Models supporting bond duration risk fail quietly, and usually at the worst moment. In finance the difference between a healthy position on this aspect of financial and banking practice and a dangerous one is often a single assumption. The programme takes participants through the practice within financial and banking practice end to end, from framing the problem to closing it out. The teaching approach is deliberately practical: participants build a control framework for bond duration risk as they go. Most organisations already have a policy on the wider financial and banking practice agenda; far fewer can show it working. Practitioner evidence points the same way: the financial and banking practice capability improves fastest where responsibility for it is named and owned. It is pitched for practitioners with responsibility for bond duration risk, not for observers of it. They leave able to brief senior management on the practice within financial and banking practice in terms that support a decision. Participants leave with a first-ninety-days plan for this part of financial and banking practice rather than a set of notes.
Expected Learning Outcomes
✓
Select indicators that show whether bond duration risk is improving, and reject those that only look useful.
✓
Document the approval chain for exceptions to policy on bond duration risk.
✓
Build the control framework around bond duration risk that an examiner would accept.
✓
Assess the concentration risk building up inside bond duration risk.
✓
Translate policy on bond duration risk into procedures that hold up under day-to-day pressure.
✓
Build the client due diligence and monitoring appropriate to bond duration risk.
✓
Test the organisation's response to bond duration risk under conditions that are less than ideal.
Who Should Attend
✓
Board risk committee members overseeing bond duration risk.
✓
Coordinators responsible for keeping records and documentation of bond duration risk current.
✓
Operations staff executing and settling bond duration risk.
✓
Training and development staff building internal capability in bond duration risk.
✓
Treasury and asset-liability staff managing bond duration risk.
✓
Investment and portfolio managers exposed to bond duration risk.
Course Modules
Open any module to see its sessions and topics.
01
Bond duration risk: reporting that supports a decision
2 sessions · 8 points
Session 1Pricing bond duration risk for the risk actually taken
Confirm client due diligence standards applied to bond duration risk are current.
Prepare the evidence pack demonstrating bond duration risk operated as designed.
Establish who is informed, consulted and accountable in bond duration risk.
Identify the key controls over bond duration risk and who tests them.
Session 2What bond duration risk does to capital and liquidity under stress
Name a single owner for each element of bond duration risk.
Define acceptance criteria for bond duration risk in advance.
Review the pricing of bond duration risk against the risk being assumed.
Agree who signs off bond duration risk and record that they did.
02
Bond duration risk: measurement, models and their assumptions
2 sessions · 8 points
Session 1Moving bond duration risk from approval to execution
Check the accounting treatment applied to bond duration risk against current standards.
Agree what will be standardised in bond duration risk and what will not.
Remove steps in bond duration risk that add effort without adding assurance.
List the assumptions in any model supporting bond duration risk and when each was last challenged.
Session 2The cost of bond duration risk and how to present it
Confirm segregation of duties across initiation, approval and settlement of bond duration risk.
Arrange the handover of bond duration risk so capability survives staff changes.
Design the exception process for bond duration risk and require a documented rationale.
State the risk appetite for bond duration risk as a number, not an adjective.
03
Bond duration risk: risk appetite, limits and policy
2 sessions · 8 points
Session 1Reporting bond duration risk so the reader can act on it
Check that records of bond duration risk answer the questions likely to be asked.
Test bond duration risk against a scenario the organisation would rather not model.
Plan the sequence in which improvements to bond duration risk will be introduced.
Confirm reporting on bond duration risk reaches the committee that can act on it.
Session 2Stress scenarios for bond duration risk that are plausible rather than convenient
Set the review interval for bond duration risk and who attends.
Verify reconciliation and settlement controls covering bond duration risk.
Write down the assumptions underpinning the approach to bond duration risk.
Confirm regulatory reporting on bond duration risk is complete, timely and reconciled.
04
Bond duration risk: capital, liquidity and balance sheet effect
2 sessions · 8 points
Session 1The control on bond duration risk that looks strong and is not
Check the legal and contractual exposure created by bond duration risk.
Agree the smallest change to bond duration risk that would be visibly useful.
Set escalation thresholds for bond duration risk that work out of hours.
Assess the capital consumed by bond duration risk under current and stressed conditions.
Session 2What has to be agreed before work on bond duration risk starts
Identify the data already collected that bears on bond duration risk.
Build the competence framework that supports bond duration risk.
Draft the minimum viable control framework for bond duration risk.
Record the rationale for each significant choice made about bond duration risk.
Choose the package that suits you
Silver Package
At least 3 people
USD1,250
Workshop or Program Participation
Airport Transfers
Customized Badge
Expert Mentorship (Private Sessions)
Supervision & Secretarial Services
Accredited Certificate of Participation
Complete Training Kit
Coffee Break
Closing Ceremony
Gold Package
At least 3 people
USD1,850
5-night stay in a 5-star hotel
Workshop or Program Participation
Airport Transfers
Customized Badge
Expert Mentorship (Private Sessions)
Supervision & Secretarial Services
Accredited Certificate of Participation
Complete Training Kit
Coffee Break
Closing Ceremony
Complete your registration
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