SUPERCHARGE YOUR CAREER WITH OUR FINANCIAL EDUCATION COURSES
The Aspect Advisory Academy’s Financial Education Courses are a series of technical training seminars that are designed and crafted for banking and finance professionals like you who want to advance their abilities, expertise, and tools to flourish in their present jobs and position themselves for future leadership positions.
By giving you a greater understanding of topics like operational risk management, regulatory and internal risk management, stress testing, Liquidity risk management under CRR, and many other crucial tools that will increase your financial savvy, we will better prepare you.
Market Risk Under CRR (FRTB- and non -FRTB)
The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors, apply for FRTB – approval and fully implement the standardized approach…
- 09:00 - 17:00
- Refer pricing structure
Bank Controlling
Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling. This seminar looks at both controlling dimensions, their particularities, challenges, and implementations…
- 09:00 - 17:00
- Refer pricing structure
1:1 of Banking Regulation
Banking regulation got more and more complex, many people, even regulators have lost overview.
This seminar gives structured overview: for regulators/ bankers/ consultants that are specialists in a regulatory niche, but don’t necessarily see the big picture for Novices in banking/banking regulation…
- 09:00 - 17:00
- Refer pricing structure
Regulatory and Internal Risk Management in Banks
This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view. The topic scope is broad. It is organized as a 1.5h lunch seminar series across 12 weeks…
- 09:00 - 17:00
- Refer pricing structure
Overall Bank Management I: Current Status and Future Challenges
You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…
- 09:00 - 17:00
- Refer pricing structure
Overall Bank Management II: Practical Use of Key Figures in the Context of Overall Bank Management
Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…
- 09:00 - 17:00
- Refer pricing structure
ESG Risks and Disclosure
Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing…
- 09:00 - 17:00
- Refer pricing structure
Identifying, Measuring, and Managing of Climate Risk in Banks
The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…
- 09:00 - 17:00
- Refer pricing structure
Pillar 1: Internal Rating-based Approach for Credit risk (IRBA)
The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries, IRBA practices have diverged…
- 09:00 - 17:00
- Refer pricing structure
Liquidity Risk Management Under CRR
Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil. The NSFR is less volatile which requires a long-term planning to identify potential…
- 09:00 - 17:00
- Refer pricing structure
ILAAP – Fundamental & Advanced
The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points. We start out with the definition of the different liquidity risks, and in which products and services they can be found. Furthermore,…
- 09:00 - 17:00
- Refer pricing structure
Interest Rate Risk in the Banking Book (IRRBB)
Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…
- 09:00 - 17:00
- Refer pricing structure
Risk Model Validation
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models, their accuracy and validation…
- 09:00 - 17:00
- Refer pricing structure
CRR III
On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package. These amendments constitute the the EU – implementation of the “Basel III – Final” package and the last piece of the regulatory response to the Financial crisis. 2007/08…
- 09:00 - 17:00
- Refer pricing structure
SA-CCR Seminar
Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day as its market value changes every day…
- 09:00 - 17:00
- Refer pricing structure
Bank Regulatory Reporting
In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting. You will benefit from the extensive experience of the speakers…
- 09:00 - 17:00
- Refer pricing structure
Harmonised ECB ICAAP-/ ILAAP Guidelines
ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks…
- 09:00 - 17:00
- Refer pricing structure
Business Risk Measurement and Management
This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…
- 09:00 - 17:00
- Refer pricing structure
Trading in Financial Markets: Financial Instruments and How to Use Them
The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…
- 09:00 - 17:00
- Refer pricing structure
Understanding FX Markets and Products
FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…
- 09:00 - 17:00
- Refer pricing structure
Pillar 1: Standardised Approach for Credit Risk (CRSA)
80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework….
