THE MECHANICS OF

REGULATORY
RISK
REPORTING

POSTGRADUATE CERTIFICATE
DELIVERED BY DISTANCE LEARNING OVER 14 WEEKS

Dates: Contact:
May, June & www.iff-training.com
September 2020 +44(0)20 7017 7190
[email protected]
COURSE INFORMATION
DELIVERED BY DISTANCE LEARNING OVER 14 WEEKS
WHAT YOU WILL LEARN COURSE LEADER
Statutory regulation within the financial sector is a CLIVE CORCORAN
necessity. Consequently the banking industry is now Clive Corcoran has been engaged in the
confronted with a need to satisfy a huge number of finance and investment management
compliance and regulatory reporting requirements. sectors, on both sides of the Atlantic, for
more than 25 years. After completing his
This course is designed to achieve two primary objectives. education in the UK, Canada and the US,
Firstly, there is a knowledge requirement with respect he co-founded and became the CEO of
to the financial risks within the banking sector that the an investment management company
regulators are addressing. Secondly, there is a much based in the USA during the 1980’s and 90’s. The company
greater burden on banks to comply with the regulatory provided wealth management and fiduciary services to a
demands for more detailed and robust reporting of their variety of international clients. His own responsibilities
financial condition and risk management practices. included personalized business management, international
This ground-breaking course provides a unique approach tax planning and providing strategic financial advice to
to realizing these objectives with a multi-disciplinary high net worth individuals.
approach to regulatory risk reporting. Each module of Since re-locating to the UK he has continued, as an FCA
the course will examine the main characteristics of each registered investment adviser, to be engaged in providing
principal risk area, the key regulations which are in force strategic investment advice to private clients and pension
and the applicable reporting requirements. Students will funds.
gain new, practical skills associated with the mechanics
of risk reporting, and be able to apply them immediately. During recent years he has written several books on
international finance, focusing on asset allocation and risk
management. He also has also been very actively involved
GAIN A KNOWLEDGE OF:
in executive education on a global basis for finance
. T
 he main areas of financial risk that global regulators professionals. He conducts workshops and in-house
have focused on – making banking safer courses on a variety of topics including risk management,
. T
 he design principles for developing internal controls Basel III and capital adequacy, central banking, systemic
and best practices within the risk management risk, asset allocation techniques, credit risk, market risk
function and derivatives.

. T
 he key compliance requirements, including the Basel
III standards, regarding mandatory reporting arising
DIDI PEARSON
from the global oversight and regulation of the banking Didi Pearson has 18 years’ experience in financial services
industry regulation with a particular focus on regulatory standards
for data reporting. Didi joined the UK Financial Services
. T
 he techniques needed to examine the actual Authority (now the Financial Conduct Authority) in 1999
mechanics of regulatory risk reporting after reading law and qualifying as a barrister.  She held
a variety of roles shaping UK regulation before moving
GAIN THE SKILLS TO: to the Bank of England, becoming a Senior Adviser on
. D
 emonstrate competence in the task of complying with regulatory data.  Since 2017 she has worked in consulting
the requirements for regulatory risk reporting at BearingPoint in the design of software solutions and
data models for regulatory reporting.
. A
 rticulate the inter-connected nature of the various
Her expertise is in supervisory reporting and disclosure
regulatory requirements with respect to the overall
by banks under UK, European and Basel requirements. 
financial condition of a bank
Her previous roles include participating in domestic and
. E
 xplain the rationale for the demands Of regulators for international working groups on reporting, data models
full compliance with reporting standards and Pillar 3 disclosures at the Bank of England, European
Banking Authority, the European Central Bank and the
COURSE AT A GLANCE Basel Committee for Banking Standards. She led on the
business and policy development of technical standards
Unit 1 – I ntroduction to Risk Management and Reporting for supervisory reporting under the Capital Requirements
Unit 2 – Counterparty and Credit Risk Directive (CRD IV), implementing these in the UK from
within the Bank of England Prudential Regulatory Authority.
Unit 3 – Market Risk She has authored several papers on regulatory reporting
Unit 4 – Operational Risk and Pillar 3 disclosure standards since 2007 and chaired
Unit 5 – Liquidity Risk industry stakeholder groups on regulatory data and
technology.   Didi has also designed and delivered internal
Unit 6 – Stress Testing and external training at domestic, EU and international
Unit 7 – Derivatives levels.
COURSE INFORMATION
DELIVERED BY DISTANCE LEARNING OVER 14 WEEKS

