Finacial Risk Management

Description: This training explains the basics of financial risk management, with an emphasis on actual implementation and application. It discusses basic market, credit, and liquidity risk measurement approaches, as well as their benefits and pitfalls. Students will gain an understanding of risk management approaches from the perspectives of financial intermediaries such as banks, investment managers, and hedge funds, as well as financial regulators.

Content: The training will cover the following topics:

Topic1: Fundamentals, Types and Fundamentals of Financial Risk Management

Topic 2: Overview of regulatory policy

Topic 3: Choice under Risk and Uncertainty

Topic 4: Risk, expectations and asset prices

Topic 5: Measuring volatility behavior, Correlations and forecasting

Topic 6: Market risk measurement

Topic 7: Value-at-Risk and its implementation

Topic 8: Credit and counterparty; Leverage and leverage; Liquidity risk

Topic 9: Market, Credit, Operational Risk and Portfolio Credit Risk Measurement

Topic 10: Financial crises, Financial Engineering & Hedging

Target Group: The training is suited for Researchers; Academia; Policy makers; Students; Insurance workers; Financial market professionals at all levels.

Requirements: A minimum of BA/BSc degree in economics and related business discipline with basic knowledge of investment and portfolio management and have good understanding of asset pricing models.

Duration of the Training:  Five days

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