Agenda

agenda

Risk Management in Investment Banking | Agenda

13:4514:00

Registration

10:00 - 11:00

14:0015:00

2020 New and Emerging Risks for Investment Banking – Overview

10:00 - 11:00

  • Defining features of the business landscape currently
  • Key recent risk events
  • Risks – clear, present, and emerging
  • Tooling for the risks
Dipak Chotai

Managing director

JD Risk Solutions

Dipak Chotai is the founder of a specialist consultancy firm, JD Risk Solutions, and is a veteran of risk management. He was most recently a Managing Director at UBS reporting into the Global Head of FX, Rates and Credit as the Head of Risk Management for the fixed income business, and was part of the IB leadership team. 

Dipak’s team was responsible for approving all bilateral legal documentation for UMR, and was integral in optimising the business for the Uncleared Margin regulation including running roadshows for clients globally on uncleared margin and mandatory clearing.

Throughout his 17-year tenure at UBS, Dipak has occupied roles within technology, middle office, and front office. Notably, Dipak was a senior trader on the XVA desk during the financial crisis. 

Dipak has also served on CCP Risk Committees and Default Management Committees, and on the boards of OTCDerivNet and CreditDerivClear. 

15:0016:00

Credit Risk

10:00 - 11:00

  • Introduction to fundamental credit risk and analysis
  • Managing credit risk
  • Portfolio credit risk
  • Overview of basic statistics
  • Modelling credit exposure for investment banking
  • Evaluating the credit risk of derivatives

16:0016:15

Break

10:00 - 11:00

16:1517:15

Market Risk

10:00 - 11:00

  • Introduction to market risk
  • Risk management tools for market risks
  • Portfolio market risk
  • Modelling market risk exposures for investment banking
  • Evaluating the market risk of derivatives

17:1517:15

End of Day 1

10:00 - 11:00

14:0015:00

Liquidity Risk

10:00 - 11:00

  • Introduction to liquidity risk
  • Building a framework for treasury liquidity risk management
  • Liquidity risk in the balance sheet framework
  • Contingent liquidity risk
  • Systemic changes in liquidity and volatility
Dipak Chotai

Managing director

JD Risk Solutions

Dipak Chotai is the founder of a specialist consultancy firm, JD Risk Solutions, and is a veteran of risk management. He was most recently a Managing Director at UBS reporting into the Global Head of FX, Rates and Credit as the Head of Risk Management for the fixed income business, and was part of the IB leadership team. 

Dipak’s team was responsible for approving all bilateral legal documentation for UMR, and was integral in optimising the business for the Uncleared Margin regulation including running roadshows for clients globally on uncleared margin and mandatory clearing.

Throughout his 17-year tenure at UBS, Dipak has occupied roles within technology, middle office, and front office. Notably, Dipak was a senior trader on the XVA desk during the financial crisis. 

Dipak has also served on CCP Risk Committees and Default Management Committees, and on the boards of OTCDerivNet and CreditDerivClear. 

15:0016:00

Operational Risk

10:00 - 11:00

  • Introduction to operational risks
  • Operational risks for investment banking
  • Analyzing operational risks
  • Managing operational risks

16:0016:15

Break

10:00 - 11:00

16:1517:15

Regulatory Risk

10:00 - 11:00

  • Changes in regulations
  • How does Basel III affect financial services sector
  • Managing regulatory risk
  • Being ready for regulatory changes for financial services

17:1517:15

End of Day 2

10:00 - 11:00

14:0015:00

Counterparty Risk

10:00 - 11:00

  • Credit risk on OTC derivatives
  • Quantifying credit exposure
  • Credit derivatives
  • Credit value adjustments for investment banks
  • Hedging counterparty credit risk for investment banks

15:0015:15

Break

10:00 - 11:00

15:1516:15

Reputation Risk

10:00 - 11:00

  • Definition and types
  • Setting up the right governance frameworks
  • Managing reputational risks as an investment bank
  • Regulatory guidelines for an investment bank
  • Conducting due diligence on clients

16:1516:15

End of course

10:00 - 11:00