CUSTOMISED TRAINING
With its RegTech product line, BearingPoint is a leading IFF’s bespoke digital training solutions will help you
international provider of innovative regulatory and risk address your specific key business challenges. The
technology solutions (RegTech and RiskTech) and services along programme is designed for you, with content focusing
the Regulatory Value Chain for Financial Services. Customers on the issues you and your teams are facing. The fully
representing 6,000 firms worldwide, among them large branded digital course will be hosted by us, and unlike
international banks, a major part of the largest European banks, other online courses, your employees will receive a
specialist qualification at the end of the programme from
leading insurance companies as well as supervisory authorities
a London University.
and central banks, trust BearingPoint’s RegTech products and
services. BearingPoint work closely with regulators and, as a • Tailored
 content - 100% targeted to cover your
member of standardisation bodies such as XBRL, they actively business needs
contribute to the standards-setting process. BearingPoint • No
 travel or time out of the office – 100% Distance
combine regulatory know-how with their proven, reliable and Learning
forwardlooking RegTech solution suite, expert consulting • V
 alue for money – train teams of staff at the same time
capabilities, as well as managed services and training. • Risk
 free – we’ve been doing this for 30 years
For more information, please visit: www.reg.tech We will meet you anywhere in the world. If you would
like one of our consultants to talk about your needs in
more detail or if you would like more information on
our customised training solutions, please contact Jeff
HOW YOU WILL LEARN Hearn (Managing Director) on +44 (0)20 7017 7190 or
• A new module is released every two weeks email: [email protected]
• You can study the units online, save them to your
computer or print them out
• You set the pace for yourself
• No need to travel or take time off work – cost effective
• Apply the knowledge, skills and expertise to your work
straight away

POSTGRADUATE CERTIFICATE
To make your studies more relevant and valuable, the course
is validated by the Business School at Middlesex University
at a Postgraduate Certificate level. For those wishing to
receive a Postgraduate Certificate from Middlesex University,
an additional marked assignment of 5000 words will need
to be submitted, based on a continuing case study that runs
throughout the duration of the course.

DATES & PRICE

27th May 2020 (FLF5449)
24th June 2020
30 September 2020 (FLF5379)
Standard Price – £1999
With Postgraduate Certificate- £2359
* VAT may be payable depending on your location –
see online booking page for details

HOW TO APPLY
Tel: +44 (0)20 7017 7190
Email: [email protected]

APPLY ONLINE HERE

COURSE SYLLABUS
UNIT 1 – INTRODUCTION TO RISK MANAGEMENT AND UNIT 2 – COUNTERPARTY AND CREDIT RISK
REPORTING
UNIT LEARNING AIMS AND OBJECTIVES
UNIT LEARNING AIMS AND OBJECTIVES . Examine facets of credit risk which hinge on losses
. U
 nderstand the difference between risk and uncertainty sustained from failure of counterparties to fulfill contractual
– statistical nature of risk vs. absence of probabilistic obligations
dimension to uncertainty . Distinguish the separate components of credit risk:
– Probability of default by counterparty – how reliably can
. S
 ummarise the principal types of financial risk – market risk it be estimated?
and capital adequacy, credit risk, liquidity risk, operational,
– Recovery rate – what percentage of the total obligation
legal and compliance risks, reputational risk
can be recovered after default?
. E
 xplain the methodological principles of Value-at-Risk (VaR) – Credit exposure – estimating the magnitude of possible
. E
 xplain how, especially in the aftermath of the 2008 financial credit losses especially in relation to capital buffers
crisis, there is need for an integrated or holistic approach to
risk management – increasing recognition that market risk, UNIT CONTENT
credit risk and liquidity risk are all interdependent. Credit Metrics, Credit Scoring and Credit Rating Systems
. E
 xamine the focus on public policy and regulatory oversight • Quantitative modelling of credit risk
of the financial sector and the need for detailed reporting to • Techniques for modelling default risk of CDO’s and other structured
regulatory authorities vehicles
• Lessons from SPVs and other off-balance sheet financing on credit
UNIT CONTENT risk management
Terminology, Concepts and Scope of Risk Management • Assessing credit risk of corporate bonds, swaps, and forwards
Risk management is primarily concerned with determining the • Examination of Credit Metrics™
likelihood that an undesirable event will occur and taking preventative • Basel Committee approach to credit risk – risk weighting of assets
actions and remedies to minimise the adverse consequences – key
issues are: Concentration of Credit Risk - Integral to Basel ICAAP
• Estimation of the magnitude of loss from an unexpected event • Concentration risk – not properly captured in Pillar 1 metrics
• Estimating probability that there will be an adverse outcome and • Examples of too much exposure to real estate, hydro-carbons
loss to the business • Large exposures – definitions
• Determining the direct and indirect effects of an adverse outcome • Connected parties – treatment under Basel and CRD IV
• Analytical framework for detecting causes of risk resulting in • Demotion of reliance on external credit ratings as required under
financial loss Dodd Frank in US
• Selection of risk control strategies appropriate to the objectives of • Publication of ICAAP reports to engage all stakeholders in the risk
the business and implementation of such strategies culture of the firm

