Special Topics in Risk Management of Banking and Financial Markets

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15 时

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5 序列
等级高级
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课程详情

教学大纲

In this course you will learn:

The basic attributes and structure of Asset Securitization
Various types of asset-backed securities such as Residential Mortgage Backed Securities (RMBS), Credit Card Securitization, etc.
Credit Default Swaps (CDS) and Collateralized Debt Obligations (CDO) and their role in managing (sometimes, augmenting) risks in any financial system
How to measure, analyze and proactively manage the degree of risk embedded in the financial assets portfolio of any entity, using various tools and techniques such as ‘Value at Risk’ (VaR), ‘Stress Testing’ and similar guidelines issued by the Bank of International Settlement (BIS) and other regulatory bodies
How well could the Basel-III guidelines on capital adequacy: (a) achieve the well-intentioned goal of safeguarding the stability of financial systems across countries and (b) anticipate / avert cascading adverse outcomes as witnessed in the global financial crisis of 2008

先决条件

Participants should have gained, either through formal education or through work-experience or by attending the first four courses’ in this Professional Certificate program:

A good understanding of the concepts and theories underlying banking and financial markets such as Time Value of Money, Pricing of Bonds and Equity Stocks, Theory and Structure of Interest Rates, etc.
Structure and functioning of Short-Term and Long-Term Financial Markets.
Tools and techniques to manage the various types of risk (such as credit risk, interest rate risk, foreign exchange risk, liquidity risk, etc.) embedded in any financial system.
A good understanding of probability and statistics, covering measurement of central tendencies (mean, median, mode, standard deviation), statistical distributions, correlation and regression, etc. will significantly help in the learning.

讲师

PC Narayan
Faculty
IIM Bangalore

编辑

班加罗尔印度管理学院（Indian Institute of Management Bangalore，简称 IIM 班加罗尔或 IIMB）位于印度班加罗尔，是一所公立商学院和国家级重要学院。该学院成立于 1973 年，是继加尔各答印度管理学院和艾哈迈达巴德印度管理学院之后成立的第三所印度管理学院。

该学院提供研究生、博士、高管教育和证书课程。

平台

EdX est une plateforme d'apprentissage en ligne (dite FLOT ou MOOC). Elle héberge et met gratuitement à disposition des cours en ligne de niveau universitaire à travers le monde entier. Elle mène également des recherches sur l'apprentissage en ligne et la façon dont les utilisateurs utilisent celle-ci. Elle est à but non lucratif et la plateforme utilise un logiciel open source.

EdX a été fondée par le Massachusetts Institute of Technology et par l'université Harvard en mai 2012. En 2014, environ 50 écoles, associations et organisations internationales offrent ou projettent d'offrir des cours sur EdX. En juillet 2014, elle avait plus de 2,5 millions d'utilisateurs suivant plus de 200 cours en ligne.

Les deux universités américaines qui financent la plateforme ont investi 60 millions USD dans son développement. La plateforme France Université Numérique utilise la technologie openedX, supportée par Google.