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RISK MANAGMNT PROFSSIONAL CRTIFICAT


Gain CPE:35 Credits

ITM RISK0102 New York, NY

Claroom 5 Da nglih Profeional

PRICE
USD $4,399 MOR INFO

SCHEDULE

13 February 2017 - 17 February 2017


9:00AM - 4:30PM

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LOCATION

New York Intitute of Finance


160 roadwa, 15th Fl, New York, NY 10038 USA

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RISK MANAGEMENT PROFESSIONAL CERTIFICATE

The Risk Management Professional Certicate is a comprehensive


survey of the practice of Risk Management. The major types of risk are
identied, risk management tools and techniques are reviewed and
nancial regulation is covered. Delegates will work through the annual
risk report of a publicly traded nancial institution. A number of case
studies are analyzed to illustrate key principles of risk measurement
and management.

Prerequisite knowledge:

Basic MS Excel skills


Basic probability and statistics

This Professional Certicate comprises the following courses:

Introduction to Risk Management (Day 1)


Measuring Risk: Equity, Fixed Income, Derivatives and FX (Day 2)
Risk Management Tools and Practices (Day 3)
Introduction to Stress Testing (Day 4)
Risk Regulation (Day 5)

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CURRICULUM WHAT YOU'LL LARN WHO SHOULD TAK THIS

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MODULE 1: INTRODUCTION
A definition of rik
Source of rik
Wh do firm manage rik?
Rik meaurement v rik management - Cae Stud: Goldman Sach Manage Suprime Rik, 2007
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MODULE 2: TAXONOMY OF RISKS


Market rik
Credit rik
Operational Rik
Liquidit rik - Cae Stud: Northern Rock Liquidit Rik, 2007
Stemic rik
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MODULE 3: MONEY AND CAPITAL MARKETS: PARTICIPANTS AND


REGULATORS
Mone and capital market
US Federal and State regulator tructure
Foreign regulator tructure - United Kingdom & uropean Union
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MODULE 4: CONCEPTS IN RISK MANAGEMENT


Rik factor
Rik meaure - Value at rik (VaR), xpected hortfall (S) or Conditional VaR (CVaR), Coherence of rik
meaure
Scenario anali and tre teting
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MODULE 1: RISK BY ASSET CLASS


quit - Idioncratic v tematic rik, Impact of correlation on portfolio rik, eta
Fixed Income - ond price and ield, Duration and Convexit
Derivative - Forward and Future, Option, Greek
Credit - Rating agencie, Default proailitie, Credit pread
Foreign xchange - Spot and Forward Rate, Covered aritrage
Commoditie - Spot and Forward price
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MODULE 2: PORTFOLIO RISK MEASUREMENT


The role of correlation in portfolio rik
Meauring rik with hitorical data
Meauring rik with model
Application: Market rik meaurement for an equit portfolio
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MODULE 3: RISK REPORTING


Structure of a rik report - Rik rik factor, Rik uine unit, Component rik v overall rik, Comparing
P/L, VaR and S
Cae Stud: Deutche ank Annual Rik Report
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MODULE 1: RISK MANAGEMENT TOOLS AND PRACTICES


Rik management tool - Index future, quit wap, Option
xpoure and lo limit
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MODULE 2: ASSET-LIABILITY MANAGEMENT


ALM governance
Interet rate rik on the alance heet - Funding / rate gap, Duration gap, alance heet immunization
Liquidit rik on the alance heet
Credit rik on the alance heet
Market value of equit at rik
Securitization: An ALM tool
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MODULE 3: OPERATIONAL RISK AND INTEGRATED RISK


MANAGEMENT
What i operational rik? - Internal fraud, xternal fraud, mploment practice, Oligation to client
xample of operational rik failure - Rogue Trading: Allied Irih ank, 2002, Cutomer uine: nron,
2001, Rogue Trading at Societe Generale, 2008)
Operational Value at Rik
Integrated rik management - conomic capital, rik capital and regulator capital
Rik Governance: et practice
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MODULE 1: RISK REGULATION


Wh regulation? - Stemic Rik, A rief hitor of regulation
Impact of the uprime crii on regulation
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MODULE 2: THE BASEL CAPITAL ACCORDS


ael I - 1988 IS Accord, Cooke ratio,1996 Amendment
ael II and Solvenc II - Three pillar of ael II, Credit rik capital under ael II
ael 2.5, ael III and Dodd-Frank
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MODULE 3: OVERVIEW OF REGULATORY REGIMES


US Federal and State regulator
Financial regulation in the United Kingdom, uropean Union and Aia
Regulation in emerging economie
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MODULE 1: STRESS TESTING


Scenario anali: Hitorical v hpothetical
Algorithmic / mechanical tre tet - Factor puh, Maximum lo
Hitor of tre teting at financial intitution
Revere tre teting
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MODULE 2: US REGULATORY STRESS TESTS


2009 Supervior Capital Aement Program (SCAP)
Dodd-Frank Act Stre Tet (DFAST) and Federal Reerve Comprehenive Capital Anali and Review
(CCAR) - Methodolog, Scenario, Appling cenario from cenario to the capital ratio, Scope of work,
Implication for capital and the uine model of a financial intermediar
Critique: Do the CCAR/DFAST tre tet reduce rik?
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MODULE 3: REGULATORY STRESS TESTING IN OTHER


JURISDICTIONS
UK: ank of ngland (PRA) tre tet
U: uropean anking Authorit (A) tre tet
Japan, Hong Kong, Sweden, Ireland
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MODULE 4: DESK READY SKILLS KNOWLEDGE CHECK


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AOUT NYIF

90+ ear of eential education


for finance profeional delivered
leading indutr expert

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New York, NY 10038
+1 347 842 2501

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