Fundamentals of Value-at-Risk CASE STUDY

• Historical development of VaR – reasons for a single measure of Modelling tool in Excel illustrating how to develop robust
enterprise risk credit concentration Risk Indicators
• Explanation of probabilistic methods based on a normal distribution
• How to calculate VaR – using spreadsheet tools
• Evaluation of Basel III metric Expected Shortfall as a reliable Regulatory Treatment of Counterparty Credit Risk
indicator of market risk • Counterparty credit risk – definitions, measurement
• Limitations of normal distribution in assessing magnitude of tail risk • Credit failures in 2008 crisis, systemic risk
• Counterparty risk in interest rate swaps
Regulatory Oversight and Risk Reporting • Experience of AIG and mono-lines insurance companies in financial
• Requirements for banks to reporting, on a continuing basis, a wide crisis
variety of supervisory and statistical data to regulators and central • The role of a central clearing house
banks • Market factors which drive counterparty credit deterioration
• Surveillance of financial services sector by regulatory bodies • Definitions, ratios, new provisions on credit risk in Basel III
• Capital adequacy, Basel III, role of banking supervisors framework
• CRD IV and CRR implementation in the EU • Credit Value Adjustment (CVA) and Debit Value Adjustment (DVA),
• Current regulatory framework for banking in the UK Funding Value Adjustment (FVA)
• Role of BOE’s Financial Policy Committee (FPC) • Pricing counterparty risk – use of CDS spreads, ratings
• Role of the Prudential Regulation Authority (PRA) and the Financial • Loss Given Default (LGD) and recovery rates
Conduct Authority (FCA) in the UK financial services sector
• Key IT processes for electronic submission of regulatory reporting Regulatory Reports
in the UK and European frameworks • CRR: COREP Credit Risk (Standardised Approach, IRB, IP Losses),
• Need for enterprise wide data aggregation and analytics (BCBS 239) Large Exposures
• PRA: FSA015 Pillar 2 (FSA071, FSA076, FSA077, FSA078, FSA079,
Regulatory Reports FSA082), IRB Portfolio Risk FSA045
• CRR: COREP Capital Adequacy CA1 – CA5, FINREP Financial
Reporting
• PRA: Capital Forecast (PRA101 - PRA103), Financial Forecast
(PRA104 – PRA108)
• Bank of England: Statistics Reports (Form BT, Form ELS)
COURSE SYLLABUS
UNIT 3 – MARKET RISK UNIT 4 – OPERATIONAL RISK
UNIT LEARNING AIMS AND OBJECTIVES UNIT LEARNING AIMS AND OBJECTIVES
. U
 nderstand the dynamics of underlying market volatility and . Illustrate how banks have substantial risks – resulting in
market liquidity asset classes financial loss, reputational damage and legal risks – from
. U
 nderstand why the Basel Committee focused on FRTB to inadequate safeguards to avoid execution failures and
address shortcomings in the Basel 2.5 treatment of market misconduct
risk . Illustrate with actual examples how operational failures
. U
 nderstand the nature of IFRS standards in fair market from financial institutions – including rogue trading, market
valuations abuse, and mis-selling – can expose firms to legal risk,
. U
 nderstand the nature of tail risk as a fundamental feature sanctions from regulators and reputation damage
of financial markets . E xamine adverse consequences from operational failures in
. U
 nderstand the current accounting principles which the banking sector
directly relate to the fair value of assets and mark to market . E xamine internal control procedures – front office/middle
practices office/back office - and corporate governance provisions to
minimise the damage from such failures
UNIT CONTENT . U nderstand the impact of rogue trading and misconduct e.g.
Market Risk Overview LIBOR rigging
• Equity Risk – capital loss, bankruptcy, reorganisations, dividend . B asel and CRD IV treatment of Operational Risk – current
suspension approaches
• Interest Rate Risk – changes in short term/long term rates, yield . N ew Standardised Method for Op Risk – compliance
curve required by 2022
• Foreign Exchange Risk – risks of adverse currency movements
• Derivatives Risk – non-linear price adjustments for most UNIT CONTENT
derivatives
Enterprise Risk Management (Erm) and Operational Risk
• Trading Risk - gaps where note trading takes place, Flash Crashes
• Execution Risk - difficult market conditions, failure to implement • Strategic management philosophy and cultivating an ethos of
legs of arbitrage prudence and robust risk control
• Critical examination of the importance of risk culture, governance
and codes of conduct
Trading Book Activities and Mark to Market Practice
• Need to report on conduct matters to the UK’s Financial Conduct
• Mark to market, mark to model – CVA integral to forward looking
Authority (FCA)
fair value approach
• Risk assessment process – how does the business identify and
• Accounting basics of fair market valuation of portfolios
respond to potential and actual risks?
• IFRS 13 and consideration of counterparty credit risk, exit pricing
• ERM needs to be fully integrated into all accounting, surveillance, IT
• Liquidity horizons as part of the FRTB methodology for Market Risk
systems and data storage back up systems
• Clarification of the three levels used in IFRS 13 for valuation
• Monitoring of controls – constant checking on the quality and
purposes
integrity of the procedures
• Level Three and mark to model exposures
• Fully resourced compliance officers check on whether regulations
• Quantifying the exposure and severity of “outliers” and tail risk
are being followed
• Understanding of the key concept of delta of a portfolio – hedging,
• Loss Modelling Methods – contingency funding plans, Monte Carlo
options
simulations
• Importance
 
