Experience, first-hand, practical use of market, credit, liquidity, and interconnected risk measurement and mitigation methods and the decisions necessary to complete these financial risk management functions.
Exercises are provided in Microsoft Word and Excel - access to both of these programs is required.
This course is well-suited to professionals who have basic knowledge of:
Bond and derivative valuations, currency forward pricing, VaR and stress testing
Financial statement analysis, secured and unsecured lending, counterparty exposure measurement, expected loss calculation [PD x EAD x LGD]
Contingent funding sources, funding and investment liquidity buckets, market-based investment liquidity criteria, funding and investment liquidity diversification
Complexity, contagion and wrong way risk
Discounted member price:
You could save: