carlosajx
Anime Club President
LEVEL 1
300 XP
- In this course, students will gain comprehensive knowledge and skills in the field of Financial Risk Management (FRM) Part 2.
- Risk management, market risk measurement, credit risk assessment, liquidity and treasury risk, operational risk, investment management, and current issues
- Understanding parametric and non-parametric estimation approaches. Mastery of Expected Shortfall and Value at Risk (VaR) mapping techniques.
- Exploring correlation basics and modeling, including risk matrix and hedging strategies. Examining term structure models, volatility smiles, and internal model
- Analyzing credit analysis, economic capital calculation, and rating assignment. Exploring credit derivatives, counterparty risk, risk mitigation techniques.
- Understanding the role of rating agencies and the methodologies behind borrower ratings.
- Examining the intricacies of creditworthiness and the evolution of stress testing.
- Developing an understanding of liquidity risk and treasury management. Analyzing investment security portfolios and strategies for managing liquidity risk.
- Exploring stress testing, contingency funding planning, and regulatory changes in liquidity risk.
- Gaining insights into risk monitoring, performance measurement, and risk planning.
- Exploring hedge funds, mutual funds, asset pricing anomalies, and portfolio performance evaluation.
- Staying updated on contemporary challenges and opportunities in financial markets.
- Analyzing blockchain technology, fintech developments, big data, and machine learning in finance.
- Understanding the implications and considerations of current trends in the financial industry.
- Developing proficiency in operational risk management. Understanding the components of enterprise risk management (ERM) and risk culture in banking.
- Analyzing model risk management, stress testing, and the impact of outsourcing on operational risk.
- Applying acquired knowledge through mock paper solving sessions.
- Gaining strategic insights and tips for effectively tackling the FRM Level 2 exam.
- Overall, students will emerge from the course equipped with a comprehensive understanding of financial risk management
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