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Code Date Venue Fees  
FI46 10 Aug - 21 Aug New York $7850 Register

This training programme will emphasize on diverse risks faced by financial managers, the available tools meant for managing and controlling risks
Emphasis will be on the interest rate, liquidity risks, credit risk, foreign exchange risk, market risk and country risk. This course will enable the delegates to learn about the techniques and tools for managing the risk such as option contracts, future contracts, swaps, value at risk (VaR) and other standard methods and techniques.


Who Should Attend?

Personnel who can attend this course are:

  • Anyone who is interested in switching career to risk management and have experience in the business field
  • A beginner or fresh graduate with little work experience
  • Financial risk professional involved in risk management or related fields including trading, portfolio management, auditing, academic/industry research, risk technology and/or risk consulting

Course Objectives

This training programme will enable the delegates to:

  • Acquire knowledge about risk management with products and financial markets
  • Utilize Quantitative analysis tools such as hypothesis testing, Value at Risk, inference and regression analysis
  • Acknowledge the role of risk management in finance
  • Understand Credit risk management and measurement
  • Understand Integrated and Operational risk management
  • Understand Investment and risk management
  • Recognize current issues in financial markets
  • Understand management valuation, risk models, and market risk measurement

Course Outline

Module I

  • Risk management: Foundation
  • Risk management: Role
  • Understanding Basic risk types, measurement and management tools
  • The concept of Creating value with risk management

Module II

  • Overview: Foundation of risk management
  • Introduction to Modern Portfolio Theory (MPT)
  • Capital Asset Pricing Model (CAPM): Standard and Non-standard forms
  • The Arbitrage Pricing Theory (APT), single and the multi-index models
  • The concept of Risk-adjusted performance measurement
  • Introduction to Enterprise Risk Management
  • Risk management failures and financial disasters
  • Reference to Case studies
  • The GARP Code of Conduct and Ethics

Module III

  • Overview of Quantitative analysis tools: Statistical inference, regression analysis, statistical inference, Value at Risk (VaR) and hypothesis testing
  • Continuous and discrete probability distributions
  • Sample statistics and population
  • Hypothesis testing and statistical inference
  • The parameters of distributions: Estimation
  • Statistical relationships: Graphical representation
  • Overview of Linear regression with single and multiple regressors
  • Understanding Monte Carlo Methods
  • The concept of Estimating correlation and volatility using EWMA and GARCH models
  • Introduction: Volatility term structures
  • Description and overview: Quantifying volatility in VaR models

Module IV

  • Introduction to Products and Financial Markets
  • Exchange markets and mechanics of OTC
  • Description: Forwards, futures, swaps, and options
  • Measures of interest rate sensitivity and interest rates
  • Understanding the concept of Derivatives on fixed income securities, interest rates, foreign exchange and equities
  • Overview of Commodity derivatives
  • Description: Foreign exchange risk
  • Understanding Corporate bonds

Module V

  • Introduction to Valuation and Risk Models
  • Overview: Value-at-Risk (VaR)
  • Description: Option valuation
  • The concept of Fixed income valuation
  • Understanding Country and sovereign risk models and management
  • Overview of unexpected and expected losses
  • Analyzing Operational risk
  • Scenario analysis and stress testing

Module VI

  • Introduction to Market Risk Measurement and Risk models and Management Valuation
  • Understanding Fixed-income securities
  • Mortgage-backed securities (MBS) and mortgages
  • Risk measures and VaR
  • Smiles and term structures: Volatility
  • Description: Exotic options

Module VII

  • Introduction to Credit Risk Management and Measurement
  • Securitization and subprime mortgages
  • OTC derivatives and Counterparty risk
  • Overview of Credit risk concentration
  • Description: Credit derivatives
  • Securitization and structured finance
  • Understanding Default risk
  • Overview of Credit VaR

Module VIII

  • Introduction to Operational and Integrated Risk Management
  • Risk-adjusted return on capital (RAROC): Calculation and application
  • Liquidity risk: Acknowledging, managing and mitigating
  • Managing and acknowledging model risk
  • Risk management systems: Evaluation performance
  • The concept of Validating VaR models

Module IX

  • Introduction to Enterprise risk management (ERM)
  • Overview of Economic capital
  • Description: Failure mechanics of dealer banks
  • The Basel Accords and regulation
  • Analyzing Operational loss data

Module X

  • Introduction to Investment Management and Risk management
  • Overview of Portfolio construction
  • Performance analysis: Portfolio-based
  • Capital Asset Pricing Model (CAPM): The potential tests
  • Component VaR and portfolio
  • Overview of Risk budgeting
  • Performance measurement and risk monitoring
  • Description: Hedge funds
  • Understanding Private equity
  • Financial Markets: Current Issues
  • Description: Lessons learned from the current crisis
  • Financial development impact on risk
  • Analyzing Sovereign risk
  • Concept of Trading Fraud
  • Introduction: Systemic Risk Management
  • Overview: Active Risk Management
  • Summary

General Notes

  • All our courses can be facilitated as Customized In-House Training course.
  • Course duration is flexible and the contents can be modified to fit any number of days.
  • As for Open Enrolment Courses, we offer our clients the flexibility to chose the location, date, and time and our team of experts who are spread around the globe will assist in facilitating the course.
  • The course fee includes facilitation, training materials, 2 coffee breaks, buffet lunch and a Certificate of successful completion of Training.
  • FREE Consultation and Coaching provided during and after the course.
Note
Customized Schedule is available for all courses irrespective of dates on the Calendar. Please get in touch with us for details.
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