台灣金融研訓院(教育訓練)台灣金融研訓院(教育訓練)

班名

英國脫歐對風險管理策略之影響
BREXIT: IMPACT ON RISK MANAGEMENT STRATEGY

英國脫歐進入倒數計時階段,歷時一年多曲折談判仍無法取得共識,恐迫使金融機構模擬最糟的情況:走向「無協議脫歐」及喪失「單一市場金融牌照通行證」,本活動特別邀請來自歐盟之資深金融專家分享後脫歐時代,全球金融市場的可能變化以及銀行之風險因應策略,為提高學習效果,課程將以案例分析、小組討論等方式,主題涵蓋: 不同脫歐情境對金融市場的影響、近期歐盟法規動向、全球政府貨幣政策與殖利率曲線變化、投資組合控管,以及未來金融風險評估方法會有那些改變,歡迎各界金融人士踴躍參加!

-課程大綱-
本課程全程以英文授課

3/20 上午

BREXIT: Time is ticking, the most likely Exit scenarios
脫歐:最有可能的退場機制-情境分析、多維度風險點、後脫歐時代VAR模型
  • BREXIT potential economic and political scenarios
  • Building-up multi-dimensional risk dashboard
  • Basis for post-BREXIT Value At Risk models
BREXIT: market reactions, risk scenarios, systemic impacts
脫歐:市場反應、風險情境及系統性影響-歐洲股、債及貨幣之關係、夏普比率
  • Interrelations between European Equity, Bond and Currency
  • Link between volatility and derivatives in a context of hard BREXIT
  • Building-up low beta portfolio, under strict Sharpe ratio constraints

3/20 下午

BREXIT: Managing risk within key EU banking regulations
脫歐:歐盟銀行監管下的管理風險-國際監管規範
  • Basel regulation potential outcomes
  • To manage banking equivalences (CRD IV, MIFID II, PSD II, UCITS, AIFMD)
  • How non-European banks should adjust their strategies
BREXIT: Navigating against a steepening yield curve
脫歐:航向陡峭收益率曲線-銀行間拆借利率、長期再融資計劃、建模工具
  • How central banks can address surge in interbank lending rates
  • Lessons from the last European Long Term Refinancing Obligation (“LTRO”)
  • Most efficient banking risk modelling tools using during the last European crisis
※本院保留變更活動內容及講座、講題、時間安排等權利。

講師介紹

  • Patrick LEGLAND
    Affiliate Professor, Finance Department - HEC Paris

    Finance professional since more than 25 years, Patrick LEGLAND has worked in London, Hong Kong, New York and Paris for BNP Paribas, UBS, and for 14 years at Société Générale as Managing Director and Member of Global Capital Markets Executive Committee.

    During his Investment Banking career, he had to deal with many financial situations, including risk management, new regulatory frameworks, Investment analysis, capital market transactions including IPO valuations and M&A Advisory Patrick LEGLAND teaches at HEC – Paris, in the World’s first Master in Finance (MIF), banking regulation, Asset Liability Management, risk and corporate finance. Patrick LEGLAND has created LGD-Partners an International Consulting Firm, providing independent, Taylor-made Financial Advisory and Consulting Services. Based on strict Independence, Ethical, and Governance criteria’s, LGD Partners has gradually developed a strong reputation with its clients.

-課程資訊-

課程時間 /
2019/03/20 (週三) 09:00-17:00
課程地點 /
台灣金融研訓院 (100臺北市中正區羅斯福路三段62號)
參加費用:
單一門課程 套裝課程
同時報名3/20及3/21課程
現金價:6,000元
點數價:540點
現金價:10,200元
點數價:1,020點
參加對象
  • 金融監督管理委員會、中央銀行及財政部等主管機關代表
  • 金融業相關公會及周邊單位負責人及相關主管
  • 各金融機構國際金融、策略發展、金融商品交易與設計、財務管理、資本市場、風險管理、法令遵循、內部稽核等相關部門主管及從業人員

單一課程報名 套裝課程報名 下載報名表

- 其他事項 -

  • 報名後如欲取消,請於2019/03/15前以書面通知本院客戶服務中心;如未辦理書面取消手續,仍須照常收費。如有活動異動或調整事宜,將以簡訊或e-mail通知。
  • 本院保留變更本活動內容、講座、講題及時間安排等權利,活動資訊如有異動,以本院網站更新公告為準。