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Workshops & Training
Alchemy Technologies is a risk advisory firm which provides Basel II compliant risk management solutions and consulting. As part of its practice, Alchemy holds both, domestic and international training workshops for industry executives on the most pressing issues of the time. These workshops enjoy extensive participation and over the years have included 1000 plus regulators, senior banking and treasury professionals from institutions in Bangkok, Singapore, Pakistan, Saudi Arabia and UAE.
These workshops are facilitated by Mr. Jawwad Farid, CEO of Alchemy Technologies, who is a Fellow, Society of Actuaries (Chicago), an MBA from Columbia Business School (New York City) and a computer science graduate (FAST ICS). During the last fifteen years, he has worked as a consultant
in North America, Pakistan, Middle East and the United Kingdom with a number of blue chip clients including Merrill Lynch, AEGON, Goldman Sachs, ING, Manufactures Life, Sumitomo Mitsui Bank,
Met Life, Sun America, Nationwide, Pacific Life, Fidelity Investments, Transamerica, Skandia,
GE Financial Assurance, AXA Equitable, Washington Mutual Bank, Riyadh Bank and
Dubai Islamic Bank.
His domestic client list includes Karachi Stock Exchange, State Bank of Pakistan, State Life Insurance Corporation of Pakistan, National Bank of Pakistan, Muslim Commercial Bank, United Bank, Union Bank, Saudi Pak Commercial Bank, Soneri Bank, Askari Bank, KASB Securities, KASB Bank,
ABN AMRO Bank, Pak Kuwait Investments, Prime Bank, PICIC, International General Insurance Company, InvestCap Securities, Crescent Lease, IHFL & others. Mr. Jawwad Farid has advised clients on Basel II gap analysis, multiple Basel II implementations, product development initiatives, derivative transactions, market risk and capital management solutions.
The workshops are designed with the participating audience in mind and the subject on hand. They range from introductory levels to advanced levels and have duration of a few hours to up to two weeks. In the past Alchemy has conducted workshops on the following topics:
• Market Risk Management
• Liquidity Risk Management & ALM
• BASEL II Risk Models
• Pillar II Reporting
• ICAAP & Economic Capital
• Probability of Default Models
• Value at Risk Applications
• Interest Rate Models
• Portfolio Optimization
Sample details of a few workshops are as follows:
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Title of Workshop
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Contents |
Value at Risk Crash Course
6 February 2007,
Karachi |
- Statistical distributions fat tails and asymmetry
- Volatility, return series & lognormal returns
- Probabilities and applications
- Comparing Historical Simulation, Variance Covariance, and Monte Carlo simulation
- Full Valuation versus Delta Normal models
- Value at risk for Fixed Income instruments
- Duration and convexity adjustment
- Value at risk interpretation
- Value at risk, Basel II and Economic capital
- The VaR to capital charge transformation
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Economic Capital, Limit Management and Basel II: Application and Practice
7 February 2007,
Karachi |
- Economic capital
- Regulatory and internal capital guidelines
- Active Capital
- Management toolkit
- RAROC & Limit monitoring tools
- Performance measurement benchmarks
- Market Risk case study
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Probability of Default Models
4 February 2008,
Karachi |
- The mortality, KMV and regression approaches
- Structuring a PD study & scoring models in use
- Linking scoring models and PD’s Refining models with usage
- Linking PD’s and capital charge calculation
- Extending models for anticipated regulation
- Applying and interpreting statistical tests
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Internal Capital Adequacy Assessment Process – Implementation and Challenges
14 March 2009,
Karachi |
- Economic Capital and Dynamic Solvency Testing models
- ICAAP components
- Integrated reporting
- Strategic risk reporting
- Sources of data
- Modeling approaches
- Capital allocation, reporting and valuation processes
- Preparing an ICAAP report and its commentary and interpretation
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Customized workshops are also conducted to address specific issues faced by particular institutions on their request Such workshops have been conducted for the State Bank of Pakistan, Dubai Islamic Bank and Muslim Commercial Bank.
To further our commitment to the promotion of better risk management practices, Alchemy Technologies established the Enterprise Risk Management Forum The inaugural session was held in November 2009 and brought to fore several senior managers from the banking sector and discussions were held on various topics including the upcoming Internal Ratings Based approach for capital charge calculation and its base level components of PD, LGD and EAD.
If you are interested in attending any of our workshops or would like us to hold a workshop for your institution on a particular topic, kindly call or email us at the following, with your name and details and we will get in touch with you:
Alchemy Technologies (Pvt) Ltd
166 Block 7/8, KMCHS, Karachi
Phone: 455 64 31 / 52
Fax: 455 6447
Email: jawwad@alchemya.com
Web:www.alchemya.com
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