Adverse Consequences from Operational Failures
Basel Treatment of Market Risk
• Reputational risk - the trustworthiness of business
• Value at Risk and Expected Shortfall
• Damage to a firm’s reputation can result in capital loss and
• What about tail risk – does Basel III address this adequately?
destruction of shareholder value, even if the company is not found
• Outline the Fundamental Review of the Trading Book (FRTB)
guilty of a crime.
• Standardised approach
• Extreme reputational damage may lead to bankruptcy – e.g. Arthur
• Separation of trading book and banking book
Andersen
• Overview of Internal Models Approach (IMA)
• Legal Risk - uncertainty about enforceability of contracts with
• Off Balance Sheet items
counterparties
• Litigation Risk - mis-selling of derivatives – regulatory fines and
Regulatory Reports class action law suits
• CRR: Market Risk (C18.00 – C24.00), CVA (C25.00) • Rogue trading – Soc Gen, UBS, ineffective back office controls –
• PRA: Pillar 2 (FSA080), Market Risk (FSA005, FSA006), Interest rate should separate traders and risk takers entirely from back office
gap analysis (FSA017) surveillance systems

CASE STUDY
• Nature and magnitude of financial misconduct in
banking and financial services
• Detailed examples of reputational damage – e.g.
Goldman Sachs, Barclays, HSBC, UBS, Wells Fargo
• The London Whale debacle affecting JP Morgan in 2012
COURSE SYLLABUS
Basel Measurement Approaches for Operational Risks • Funding, asset/liability liquidity and derivative pricing/hedging –
• Outline of the Basel Basic Indicator Approach (BIA) and Standard how are they all linked?
Approach (SA) • Bid-ask spreads as indicator of market depth
• Explanation of the Basel III Advanced Measurement Approach • Illiquidity of some markets for complex derivatives
(AMA) • Accounting issues (IFRS 9 and 13) regarding fair value for traded
• Scenario Based Approach (SBA) instruments
• Loss Distribution Approach (LDA)
• Business environment and internal control factors (BEICF’s) Funding and Liquidity Risk Management
• Key Risk Indicators (KRI’s) • Learning lessons from lack of liquidity of many structured products
• Basel III Business Line and Event Type Codes in 2008 crisis
• Process Mapping – mapping processes to appropriate regulatory • Asset liability mismatches in the balance sheet
categories • Understanding hidden liquidity risks in a portfolio
• Templates for data capture for Basel compliance and internal • Should illiquid assets be eligible for inclusion on a bank’s trading
reporting book?
• Role of external data – scaling of comparable institutions • Duration gap analysis – basis for net worth (accounting equity)
• SBA templates calculations
• Varying the duration characteristics of portfolios of fixed income
The New Basel Approach to Operational Risk securities
• BCBS Consultative Documents on Revisions to current Op Risk • Characteristics of securitisations, CDO’s, SPVs and conduits
Approaches • Funding, asset/liability liquidity and derivative pricing/hedging –
• Explanation of the Business Indicator metric how are they all linked?
• Non-linear scaling of operational risk to total revenue of a bank
• Using absolute values for estimating bank’s exposure to Op Risk Liquidity and Regulations
• Review of the BCBS Operational risk Capital-at Risk (Op CaR) • Why Basel III has created a reporting obligation regarding liquidity
model • Definition of High-Quality Liquid Assets (HQLA) under the LCR of
• Internal Loss Multiplier and Loss Component Basel III
• Criteria for allocation to Level 1 and Levels 2A and 2B of HQLA
Regulatory Reports • Funding, asset/liability liquidity and derivative pricing/hedging –
• CRR: Operational Risk (C16.00, C17.01, C17.02) how are they all linked?
