FinTech CTO: Mastering Banking Risk Management
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This session offers a comprehensive understanding of banking risk management, covering key risks, regulatory frameworks, and data-driven approaches to mitigation. Part 1 introduces banking risk management, Basel III regulations, and credit risk measurement and management practices. Part 2 explores additional risks faced by banks, including market and liquidity risks, and discusses relevant regulatory frameworks. Part 3 delves into data challenges, risk data aggregation and reporting, and the role of data architecture in effective risk management. Attendees will gain valuable insights essential for navigating the complex landscape of banking risk management, crucial for CTOs, risk management professionals, and stakeholders ensuring financial stability.
Industry Technology Leader at Amazon Web Services
Introduction, Course Overview, and Module Content
An Overview of Banking Risk Management
Financial Risk and Banking Risks Overview
Understanding Basel III Regulations
Comprehending Credit Risk in Banking
Basic Credit Risk Measurement in Banking
Managing Credit Risk: Industry Practices
Exploring Additional Risks Encountered by Banks
Basel 2.5 and FRTB's Market Risk Capital
Market Risk Measurement Techniques
Exploring Liquidity Risk Management
Data Challenges in RDARR for Banks
Banking Risk Management Discussion
RDARR Project Transformation
High-Level Data Architecture Discussion
Analyzing Risk Pipelines in Banking