FS252Risk Management in Banking Services

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COURSE OUTLINE.

Course Version: 15Course Duration: 3 Day(s)

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Contents

vii Course Overview

1 Unit 1: Risk and Compliance Management

1 Lesson: Managing Risk1 Lesson: Using the Source Data Layer (SDL) and the Results Data

Layer (RDL)1 Lesson: Using SDL Functions and Master Data for Risk Management1 Lesson: Using SDL Control Tables and Flow Data for Risk

Management2 Lesson: Using Risk Management Business Content

3 Unit 2: The Credit Risk Analyzer: Business View

3 Lesson: Determining the Capital Requirements for Credit Risk3 Lesson: Calculating Results According to Basel II3 Lesson: Managing the Credit Risk Processing3 Lesson: Prototyping the Credit Risk Processing3 Lesson: Using the Credit Risk Process

5 Unit 3: The Credit Risk Analyzer: Operational View

5 Lesson: Setting Up the Credit Risk Processing5 Lesson: Using the Module Editor for Credit Risk5 Lesson: Setting Up the Data Selection and Enrichment5 Lesson: Setting Up the Calculation Process5 Lesson: Implementing Fast Track Basel II for Revolving Retail

7 Unit 4: Stress Testing for Credit Risk

7 Lesson: Explaining Stress Testing7 Lesson: Performing Overall Settings for Stress Testing

9 Unit 5: Historical Database (HDB)

9 Lesson: Describing the Historical Database

11 Unit 6: Operational Risk Management by SAP GRC

11 Lesson: Describing the Operational Risk Solutions

13 Unit 7: Limit Manager

13 Lesson: Explaining the Limit Manager Concept13 Lesson: Explaining the Limit Manager Functions13 Lesson: Explaining the Reporting of the Limit Manager13 Lesson: Using Limit Manager Customizing Entities

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Course Overview

TARGET AUDIENCEThis course is intended for the following audiences:

● Data Manager

● Systems Architect

● Application Consultant

● Development Consultant

● Data Consultant

● Industry / Business Analyst Consultant

● End User

● Super / Key / Power User

● Business User

● Business Analyst

● Business Process Owner/Team Lead/Power User

● Developer

● Solution Architect

● System Architect

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UNIT 1 Risk and Compliance Management

Lesson 1: Managing RiskLesson ObjectivesAfter completing this lesson, you will be able to:

● Understand Managing Risk

Lesson 2: Using the Source Data Layer (SDL) and the Results Data Layer (RDL)Lesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the SDL - Purpose and Main Functions

● Use the Primary Objects of the SDL

● Explain the purpose and main functions of the RDL

Lesson 3: Using SDL Functions and Master Data for Risk ManagementLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the Interplay between SDL Primary Master Data Objects for Risk Management

Lesson 4: Using SDL Control Tables and Flow Data for Risk ManagementLesson ObjectivesAfter completing this lesson, you will be able to:

● Use SDL Generic Market Data

● Use SDL Positions Master Data

● Use SDL Positions

● Implement the Data Bridge to SDL

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Lesson 5: Using Risk Management Business ContentLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the Risk Management Business Content

Unit 1: Risk and Compliance Management

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UNIT 2 The Credit Risk Analyzer: Business View

Lesson 1: Determining the Capital Requirements for Credit RiskLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the important concepts and terms for Risk Management

● The Basel Accords

● Distinguish Approaches for Credit Risk Under Basel II

Lesson 2: Calculating Results According to Basel IILesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the Credit Risk Exposure Calculation Process

Lesson 3: Managing the Credit Risk ProcessingLesson ObjectivesAfter completing this lesson, you will be able to:

● Provide a business example of the Credit Risk Exposure Calculation flow

Lesson 4: Prototyping the Credit Risk ProcessingLesson ObjectivesAfter completing this lesson, you will be able to:

● Analyze the Credit Risk processing

Lesson 5: Using the Credit Risk ProcessLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the Credit Risk Processes Execution

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Unit 2: The Credit Risk Analyzer: Business View

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UNIT 3 The Credit Risk Analyzer: Operational View

Lesson 1: Setting Up the Credit Risk ProcessingLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the most important CRA customizing entities

Lesson 2: Using the Module Editor for Credit RiskLesson ObjectivesAfter completing this lesson, you will be able to:

● Use the Module Editor

Lesson 3: Setting Up the Data Selection and EnrichmentLesson ObjectivesAfter completing this lesson, you will be able to:

● Set Data selection and enrichment up (Level 0)

● Set up the general calculation and valuation methods

Lesson 4: Setting Up the Calculation ProcessLesson ObjectivesAfter completing this lesson, you will be able to:

● Customize the Calculation Process Level 1

● Set up the Calculation Process Level 2

Lesson 5: Implementing Fast Track Basel II for Revolving RetailLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the fast Track Basel II for Revolving Retail Solution

● Set the fast Track Basel II for Revolving Retail process up

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Unit 3: The Credit Risk Analyzer: Operational View

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UNIT 4 Stress Testing for Credit Risk

Lesson 1: Explaining Stress TestingLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain Stress Testing

● Explain the standard stress testing process

Lesson 2: Performing Overall Settings for Stress TestingLesson ObjectivesAfter completing this lesson, you will be able to:

● Perform Overall Settings for Stress Testing

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Unit 4: Stress Testing for Credit Risk

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UNIT 5 Historical Database (HDB)

Lesson 1: Describing the Historical DatabaseLesson ObjectivesAfter completing this lesson, you will be able to:

● Describe the Historical Database: Purpose and Functions

● Explain the Administration Functions of the Historical Database

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Unit 5: Historical Database (HDB)

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UNIT 6 Operational Risk Management by SAP GRC

Lesson 1: Describing the Operational Risk SolutionsLesson ObjectivesAfter completing this lesson, you will be able to:

● Name the Operational Risk Solutions

● Describe the Operational Risk Functions

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Unit 6: Operational Risk Management by SAP GRC

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UNIT 7 Limit Manager

Lesson 1: Explaining the Limit Manager ConceptLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the Limit Manager Concept

Lesson 2: Explaining the Limit Manager FunctionsLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the Limit Manager Functions

Lesson 3: Explaining the Reporting of the Limit ManagerLesson ObjectivesAfter completing this lesson, you will be able to:

● Explain the Reporting of the Limit Manager

Lesson 4: Using Limit Manager Customizing EntitiesLesson ObjectivesAfter completing this lesson, you will be able to:

● Use Limit Manager Customizing Entities

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