Bank of Tanzania

Banking business is in most  cases risk  management. Banks  have to make  profits for competitive survival. Their day  to day  activity is nothing other than management of  various risks   associated with their  businesses which include credit risk,  liquidity risk,  interest rate risk,   and  foreign exchange risk.

It  is  along this  background that the Bank of Tanzania Training Institute has  organised a  five  (5) days course on Risk Management for Banks

COURSE AIM

The programme is designed to equip course participants with the necessary  knowledge and   skills that will enable them manage various inherent risks  in their Institutions.

WHAT YOU WILL LEARN

The course covers the  following modules:

• Risk concept: An Overview
• Credit Risk:
  • What  constitute Credit Risk?
  • The four different components of Lending function that are risk  exposed.
  • Credit Policy, Credit culture
  • Hempel and  Simonson (1999) model  of monitoring Credit Risk indicators
  • Diversification Strategy as a Credit Risk Management Process
  • Basel  II, model  for Risk Management
• Interest Rate Risk
  • Interest Rate  Risk defined
  • Bank Balance Sheet mix
  • Rate  Sensitive Assets (RSA) and  Rate  Sensitive Liabilities (RSL)
  • Effects  on rising and  falling of market Interest Rates
  • Methods of Interest Rate  Risk Management
  • Refinancing Risk and reinvestment Risk
• Liquidity  Risk
  • What  it all means
  • Different  ways that lead  to Bank Liquidity Risk
  • Consequencies of Liquidity Risk
  • Liquidity Risk Management Process
• Foreign Exchange Risk
  • Foreign Exchange defined
  • Features of Foreign Exchange Markets
  • Forex Risk Management Framework
• Market (or trading)  Risk and  Credit Philosophy
  • Traditional ways to monitor Credit Risk
  • What  constitute market risk?
  • Conditions that influence/ increase market risk
  • Important indicators of market risk in banking business
  • Foreign currency sovereign Credit Ratings highlights
• Operational Risk
  
  • Issues of Operational Risk
  • Operational Risk event types
• Off-Balance Sheet Risk
  
  • Aspects of OBS Risk
  • Caution with OBS trading
• Capital Risk and Solvency Risk
  
  • What  they  mean
  • Interelationship with other Risks
• Basel II Framework for Risk Management for Banks
  • The Three  Pillars
  • Framework for Risk measurement
• Wayforward

WHO ARE TO ATTEND

Senior and Middle level Officers in Commercial Banks and Other Financial Institutions.

 

DATES
One (1) Week: 5th – 9th March 2012 - DSM 

One (1) Week: 23rd – 27th July 2012 – DSM.

 

FACILITATORS
Bank  of Tanzania  Training Institute

 

VENUE:

Dar-es-Salaam