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Mid-level bank supervisors.
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Participants should have experience with banking supervision--either on-site or off-site banking supervision and comfortable with fundamental analytical techniques.
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Risk-based supervision is a supervisory method that introduces market and operational risk assessment to the prudential supervisory model that had focused primarily on credit risk. Risk-based supervision also offers a framework by which specific risk assessments can be combined to construct a single, general risk assessment. The course is one week long and covers (1) supervision by risk, (2) interest rate risk, (3) foreign exchange risk, (4) operational risk, and (5) stress testing. The course format involves morning lectures and afternoon practical sessions. Each topic will be covered in such a way as to introduce specific methods of risk assessment while staying within the general framework.
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