Risk Management Tools and Practices

Risk Management Tools and Practices

Course
en
English
4 h
This content is rated 0 out of 5
Source
  • From www.edx.org
Conditions
  • Self-paced
  • Course from 349 €
More info
  • 4 Sequences
  • Intermediate Level

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Course details

Syllabus

Module 1: Risk Reporting

  • Lesson 1: Profit Distribution
  • Lesson 2: Risk by Risk Factor
  • Lesson 3: Risk Over Time

Module 2: Model Risk

  • Lesson 1: Sources of Model Risk
  • Lesson 2: VaR Back Testing
  • Lesson 3: VaR Exceptions
  • Lesson 4: VaR Exposure Monitoring

Module 3: Risk Management Tools

  • Lesson 1: Equity Swaps
  • Lesson 2: Hedging with Index Futures

Module 4: Liquidity and Operational Risk Management

  • Lesson 1: Liquidity
  • Lesson 2: Liquidity Risk
  • Lesson 3: Operational Risk Management

Module 5: Asset and Liability Management

  • Lesson 1: Interest Rate Risk
  • Lesson 2: Duration Gap Risk
  • Lesson 3: Balance Sheet Immunization
  • Lesson 4: Duration Gap vs Funding Gap
  • Lesson 5: Banking Book vs Trading Book
  • Lesson 6: ALM Governance

Prerequisite

  • Basic MS Excel skills
  • Basic probability and statistics

Instructors

Anton Theunissen
Instructor
New York Institute of Finance

Editor

The New York Institute of Finance (NYIF), located in the heart of Wall Street, is a global leader in training for financial services and related industries. Started by the New York Stock Exchange in 1922, it now trains 50,000+ professionals in over 120 countries.

NYIF was first mentioned in the introduction to a book called Stock Exchange Procedure by Birl E. Shultz, PhD. In 1921:

“It became evident that, for the sake of the business itself and for the sake of the thousands of young men and women employed by the Exchange and by its member firms, some method should be devised whereby they might learn the fundamentals; the reasons why they did the things which occupied their working days.” NYSE president Charles Gay, 1921. This was the inspiration behind the establishment of the New York Institute of Finance In 1922.

NYIF courses cover everything from investment banking, asset pricing, insurance and market structure to financial modeling, treasury operations, and accounting. The institute has a faculty of industry leaders and offers a range of program delivery options, including virtual, self-study, online courses, and in-person classes. Its US customers include the SEC, the Treasury, Morgan Stanley, Bank of America and most leading worldwide banks.

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