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
Register know https://forms.gle/VCXqvDBrruBEcATv6