• PRA: Pillar 2 (FSA072 – FSA075) • Short term funding requirements vs. longer term stable funding
• REP001, REP002 (NSFR)
• Asset Encumbrance reporting obligations of EBA and PRA
• Increased collateralisation requirements for OTC derivatives
• Covered bonds – encumbrance and subordination issues
UNIT 5 – LIQUIDITY RISK
Liquidity and Regulations
UNIT LEARNING AIMS AND OBJECTIVES • CRR and Liquidity Delegated Regulation: LCR, NSFR, Asset
Encumbrance
. E xamine the critical role of maturity transformation in • PRA: Pillar 2 (PRA110)
managing liquidity risk
. D ifferentiating liquidity risk at the firm level and the systemic
level
. U nderstand funding risks – over reliance on short term
UNIT 6 – STRESS TESTING
funding, concentration risk
. U nderstanding of the factors which brought about a UNIT LEARNING AIMS AND OBJECTIVES
breakdown in funding markets during the 2007/8 financial
. U
 nderstand the vital importance of stress testing as
crisis
cornerstone of risk management
. B alance sheet liquidity when capital markets are facing
. U
 nderstand the conceptual and theoretical underpinning of
stress
stress testing
. T he relationship between capital adequacy and liquidity risk
. R
 ecognise why financial regulators have become extremely
. Issues related to pro-cyclical vs. counter cyclical macro-
focused on the need for stress testing within financial
prudential policies
institutions since the 2007/8 financial crisis
. M oney market spreads and volatility as precursors of
. U
 nderstand the requirements for compliance with
changes in liquidity conditions
regulations regarding the identification of potential extreme
. M arket micro-structure and liquidity risks – by-products of
losses from operational failures
banking regulations
. U
 nderstand the importance of integrating continuing stress
testing into business processes
UNIT CONTENT . E
 ngender an understanding of risk management within the
Overview of Liquidity context of major Basel Pillar 1 initiatives (e.g., stress testing
• Different definitions of liquidity – accounting, economic and market and higher liquidity standards)
driven . U
 nderstand the critical importance of enterprise wide data
• The importance of the new focus on liquidity in the Basel III aggregation and analytics capabilities in banking – role of
framework BCBS 239
• Short term funding requirements vs. longer term stable funding
• Overview of duration gap analysis – basis for net worth
(accounting equity) calculations
• Understanding hidden liquidity risks on the balance sheet
COURSE SYLLABUS
UNIT CONTENT UNIT 7 – DERIVATIVES
Stress Testing – The Big Picture View
• Basic concepts of stress testing – base case vs. adverse (worst
case) scenarios
UNIT LEARNING AIMS AND OBJECTIVES
• Distinguishing between macro and global factors with local and . U nderstand the key characteristics of derivatives and the
micro factors underlying markets to which they refer
• Valuation procedures in liquid public markets and illiquid private . C ontrast with OTC instruments – swaps and structured
markets products
• Explanatory overview of various techniques for conducting stress . O verview of full variety of swaps and their value as hedging
tests tools
. R ole of central counterparties (CCP’s) in post-crisis
Stress Testing Methods, Benefits and Limitations derivatives market place
• Tests how well VaR estimates would have performed in the past . B asel III and CRD IV treatment of derivatives
• Principal Components Analysis for VaR . Importance of derivatives disclosures for G-SIB banks
• Sizes of historical samples – are they sufficiently large to include
wide variety of possible conditions
• Danger of optimising risk management parameters - over-fitting to
UNIT CONTENT
