A Complete Course in Risk Management

Offered jointly by PRMIA & Kellogg School of Management, Zell Center for Risk Research

Monday - Friday

"I endorse and recommend it as a great program that is of benefit for introduction and review for senior managers based on the level of faculty and willingness to discuss openly advanced material." - Michael Zanaglio, 2009 program participant

Located in beautiful downtown Chicago, this intensive one-week course is designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management.  PRMIA and the Kellogg School's Zell Center for Risk Research jointly offer this classroom-based educational program featuring top faculty from the Kellogg School of Management.

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WHO SHOULD ATTEND?

This program is designed to develop the knowledge and understanding of risk management practices for those advancing their careers in financial risk management.  The foundations apply across all sectors: banking, insurance, asset management, hedge funds, energy, securities, regulation/supervision and more.

• Chief Risk Officers and heads of risk management can use this program to develop the talents of their key staff members
• Market, credit and 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 advanced risk management infrastructures
• IT personnel can use this program to inprove 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
• Business managers interested in learning more about risk management or expanding their career into the field of risk management

Registered delegates will receive a digital version of the Professional Risk Managers' Handbook.

COURSE FEE: USD $8,495.00 

DISCOUNTS: Register by Friday, June 17, 2011 and receive a $500 early registration discount.  PRMIA Sustaining members receive an additional $100 discount.  Contact training@prmia.org for information on discounts for organizations sending two or more delegates.

REGISTRATION: To register via the PRMIA website, click on Register Online in the left-hand margin.  Or to be invoiced, download the enrollment form and e-mail completed forms to training@prmia.org or fax to 1-212-898-9076. For assistance with registration, contact Kristin Lucas at 612-605-3849 or kristin.lucas@prmia.org.

Download Enrollment Form (Word 2007)

 Download Enrollment Form (Word 2003)

VENUE: The Kellogg School of Management on Northwestern University's Chicago Campus.  Click here for details.

ACCOMMODATIONS:  Hotel accommodations are not included in the registration fee.  Arrangements are the responsibility of the registering delegate. 

Recommended lodging:

Affinia Hotel (located 1/2 block from course venue)

Call 312-523-0909 to request Kellogg's special rate.

CANCELLATION: a refund of (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 is subject to demand.  PRMIA and Kellogg reserve the right to cancel or postpone the program at short notice at no loss or liability where, in their absolute discretion, they deem it necessary.

Kellogg-PRMIA Complete Course in Risk Management Class of 2010 participants. Photographs by Matthew Kaplan.

QUOTES

Read what the Kellogg-PRMIA Complete Course Class of 2010 had to say about the instructors:

Russell Walker – Market Risk, Credit Risk, Operational Risk, Enterprise Risk

“Very good conversations came out of the materials, as did good examples from Professor Walker.”

"Excellent presentation; Great class participation.”

“Russell continues to shine in the presentation of difficult subject matter. He keeps information sufficiently broad to allow applicability across a diverse group of professionals.”

Karl Schmedders – Foundations of Risk Measurement

“Tough maths explained simply great!”

“Re-awakened my stale-dated statistics education.”

“Professor Schmedders made statistics fun and relevant which speaks volumes regarding his excellence as a professor. I walked away with several take-aways, better understand the ‘why’ behind the theories business goals.”

“Great enthusiasm for his topic that makes it appealing and clear to someone like me who likely is among the least quantitative persons of the class.”

Harry Kraemer – Governance and Board of Directors Roles

“Simply outstanding. Hearing real life perspective from a peer is priceless. Engaging the class in critical thought kept energy high and students on the edge of their seats.”

“Great thoughts and application of key concepts!”.

“Harry is the nearest I’ve ever seen as a cross between Peter Drucker and Robin Williams. Great insights and wonderfully entertaining, but without the raw language. Lobby Congress to allow cloning of Harry”.

Timothy Feddersen – Crisis Management and Non-Market Risk

“Eye-opening conversation, learned a lot.”

“Great energy.”

“Fantastic presentations.”

Mitchell Peterson – Capital Allocation

“Professor Peterson was fantastic! Learned a great deal from him and liked his teaching style.”

“Very good teaching. Taught capital allocation in a very different and innovative way.”

“Great conversation, I learned more than I thought I could on the subject.”

FREQUENTLY ASKED QUESTIONS:

Will I receive a certificate?

All participating delegates will receive a dated certificate of completion with the Kellogg and PRMIA logos.

What mathematical background is needed for this course?

This course takes a quantitative approach to risk management so a certain level of mathematical knowledge will be very beneficial. The mathematics background recommended for this course is similar to that needed going to an MBA program. It includes basic understanding of equations, what a variable is, the use of logarithms and exponentials, and some crude familiarity with mathematical manipulations at the GMAT level. Exposure to statistics, probability, and regression is a plus but not a requirement, as the course does offer a brief glimpse of some of these ideas in the first day.

Will I receive the PRM designation upon the completion of this course?

Attending this intensive training course does not result in the PRM designation/certification. However, all delegates will receive a certificate of attendance with the PRMIA and Kellogg logos.

Does the Complete Course prepare me for the PRM Exams?

The Complete Course in Risk Management is separate from the PRM program and does not result in delegates receiving their designation. This course can, however, be a beneficial tool for those preparing for the exams and delegates enrolled in the Complete Course in Risk Management will receive a hard copy of the Handbook. Please note that not all of the material in the Handbook will be covered. This course gives an excellent general overview of Risk Management and provides the theoretical grounding to enhance your career and improve your job performance.

As a participant in the CFA Institute Approved-Provider Program, PRMIA has determined that this program 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 48 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.