Said
4. Market Risk Management - Management of Market Risk in Session 3 12:30 – 2:00                 Tarek Bahaa Aly
   Organizations, Risk Measures in Bonds and other common                                       Head of Market Risk Management
   financial instruments. Introduction to Value at Risk: Analytical                             CIB
   VaR, Historical Simulations, Monte Carlo VaR Models,                                         tarekbahaaaly@yahoo.com
   Portfolio Risk Measures, Portfolio Stress Testing and                                        tarek.bahaa@cibeg.com
   Backtesting.
                                                                      Session 4 2:45 – 4:15     Tarek Bahaa Aly
                                                                      Session 5 4:30 – 6:00     Tarek Bahaa Aly
                                                         DAY 3 Tues 27 Oct

5. Market Risk Management – continued                                 Session 1 9:00 – 10:30    Tarek Bahaa Aly
                                                                      Session 2 10:45 – 12:15   Tarek Bahaa Aly




            PRMIA and IEEI Complete Course in Risk Management
                                        Risk Management Course Schedule and Instructors
 6. Credit Risk Management - Management of Credit Risk, Risk         Session 3 12:30 – 2:00    Standard & Poor's
    of Default, Risk and Credit Agency Rating Frameworks,                                      UK
    Credit Scoring, Modeling the risk Credit Loss, and probability                             sunil_rajan@standardandpoors.com
    of Recovery.                                                     Session 4 2:45 – 4:15
                                                                     Session 5 4:30 – 6:00
                                                         DAY 4 Wed 28 Oct

7. Operational Risk Management - Management of Operational           Session 1 9:00 – 10:30    Moataz El Kasaby
   Risk, Identifying Operational Risk Factors, Calculating capital                             Head of Operations Risk
   charges, Role of insurance, hedges, and swaps. Catastrophic                                 Arab National Bank SA
   risk, Foundations for modeling operational risk and emerging                                Moataz_elkasaby@yahoo.com
   frameworks for Operational Risk.                                                            Moataz.elkasaby@gmail.com
                                                                     Session 2 10:45 – 12:15   Moataz El Kasaby
                                                                     Session 3 12:30 – 2:00    Moataz El Kasaby

8. Capital Allocation - Introduction to RAROC and RAPM,              Session 4 2:45 – 4:15     Loay Amin
   regulatory capital, economic capital                                                        Head of Financial Reengineering
                                                                                               Commercial International Bank in
                                                                                               Egypt
                                                                                               Loay.amin@cibeg.com

                                                                     Session 5 4:30 – 6:00     Loay Amin
                                                        DAY 5 Thurs 29 Oct

9. Crisis Management and Non-Market Risk - Management                Session 1 9:00 – 10:30    Ahmed Shabana
   of Non-market risk, including managing brands reputation.                                   Partner Advisory Services Ernst
   Responding to brand attacks, media-induced crises, and                                      and Young
   using information to navigate crises successfully.                                          Ahmed.shabana@eg.ey.com
                                                                     Session 2 10:45 – 12:15   Ahmed Shabana
                                                                     Session 3 12:30 – 2:00    Ahmed Shabana

10. Governance and Board of Directors Roles - Management             Session 4 2:45 – 4:15     Amira El Saeed
of Enterprise Risk, CEO and Board of Director Roles, Developing                                Operations Officer, MENA
a Chief Risk Office, Communicating Risk in the Organization,                                   IFC
Developing Governance to Manage Risk, Learning from Case                                       aagag@ifc.org
Studies: LTCM, Orange County, Nokia/Ericsson, Barings, Sub-          Session 5 4:30 – 6:00     Amira El Saeed
prime Crisis.
Closing and Certificates                                             6:00 – 6:30



            Updated 8 Oct: GH




            PRMIA and IEEI Complete Course in Risk Management

								
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