the historical data Overview of Derivatives and Key Underlying Markets
• Role of stress testing in central bank supervisory processes • Overview of the size of derivatives markets
• BIS statistics on total swaps outstanding
Diagnostic Approaches for the Identification of Troubled • Contractual assets that perform in accordance with underlying
Banks asset class behaviour
• Types and quality of assets both on and off the balance sheet • Explanation of delta one derivatives and those with non-linear
• Market risk exposure in the trading book – types of positions, payoffs
liquidity of instruments • Explanation of CDO’s and structured credit products
• Composition of liabilities – short/long term, maturity mismatches, • Legal framework, ISDA, Clearing, Initial Margin and Variation Margin
contingent exposures • Historical origins of the futures markets
• NPL Stock Ratio and NPL Coverage Ratio • Risk elements of derivatives
• Complexity and robustness of internal modelling procedures • Counterparty risk, basis risk, liquidity risk
• Ratio of RWA to Total Assets – history, recent trend • Central clearing vs. counterparty risk
• Local issues - size of banking sector relative to GDP, regional
property exposures Derivatives and Counterparty Credit Risk in The 2007/8
• Sensitivity of specific bank’s market capitalisation to periods of Crisis
market stress • Examination of the underlying causes of the collapse of Lehman
• Leverage ratio for non-risk weighted assets, price to book ratios Brothers in 2008
• Risks associated with OTC derivatives and collateral management
• Poor application of collateral management under ISDA CSA
CASE STUDY arrangements
Examination of the methodology and outcomes from • Issues related to ISDA netting procedures
2018 stress tests conducted by the European Banking
Authority (EBA)
CASE STUDY
US Treasury rescue of AIG – nature of credit default
Stress Testing – Integral to The Basel Icaap and Ilaap exposure to sub-prime mortgages
• Supervisory Review and Evaluation Process (SREP)
• Economic capital calculations – survival horizon
• Liquidity stress testing – principles and methods Basel Treatment of Derivatives and Role of Ccps
• Bank of England’s approach to the ILAAP • Basel III and CRD IV regulatory response to counterparty credit risk
• Reverse stress testing and contingency planning • Explanation of Credit Valuation Adjustment (CVA), Wrong Way Risk
• How stressful are the bank’s stress modelling exercises? • Margin systems and role of clearing organisations
• Reputational risk – conduct related issues, impact of market abuse • Regulatory and legislative background to the greater requirement
on bank’s integrity for centrally cleared derivatives - EMIR and Dodd-Frank Act
• Articulation of the firm’s risk profile and risk appetite • Basel III permits much less stringent capital for CCP trades
• Publication of ICAAP reports to engage all stakeholders in the risk • Novation – as replacement for original OTC bilateral agreements
culture of the firm • Comparison of collateral requirements for OTC vs. CCP’s
• Importance of derivatives disclosures for G-SIB banks
Regulatory Reports
• PRA: FSA083, PRA111 Regulatory Reports
• CRR: Market Risk (C18.00 – C24.00), CVA (C25.00)
• PRA: Pillar 2 (FSA080), Market Risk (FSA005, FSA006), Interest rate
gap analysis (FSA017)
OPTION OF A POSTGRADUATE CERTIFICATE
WITH MIDDLESEX UNIVERSITY
You have the unique opportunity to choose a validated
option for this course and receive a postgraduate
BENEFITS OF STUDYING FOR A
certificate on completion. This programme is quality POSTGRADUATE CERTIFICATE WITH US
assured by Middlesex University and you will receive a
Middlesex award on successful completion. However, if
