Quantitative Risk Analysis For Financial Assets & Loan Syndications

Program Description

RATIONALE

 This programme equips participants to apply quantitative techniques in assigning accurate risk weights to financial assets and syndicated loans.

Emphasis is placed on understanding their impact on Capital Adequacy Ratios (CAR) and other key

regulatory and performance metrics.

COURSE CONTENTS

•  Overview of Financial Assets in Treasury Management
• Market characteristics and valuation basics
• Loan syndication process and market relevance
• Risk Dimensions in Financial Instruments and Syndicated Loans
• Quantitative Tools for Risk Measurement
• Risk weights and capital charges
• Loan loss provisioning and expected credit loss models (IFRS 9 context)
• Assigning weights to GoG bills, bonds, and corporate instruments
• Effects on capital adequacy, leverage, and liquidity ratios
• Consequences of Misapplied Risk Weights
• Integrating Quantitative Risk Analysis into Treasury Strategy
• Embedding practices in risk reporting and management dashboards

  LEARNING OUTCOMES

• Apply quantitative methods to evaluate financial instruments and syndicated loans effectively.
• Select and use the right metrics for accurate risk measurement and reporting.
• Anticipate and mitigate the balance sheet and regulatory impact of misapplied risk weights.
• Strengthen decision-making by linking instrument features to risk outcomes.

Quantitative Risk Analysis For Financial Assets & Loan Syndications

Duration: 3 days

Skill Level: Intermediate

Delivery Mode: In-person

Month: March