Faculty of Social Sciences

Sagicor Cave Hill School of Business and Management

Executive Education

International Certificate in Financial Services Risk Management

Registration is Open

Financial institutions operate in a world where prudential, market, cyber, operational, climate, and conduct risks intersect at unprecedented speed. With regulatory expectations rising professionals need more than theory — they need modern, globally aligned risk capabilities that influence enterprise strategy.

The International Certificate in Financial Services Risk Management is crafted for ambitious practitioners who want to elevate their impact. Participants gain the full spectrum of contemporary risk tools: from setting risk appetite and designing forward-looking limits, to governing AI models, validating quantitative frameworks, executing climate stress tests, and strengthening end-to-end operational resilience.

This is not a programme that simply explains what risk management, this Certificate is built for impact. Every module ladders up to board-level risk appetite, financial performance, and regulatory readiness incorporating Basel III, DORA, ISSB S1/S2. Upon completion, you will be able to translate risk analytics into actionable business decisions including shaping capital allocation, pricing, product strategy, and operational investments, consistent with evolving regulatory expectations. 

Programme Objectives 

On successful completion of the programme, you will be able to: 

  • Explain the principles of risk management, governance models, and regulatory frameworks in financial services. 
  • Differentiate between key types of financial risk and their strategic implications. 
  • Calculate credit, market, and liquidity risk metrics in line with Basel III endgame requirements. 
  • Validate models and AI/ML applications against supervisory standards for fairness, explainability, and performance. 
  • Design a financial services risk framework that links governance, risk appetite, and reporting to strategy. 
  • Test operational and digital resilience through cyber, ICT, and third-party risk scenarios aligned with DORA. 
  • Apply NGFS climate scenarios and ISSB S1/S2 disclosure requirements to risk assessments and reporting. 
  • Present risk insights and recommendations in a board-ready format that meets regulatory standards. 

At a Glance

Course Duration:

April 14 - June 11 2026

Times:

5:30pm - 8:30pm

Certificate Awarded:

Professional Development Certificate of Competence

Cost:

US $ 2,600 US $1,820.00

Register and pay 50% by January 31, 2026 and receive 30% OFF!

Registration Deadline:

Modality:

Online

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Direct Contacts

Additional Information

Programme Curriculum 

  • Foundations of Financial Services Risk 
  • Financial Services Risk Foundations and Governance 
  • Principles of Risk and Risk Management in Financial Services 
  • Risk Culture, Governance, and the Three Lines Model 
  • Setting Strategy, Risk Appetite, and Limits 
  • Key Risk Data and Board Reporting Principles 
  • Core Risk Types 
  • Credit Risk (Basel III & IFRS 9) 
  • Understanding and Measuring Loan and Counterparty Risk 
  • Credit Loss Provisioning 
  • Stress Testing for Portfolio Resilience 
  • Market Risk and Hedging (FRTB) 
  • Measuring and Managing Investment and Trading Exposures 
  • Hedging Strategies 
  • Regulatory Standards for Capital Adequacy 
  • Liquidity and Funding (LCR/NSFR) 
  • Ensuring Liquidity Under Stress 
  • Survival Horizons and Contingency Planning 
  • Regulatory Liquidity Ratios 
  • Operational Risk and Digital Operational Resilience (DORA) 
  • Managing Cyber, Technology, and Third-Party Risks 
  • New Standardized Measurement Approaches under Basel III 
  • DORA-aligned Frameworks 
  • Model and AI/ML Risk and Governance 
  • Validating Models and AI Applications 
  • Ensuring Fairness, Explainability, and Performance 
  • Emerging and Strategic Risks 
  • Climate and ESG Risk 
  • Scenario Analysis 
  • Portfolio Impacts  
  • ISSB/NGFS-aligned Reporting 
  • Conduct, Compliance and Financial Crime 
  • Managing Regulatory, AML/CFT Risks across the Organisation 
  • Embedding Conduct into Controls 
  • Sector and Data Insights 
  • Insurance and Asset Management Risks 
  • ORSA, Solvency II 
  • Fund Liquidity Risk 
  • Collateral Management 
  • Risk and Data Analytics (Basel 239) 
  • Building Dashboards 
  • Managing Data Lineage 
  • Using Technology to Support Risk-Informed Decisions 
  • Integration and Strategic Application 
  • Synthesising Risk Insights across the Organisation 
  • Linking Risk to Capital, Pricing, Products, and Operational Decisions 
  • Preparing for Board and Supervisory Review with Actionable Recommendations 

 

How You Will You Learn 

  • Interactive Strategy Labs: Apply concepts to real-world cases, including credit stress scenarios, FRTB-style trading desk exercises, liquidity planning, and resilience drills. 
  • Scenario and Simulation Exercises: Test climate, operational, and cyber risks through NGFS/ISSB scenarios and DORA-aligned operational exercises. 
  • Boardroom Simulation Exercises: Present integrated risk strategies and actionable insights to a mock Board, linking risk to strategic decisions. 
  • Collaborative Problem-Solving: Work in cross-functional teams to tackle enterprise-wide risk challenges, translating analytics into strategy and governance recommendations. 
  • Expert Insights and Debriefs: Engage with senior practitioners and regulators on emerging trends, regulatory priorities, and strategic implications. 

 

What You Will Take Away 

  • Strategic Risk Toolkit: Ready-to-use frameworks for enterprise risk management, integrated governance, appetite and limits, and operational resilience. 
  • Decision-Ready Analytics: Dashboards, MI packs, and scenario analysis templates that translate risk data into actionable insights. 
  • Model and AI Governance Templates: Practical templates for validating models, monitoring AI/ML applications, and embedding fairness, explainability, and supervisory alignment. 
  • Board-Ready Deliverables: Executive-ready memos, risk dashboards, and scenario summaries designed to influence decision-making and regulatory discussions. 
  • Cross-Functional Perspective: A holistic understanding of financial services risk, integrating credit, market, liquidity, operational, climate, and conduct dimensions. 

 

Who Should Attend 

  • Banking and Fintech Leaders: CROs, CFOs, Heads of Risk, ALM, Treasury, Credit, Market Risk, and Operational Risk 
  • Insurance and Asset Management Executives: Chief Risk Officers, Actuarial and Investment Risk, Treasury, ESG/Climate Risk Leads 
  • Compliance, Conduct, and Financial Crime Professionals: AML/CFT, internal audit, and conduct risk leads 
  • Data, Analytics, and Technology Professionals: Heads of Risk Analytics, Risk Data Officers, AI/ML Governance Leads 
  • Advisors and Regulators: Supervisors, consultants, and auditors supporting financial institutions in risk management and regulatory compliance 

All notification of cancellations, deferrals, and substitutions must be received in writing. Please submit your request via e-mail to schsbmopen@cavehill.uwi.edu

CANCELLATIONS

  • The Sagicor Cave Hill School of Business and Management (SCHSBM) reserves the right to make changes to any printed or online information on short courses, instructors, or course information; or cancel any short course due to under-subscription or circumstances beyond its control.
  • Delegates will be notified at least seven (7) days before the start of any course that must be cancelled.
  • Fees for short courses cancelled by the SCHSBM will be refunded in full.
  • The SCHSBM will not be liable for any loss, damages or other expenses that result from course cancellations.

REFUNDS

Due to the costs incurred for program preparation and administration any cancellations received 30 days or less from the program start date are subject to fees as described below. For programs with a virtual component, the start date will be considered the first day of live learning.

Sagicor Cave Hill School of Business and Management
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