university validation isn’t important to you there is still the A MIDDLESEX POSTGRADUATE CERTIFICATE:
opportunity to take the standard non-validated course.
n Is project based and practical
n Offers networking opportunities during and
WHAT DOES THE CERTIFICATE ENTAIL? after the course
In addition to studying all the units and passing the short n Provides exceptional teaching staff
self assessment tests after each unit, you will need to n Delivers applied learning experiences
submit a 5000 word assignment at the end of the course n Combines academic rigour with individual
which will be assessed. The assignment will be a cumulative support
project that you will work through and build upon during
each stage of the course. HOW IS THE COURSE VALIDATED?
This programme is quality assured by
If you wish to book on the certification course there will
Middlesex University and after successfully
be an assessment fee of £360.
completing your studies you will receive a
Postgraduate Certificate from Middlesex
ENTRY REQUIREMENTS University. Middlesex Certificates are
Participants wishing to undertake the Postgraduate recognised worldwide.
Certificate are required to have a degree or equivalent
qualification (or relevant work experience). QUALITY
Participants wishing to undertake the course but not receive The Quality Assurance Agency (QAA) visited
the Postgraduate Certificate are not required to have any Middlesex in 2015 and noted in its report that its
formal qualifications. auditors had confidence in the University’s
current and likely future management of
its academic standards and of the learning
ABOUT OUR PARTNER MIDDLESEX UNIVERSITY opportunities available to students.
History
Middlesex University is a large London based university with
a history in higher education dating from 1878. In 1992 it THE UNIVERSITY IS A MAJOR PROVIDER OF
was granted the Royal Charter making it a university. The BUSINESS AND MANAGEMENT EDUCATION,
university offers a broad range of courses through four
academic schools of Arts and Education; Business;
WITH AN IMPRESSIVE TRACK RECORD
Engineering and Information Sciences; Health and Social OF WORKING IN PARTNERSHIP WITH THE
Sciences and their Institute for Work Based Learning. PUBLIC AND THE PRIVATE SECTOR, AS WELL
Middlesex University has over 34,000 students studying on
AS INTERNATIONAL ORGANISATIONS
its courses worldwide, both at its own campuses and also
with partner institutions, making it one of the largest
providers of British university education to international
students. Middlesex University has a long history of
successful collaborations with the corporate sector. It was
the first academic institution to develop industry specific
MBA programmes (Shipping & Logistics and Oil & Gas)
delivered 100% by distance learning.

INTERNATIONAL REACH
Middlesex University is committed to meeting the needs and
ambitions of a culturally and internationally diverse range of
students by providing challenging academic programmes. It
has a major international business school based in London
with overseas campuses in Dubai and Mauritius and a
global portfolio of partnerships delivering high quality
validated programmes in business and management.

Staff and students come from a wide spectrum of cultures

and backgrounds with a common interest in executive
education that is world class, modern and applicable.
Middlesex University Business School is proud of its
dedicated teachers and its rich range of learning resources
including distance learning and virtual learning
environments.
THE MECHANICS OF
REGULATORY
RISK REPORTING
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POSTGRADUATE CERTIFICATE POSTGRADUATE CERTIFICATE POSTGRADUATE CERTIFICATE POSTGRADUATE CERTIFICATE
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