This Risk Management Training Course is engineered for finance professionals and enthusiasts keen to deepen their understanding of financial risks. The curriculum is comprehensive, covering both financial and non-financial risks including credit, interest rate, exchange rate, liquidity, and equity market risks. It offers a blend of theoretical and practical knowledge, with modules on governance and risk reduction strategies, and a focus on mastering the enterprise-level risk management process.
Participants will delve into risk measurement and evaluation techniques, including Value at Risk (VAR), Monte Carlo Simulation, and scenario analyses. Practical case studies ensure that learners can apply theoretical concepts to real-world scenarios, aiding in the comprehension of risk control, budgeting, and capital requirements. The course also covers risk-adjusted performance ratios like Sharpe, Treynor, and Sortino, offering detailed analysis and expert guidance for a well-rounded learning experience.
I. Risk Typology
II. Risk Control Process and Approach
III. Risk Measurement and Evaluation
1.Value at Risk (VAR)
- Definition and Role
- Different Types of VAR
- Analytical Method: Pros and Cons
- Historical VAR: Pros and Cons
2. Monte Carlo Simulation
3. CFAR (Cash Flow at Risk)
4. EAR (Earnings at Risk)
5. Scenario Analyses and Stress Tests
IV. Risk Control
V. Ratios for Measuring Risk-Adjusted Performance