Risk Management Practices
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- Capital allocation and RAPM: Economic capital, regularity capital, capital allocation, risk adjusted performance measurement (RAPM), risk adjusted return on capital (RAROC).
- Market risk: Identification and importance, market risk in fund management, banking, and non-financial institutions, measuring market risk, the VaR approach, stress testing, scenario analysis.
- Credit risk: Introduction to credit risk management, credit risk modeling, rating agencies, credit migration approach to measuring credit risk, implied default probabilities and credit spreads, portfolio models of credit loss, credit risk capital calculation.
- Operational risk: Operational risk management framework, operational risk process models, operational VaR.
Participants know the questions and applications of risk management practices on expert level.
- The course aims at risk professionals, or those who interface with risk management disciplines on a very regular basis, who want to improve and expand their knowledge in risk management.The course is also suitable for professionals preparing for the PRMIA Certificate.
- Participants have a graduate degree and several years of working experience. A certain level of mathematical knowledge is very beneficial and helpful for successful completion. The course language is English.
- CHF 2800