This program is designed to equip directors especially those sitting on bank risk management committees with a clear understanding of their roles and responsibilities. It will provide an overview of market risk management in both the traded and non-traded exposures within banks.

It will also explore Bank Negara Malaysia’s (BNM) regulatory requirements and supervisory expectations using case studies and the Basel Pillar 3 reports of selected local financial institutions to fresh out real-life risk management, capital and risk-weighted asset allocation strategies while comparing and contrasting practical management actions.

The program allows for an in-depth discourse on both current and forward-looking action plans in managing market risks on the back of a volatile and constantly evolving operating landscape.