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Lucas & Associates

Lucas & AssociatesLucas & AssociatesLucas & Associates
Home
ABOUT
Services
Course Library
Training Curriculum
  • Financial Accounting
  • Alternative Investments
  • Banking & Regulations 1
  • Banking & Regulations 2
  • Capital Markets
  • Capital Market Operation1
  • Capital Market Operation2
  • Corp Finance Mergers & AQ
  • Derivatives 1
  • Derivatives 2
  • Crypto Currencies
  • Equities
  • Excel & Financial Model
  • Fixed Income
  • Portfolio & Wealth Mgmt.
  • Risk Management 1
  • Risk Management 2
Clientele
CONTACT
More
  • Home
  • ABOUT
  • Services
  • Course Library
  • Training Curriculum
    • Financial Accounting
    • Alternative Investments
    • Banking & Regulations 1
    • Banking & Regulations 2
    • Capital Markets
    • Capital Market Operation1
    • Capital Market Operation2
    • Corp Finance Mergers & AQ
    • Derivatives 1
    • Derivatives 2
    • Crypto Currencies
    • Equities
    • Excel & Financial Model
    • Fixed Income
    • Portfolio & Wealth Mgmt.
    • Risk Management 1
    • Risk Management 2
  • Clientele
  • CONTACT

Lucas & Associates

Lucas & AssociatesLucas & AssociatesLucas & Associates
  • Home
  • ABOUT
  • Services
  • Course Library
  • Training Curriculum
    • Financial Accounting
    • Alternative Investments
    • Banking & Regulations 1
    • Banking & Regulations 2
    • Capital Markets
    • Capital Market Operation1
    • Capital Market Operation2
    • Corp Finance Mergers & AQ
    • Derivatives 1
    • Derivatives 2
    • Crypto Currencies
    • Equities
    • Excel & Financial Model
    • Fixed Income
    • Portfolio & Wealth Mgmt.
    • Risk Management 1
    • Risk Management 2
  • Clientele
  • CONTACT

Risk management 2

Risks arise in almost every part of an organization and risk management has emerged as one of the most important challenges facing enterprises today.  Risk management refers to the identification, measurement, monitoring and mitigation of potential losses.   Today most organizations have formalized intricate systems and processes to address the many risks they encounter.  Lucas and Associates brings deep industry experience in risk management and offers a wide variety of programs that range from broad overviews of enterprise risk management to modules to those that focus on specific types of risk like liquidity, operational and credit.

Fundamentals of Risk Management

Financial Risk Management: Focus on Banking & Capital Markets

Anti-Money Laundering

Credit Risk Management

Best Practices and Pitfalls of Corporate Governance

Key Risk Indicators

Enterprise Risk Management

Liquidity Risk Management

Operational Risk Management

Operational Risk of Financial Derivatives

Credit Risk of OTC Derivatives

Liquidity Risk Management

This one day program provides qualified participants with an advanced look at modern market risk management as it pertains to liquidity.  Regulators, banks and investors are concerned about the current liquidity in marketplaces and the “unintended consequences” brought about by regulation.  Through the use of case studies and exercises, participants will gain an understanding of how to correctly identify market liquidity risk, how to quantify it and modern ways in which to mitigate them. In addition, the course will cover best practices of a modern risk management unit and how this unit works with the other stakeholders in an effort to monitor the risk as it changes and respond with a well-planned course of action.  An emphasis will be placed on risk management techniques, how they are used, their strengths and weaknesses and how they are changing.



Duration:  One day

Program Level:  Basic

Prerequisites:  There are no prerequisites


Learning Objectives

  • Identify and quantify market liquidity risk
  • Discuss approaches to monitor market liquidity risk
  • Identify and describe the main products used by risk management
  • Discuss modern quantitative and qualitative techniques used in market risk management
  • Create a scaled down risk report
  • Compute VAR as well as Expected Shortfall

outline/topics

1 Day Program

  • Identifying Market Liquidity Risk
    • Qualitative factors
    • Quantitative factors
  • Exercise: Determining the liquidity risk of a portfolio
  • Identifying Funding Liquidity Risk
  • Exercise: Identify the main funding risks of the 2008 crisis
  • Liquidity Risk Management
    • Funding risk: market and infrastructure
    • Trading and dealing risk
    • Liquidity adjusted VAR
    • Market sources of liquidity
    • Management Action Triggers
    • Hedging products
  • Summary and Questions

For a detailed outline and additional information on this course or to find out about our other courses, contact us at (917) 306-7132 or MPorio@Lucasnassoc.com 

Operational Risk Management

Operational risk is the potential of loss resulting from inadequate procedures, systems or policies. It can occur through human error, system failure, criminal activity or any event that disrupts business processes.  In addition to market risk and credit risk, the management of operational risk is a key challenge to financial institutions, the global markets and to regulators.  This one day course will explain what operational risk is in detail, ways in which to identify it, quantify it and mitigate it.  Through the use of examples and exercises the participant will gain a thorough introduction to this type of risk.