- 09:00 - 17:00
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Pillar 1: Risk Mitigation Framework
The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques is considered to be quite complex, but very useful as it provides multiple attractive possibilities to reduce RWA and therefore to safe capital…
- 09:00 - 17:00
- Refer pricing structure
Connected Clients Under CRR/ Borrower Units Under German Banking Act
Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit (one legal entity controls via majority shareholding another legal entity) or risk unit (economic dependence). As a consequence,…
- 09:00 - 17:00
- Refer pricing structure
Large Exposure Regime
The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…
- 09:00 - 17:00
- Refer pricing structure
Liquidity Risk Management
In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III, i.e. the CRR. Furthermore,…
- 09:00 - 17:00
- Refer pricing structure
Cost Factor Liquidity Risk
The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk amendment, which requires that the size of the institute be taken into account, from transfer prices to mature transfer price models…
- 09:00 - 17:00
- Refer pricing structure
Collateral Management
The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty but posted by the defaulting counterparty…
- 09:00 - 17:00
- Refer pricing structure
Operational Risk Management
Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years. This seminar details the components of an effective framework for operational risk starting with data gathering (loss database,…
- 09:00 - 17:00
- Refer pricing structure
Credit Scorecards, Rating Models, and Early Warning Systems
Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…
- 09:00 - 17:00
- Refer pricing structure
Stress Testing
Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models. However, this workshop argues that analytical models and stress tests are not mutually exclusive but mutually complementary…
- 09:00 - 17:00
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Sustainability Reporting
This comprehensive seminar will delve into essential frameworks and standards, including GRI (Global Reporting Initiative) and ISSB (International Sustainability Standards Board)…
- 09:00 - 17:00
- Refer pricing structure
Crypto and EU Regulation
This seminar builds a bridge from the crypto-specific basic knowledge and technical terms to the supervisory regulation of this issue.
- 09:00 - 17:00
- Refer pricing structure
SEMINAR PRICING STRUCTURE
Every technical training seminar listed can be offered either as a “virtual” or “on-site” seminar depending on the participant/s preference and requirement.
STANDARD PACKAGE
Standard Content, Public Seminar, Connect virtually from anywhere- Enhance professional development and be exposed to new perspectives
- Seminars will take place only if two or more participants register for the event
- In the event only one participant registers, the seminar may be cancelled, he/she may opt for another date or agree to the one-on-one coaching option @ 1300 EUR/per day
- Receive a certificate at the end of the seminar
- Access to the trainers presentation material (PPT, recordings)
ONE-ON-ONE COACHING
Standard Content, Individual Training, Virtual / On-site(hosted at a venue in Frankfurt)
- Receive personalised attention
- Enjoy the flexibility, accountability and ensure confidentiality
- If the "virtual" option is selected it will be 1300 EUR/per day
- Receive a certificate at the end of the seminar
- Access to the trainers presentation material (PPT, recordings)
BESPOKE TRAINING
Customised Content, Virtual / On-site - hosted at a venue in Frankfurt(will depend on the requirement)
- Specifically designed content based on the requirement and needs
- Enjoy the flexibility, accountability and ensure confidentiality
- If the "virtual" option is selected it will cost €1300/per day + the content preparation fee
- Receive a certificate at the end of the seminar
- Access to the trainers presentation material (PPT, recordings)
MEET OUR TRAINERS
The expert panel of trainers at Aspect Advisory Academy are specialists in the fields of financial consulting, data science, professors of finance, experts in financial technology. They bring with them extensive industry knowledge and experience offering you real-world strategic business insight and financial acumen to assist you with concepts and frameworks that will create an impact on your organisation.
They are committed to building and developing financial leaders who are future ready.
PROF. DR CHRISTIAN SCHMALTZ
Partner, Aspect Advisory
Christian has worked with finance and risk divisions in banks across Europe and in South Africa…
His broad experience ranges from instrument pricing, limit setting systems for market risk, instrument cash flow analysis and liquidity stress testing, to dynamic capital allocation concepts. Christian is a professor of finance at the Aarhus University in Denmark and a visiting researcher at Deutsche Bundesbank. He lectures frequently at the Frankfurt School of Finance and Management for Bank Controlling and Liquidity Risk Management, and provides training on all aspects of banking regulation, covering all risk types. His research is centred around practical challenges in implementing regulation reflected in publications on Basel III – compliance, liquidity risk management and risk reporting. Apart from participating in research conferences, Christian is also a regular speaker at practitioner conferences.
DR CHRISTIAN SCHAEFFLER
Partner, Aspect Advisory
Christian has worked with finance, risk and IT divisions in the finance and insurances sector across Europe and America over the past 15 years…
His broad experience ranges from regulatory reporting, risk management (market, credit and liquidity) accounting and the (prototypical) IT implementation of the requirements. Before Christian joined the Aspect Advisory family, he was a professor of finance and banking at the university of applied science in Munich, co-founder of a German based consulting boutique and partner of a well-established consulting company in Germany. In addition to his consulting activities, he works as speaker/lecturer for Frankfurt School of Finance and Management and the Association of German Public Banks.
