RISK MANAGEMENT
This part of the programme has been designed to address the growing interest in risk management issues resulting from the various regulatory reforms. The course will focus on Financial Risk Management. Operational Risk Management and Economic Capital. This course also provides valuable preparation for the GARP professional certification.
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days |
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| Friday |
1 |
- Why manage risk? |
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- Market risk awareness and monitoring: identification of risk sources, measurement concepts and methods |
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- Exercices and cases |
| Saturday |
1 |
- Applied market risk management (GARP preparation) |
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- Hedging market risk: forward/futures, options, swaps, exotic derivatives |
| Friday |
2 |
- Individual credit risk modelling: reminder from the Corporate Finance module |
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- Portfolio credit risk |
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- Credit derivatives |
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- Basle II and credit risk management: practices and regulatory issues |
| Saturday |
2 |
- Operational risk and banking regulation under Basle II: an outline |
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- Applied operational risk: assesment and management |
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