The essential foundations of risk measurement

Portfolio analytics and portfolio theory

Term structure of interest rates

How to price a bond

Pricing futures, forwards, options and swaps

Essentials of credit derivatives

Overview of OTC and exchange-traded markets

Risk measures in fixed income and portfolios

Value at Risk techniques – Analytic, Historical and Monte Carlo

Stress testing and backtesting techniques

Credit analysis, credit scoring and internal models

An overview of popular public credit risk models

Current best practices in Operational Risk

Capital allocation – regulatory and economic

Introduction to RAROC and RAPM

Current governance best practices

What went wrong in famous case studies and how to avoid repeating the mistakes

 

• Chief Risk Officers and heads of risk management can use this program to develop the talents of their key staff members. 

• Market, Credit or Operational risk specialists can use this program to expand their knowledge of other approaches to understanding risk.

• Regulators, auditors and supervisors can use this program to increase their expertise in validation of advance risk management infrastructures. 

• IT personnel can use this program to improve the effectiveness of their work in building the risk management architecture of their organizations.

• Financial engineers can use this program to enhance the application of their technical skills to the broader organization.

 

CONTACT:  (please note FAQ section towards bottom of this page)

Jill Fisher, Training Coordinator, PRMIA, Email: jill.fisher@prmia.org  Tel:  612-216-5497

 

FEE:  The course fee is $5,500. 

Register by December 31, 2009 and pay the discounted early registration fee of $5,000. Further discounts are given when two or more from the same company register for the Complete Course. Contact Jill for more details.

TO REGISTER: Click on Register Online to the right or, to be invoiced:

Download Enrollment Form for Windows 2007.
Download Enrollment Form for Windows 97.

 

Also, you may contact Jill Fisher at 612-216-5497 or jill.fisher@prmia.org.

Delegates can choose the Complete Course or individual course groups that fit their demands.  Delegates who take the Complete Course will be awarded a certificate from The George Washington University School of Business and PRMIA.  Certificates for the completion of the individual modules are available upon request.

 

CANCELLATION: A refund (less a US$500 administration fee) will be made if formal notice of cancellation is received two weeks prior to the date of the event.  We regret that no refunds will be made after that date.  Substitutions may be made at no extra charge.

This program may be changed or cancelled due to unforeseen circumstances.

 

As a participant in the CFA Institute Approved-Provider Program, PRMIA has determined that this porgram qualifies for 40 credit hours.  If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary upon the report of your CFA member number to training@prmia.org.

This training course qualifies for up to 70 CPE credits.

PRMIA is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors.  State boards of accountancy have final authority on the acceptance of individual courses for CPE credit.  Complaints regarding registered sponsors may be addressed to the National Registry of CPE Sponsors, 150 Fourth Avenue North, Suite 700, Nashville, TN, 37219-2417.  Website: www.nasba.org.