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A Complete Course in Risk Management

Publication date :	2009 - 09 - 15
Education center :	The Kellogg School of Management
Type :	Specialised course
Location :	Chicago (Illinois)
Specialism :	Risk Management
Format :	On-site
Timetable :	All day
Language :	English
Description : July 16 -22, 2012 The Kellogg School of Management Chicago Campus This course is designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. PRMIA and Kellogg’s Zell Center for Risk Research jointly offer this intensive classroom-based educational program featuring top faculty of Kellogg School of Management. What You Will Learn • The essential foundations of risk measurement • Portfolio analytics and portfolio theory • Term structure of interest rates • How to price a bond • Pricing futures, forwards, options and swaps • Essentials of credit derivatives • Overview of OTC and exchange-traded markets • Risk measures in fixed income and portfolios • Value at Risk techniques – Analytic, Historical and Monte Carlo • Stress testing and backtesting techniques • Credit analysis, credit scoring and internal models • An overview of popular public credit risk models • Current best practices in Operational Risk • Capital allocation – regulatory and economic • Introduction to RAROC and RAPM • Current governance best practices • What went wrong in famous case studies and how to avoid repeating the mistakes

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