After an apprenticeship as a bank clerk, he obtained the diploma degree in business administration from the University of Augsburg, Germany and his PhD at the Centre for Practical Quantitative Finance at the Frankfurt School of Finance and Management, Germany.
STUART THOMSON
Partner, Aspect Advisory
Stuart has focused his 17-year career in Risk and Finance themes, by assisting large Banks, multilaterals and DFI’s across Europe, Africa and the MENA region to design, develop, enhance and implement sustainable, robust and market-leading approaches to the challenges facing the financial sector…
Stuart specialises in themes affecting corporate finance, specifically those which support group and business strategy through organic and inorganic growth planning, as well as post-merger integration and optimisation. His projects focus deeply on the development of agile, robust and comprehensive enterprise risk management frameworks, including developing proactive regulatory amenability for large entities.
Stuart obtained his Commerce (PPE) and LLB degrees from the University of Cape Town and studied Advanced Corporate Finance at the London School of Economics.
EVAN JACKSON
Director, Aspect Advisory
Evan’s background comprises of financial mathematics, data analytics and software engineering. He has considerable experience working in quantitative modelling, data and application development across industries of Finance, Fintech and Utilities, with expertise in designing, developing and deploying data-driven, cloud-based and native applications…
He also has a keen interest in machine learning, blockchain technologies and fintech.
Evan holds a BSc (Eng.) in Civil Engineering and a MPhil. specialising in Mathematical Finance from the University of Cape Town.
DARIO RUGGIERO
Director, Aspect Advisory
Dario Ruggiero is a Senior Manager of the Aspect Advisory Group. Before that, he worked for many years as a Senior Consultant for a large reporting provider…
His main focus was on consulting and technical implementation of regulatory innovations at large retail banks, private banks and German state banks.
His expertise spans the areas of clearing houses, RWA calculation, credit risk mitigation and reporting requirements (e.g. capital and liquidity requirements) at European level and ESG risks. In addition, he has very good knowledge of the reporting software BAIS.
MUTALE MWILA
ESG & Climate Expert, Aspect Advisory
Mutale has worked on climate focused and sustainable finance projects with banks in South Africa and Europe.
She holds a Master’s degree in Financial Technology and obtained a Business Science degree, both from the University of Cape Town. Mutale provides advisory services to advance business strategies for financial institutions with the aim of supporting the transition to a more climate resilient, lower carbon and sustainable, socially inclusive economy.
TITOSE CHEMBEZI
Digital Assets Expert, Aspect Advisory
Titose has worked with leading global Blockchain Protocol companies and projects in the CBDC industry.
She holds a Master’s degree in Financial Technology from the University of Cape Town and a bachelor’s degree in Finance from the University of Botswana. Titose provides advisory services to help financial institutions with fintech solutions and implementation.
EQUIP YOURSELF WITH ESSENTIAL TOOLS WHICH ARE ESSENTIAL FOR FUTURE LEADERS
Aspect Advisory Academy provides you a host of tools to equip you to enhance your ability so that you can help your organisation manage risk, develop strategic insight and set realistic performance goals.
Executive Education Seminars
Financial Education Courses
BESPOKE TRAINING SOLUTIONS
LET US KNOW HOW YOU WOULD LIKE US TO CUSTOMISE YOUR SEMINAR
Today’s leaders are those who understand the complexities of a changing landscape. They work towards ensuring their companies are well prepared to make necessary policy decisions and develop impactful strategies which will exhibit the productive and innovative nature of their organisations.
Whether you are interested in how to mitigate risks, be well versed to use financial instruments, stay up to date with the changes in regulation or ensure your company prioritises ESG, we will work with you and tailor every aspect of the programme to ensure your team has a unique experience and the programmes meet the organisation’s specific needs.
The added value and exclusivity associated with personalised tailor made seminars will come at an additional fee depending on the overall requirement.
We would love to hear from you and develop bespoke learning solutions for your organisation that will address your company’s challenges and deliver desired outcomes more effectively.