Loan policies and procedures, Lon analysis, Portfolio management, rating and scoring, Loan stress testing, Loan monitoring, Problem loan resolution, Credit risk regulatory and economic capital.
Market and Liquidity Risk
Treasury management, treasury policies, middle office, back office management, trading risk, trading risk capital. Assets and Liability Management, Interest Rate Risk in the Banking Book (IRRBB), Liquidity Risk Management, Liquidity Coverage Ratio (LCR), Net Stable Funding Ration (NSFR).
Implementation of RCSA, Loss incidents, Key risk indicators, Anti money laundering, Anti-Terrorism financing, compliance, BCM, DRP, financial crime, compliance risk, strategic risk, reputational risk, cyber risk, technology risk.
– Risk Based Bank Rating (RBBR)
– ICAAP (Internal Capital Adequacy and Assessment Process).
– Stress test for systemic banks.
Minimum Capital requirement
– Basel II: Credit Risk capital
– Basel II: Market risk capital, standard Model, Internal Model.
– Basel II: Operational Risk Capital (BIA, SA, AMA)
– Basel III Capital buffers dan Leverage Ratio, FRTB, Operational risk standard measurement approach.
– The new account classification
– Expected Credit Losses
– Hedge Accounting
Others Relate to Regulations
– ISO 31000
– COSO ERM
– Basel Committee and Banking Supervision (BCBS).