Duration:  One day

Program Level:  Basic

Prerequisites:  There are no prerequisites


Learning Objectives

  • Define operational risk
  • Explain the different types of operational risk
  • Describe how operational risk can be mitigated
  • Quantify the risks associated with operational risk
  • Discuss the importance of operational risk management and related regulations

outline/topics

1 Day Program

  • Operational risk defined
    • Operational risk considerations
    • Operational risk management failures
  • How operational risk can change into other types of risk
  • Exercise: How can operational risk become market risk?
  • Types of Operational Risk
  • Systems
  • System failure and disruption
  • Transactional systems
  • Internal systems
  • Policies and procedures
  • Human error and fraud
  • External risks
    • Legal and reputation risks
  • Operational Risk Management
    • Risk management goals
  • Defining operational risk profile
  • Techniques
    • Modeling
    • Scenario analysis
    • Simulations
    • Stress tests
    • Qualitative oversight
    • Data collection
  • Operational Risk and Capital Requirements
    • Unexpected versus expected losses
    • Standardized approach and Advanced Management Approach
    • Regulatory capital allocation requirements
  • Summary and Questions

For a detailed outline and additional information on this course or to find out about our other courses, contact us at (917) 306-7132 or MPorio@Lucasnassoc.com 

Operational Risk of Financial Derivatives

The evolution and establishment of credit derivatives in the last twenty years has made a significant impact on the world of finance, the global markets and the world in general.  Delivered by the former Chief Dealer and Head of Global Markets for American Express Bank, this course will provide participants with an in-depth examination of credit derivatives and their various structures and uses, as well as, an analysis of how they came to be a major component of the financial crisis. Through the use of exercises and case studies, participants will have the opportunity to understand the roles, uses, pricing and valuation in their respective markets today.



Duration:  Two days

Program Level:  Basic

Prerequisites:  There are no prerequisites


Learning Objectives

  • Define operational risk
  • Identify how operational risk is manifested in OTC and exchange- traded derivatives
  • Evaluate how operational risk can materialize in the front, middle, and back offices of a derivatives group
  • Discuss different measurement approaches to operational risk
  • Evaluate best practices to control and monitor operational risk

outlinel/topics

Day 1

Day 1

Day 1

  • Defining and identifying operational risk
    • Sources of operational risk
      • People
      • Processes
      • Technology
      • External events
    • Regulatory influence
  • Life cycle of a financial derivative
    • Role of front, middle, and back offices
    • Pre-and post-trade activities
    • Confirmation and settlement processes
    • Evaluation of internal controls
    • Standards for reliability and soundness of back office
    • Reconciliation procedures
    • Resolution of disputed trades and discrepancies
    • Fraudulent trades and their prevention

Day 2

Day 1

Day 1

  • Measuring operational risk
    • Operational risk measurement models
    • Advantages and risks of operational risk measurement models
  • Controlling and Monitoring Operational Risk in Derivatives Portfolios
    • Best practices to control operational risk
    • Advantages and disadvantages to back offices structures
    • Financial regulations and their impact on the control of operational risk
    • Role of key personnel
    • Best practices in monitoring operational risk

For a detailed outline and additional information on this course or to find out about our other courses, contact us at (917) 306-7132 or MPorio@Lucasnassoc.com 

Credit Risk of OTC Derivatives

In the last decade-and-a-half, over-the-counter (OTC) derivatives have grown from being relatively obscure financial products into standard risk management tools. Notwithstanding their commonplace standing today, establishing an effective risk management process for OTC derivatives remains a challenge for end-users, dealers, clearing agencies and other related parties. Additionally, Dodd-Frank and Basel III rules have changed the OTC derivatives landscape significantly. This two day course will focus on practical implementation issues for establishing an effective risk management framework in an uncertain, global regulatory environment.



Duration:  Two days

Program Level:  Basic

Prerequisites:  There are no prerequisites


Learning Objectives

  • Define credit risk
  • Identify credit risk in OTC FX, Interest Rate, and Equity Derivatives
  • Evaluate credit risk measurement methodologies
  • Identify basic capital regulatory requirements
  • Describe the mechanics of major credit derivatives
  • Describe an effective risk management framework for addressing credit risk in OTC derivatives
  • Identify and describe credit risk management monitoring practices

outline/topics

Day 1

Day 1

Day 1

  • Derivatives and the Evolving Role of the Credit Risk Manager
  • Statistics Review
  • Credit Risk in Derivatives

Day 2

Day 1

Day 1

  • Measuring credit risk
    • Controlling credit risk
    • Monitoring credit risk in derivatives
  • Summary and Questions

For a detailed outline and additional information on this course or to find out about our other courses, contact us at (917) 306-7132 or MPorio@Lucasnassoc.com 

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