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A Complete Course in Risk Management

Publication date :	2009 - 09 - 15
Education center :	University College London
Type :	Specialised course
Location :	London (London)
Specialism :	Risk Management
Format :	On-site
Timetable :	All day
Language :	English
Description : 6-10 February, 2012 This intensive one-week 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 UCL jointly offer this classroom-based educational program featuring top faculty and practitioners. This course is designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. New in 2012: One day specifically dedicated to non-financial industry risk. 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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