School of Risk Management

IFF

Course

In London

£ 4,499 + VAT

Description

  • Type

    Workshop

  • Location

    London

Covering all facets of modern risk management from a practitionerís perspective, this dynamic course will undoubtedly have a profound impact on your performance and your career as a highly sought after risk professional. In todayís increasingly challenging markets, the importance of training becomes ever more significant ñ quite simply, attending this course could mean the difference between success and profound failure.

Facilities

Location

Start date

London
See map
6th Floor, 29 Bressenden Place, SW1E 5DR

Start date

On request

About this course

Covering all aspects of risk management, this course will have a profound impact on your performance in the market and your career as a whole.
The intensive five-day structure allows the inclusion of highly focused case-studies with a deep emphasis on practical applications
It is the only programme of its kind, providing a comprehensive coverage of the tools, techniques and strategies used within market, credit and operational risk
Taught by the world’s leading risk management experts, it will provide you with the chance to learn from some of the best minds in the business
It will provide you with the perfect synergy between theory and real-world application

Dr. Andrew Street was formerly Head of Arbitrage and Head of Equity and Commodity Derivatives at Mitsubishi Finance
Intl (now Bank of Tokyo-Mitsubishi). Before moving to Mitsubishi he was Head of Equity Derivative Trading at Nomura International and Senior Equity Derivatives Trader at Paribas Capital Markets.
Maximilian Hall is Professor of Banking and Financial Regulation at Loughborough University.
Read more about the course leaders in the brochure

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Reviews

Subjects

  • IT risk
  • Management
  • IT Management
  • Operational Risk
  • Management of Risk
  • Performance
  • Credit Derivatives
  • Simulation
  • Credit Risk Management
  • Securities
  • Capital Management
  • Risk
  • Market
  • Credit
  • Market Risk
  • Risk Management
  • Perspective
  • School

Teachers and trainers (2)

Andrew  Street

Andrew Street

Head of Arbitrage and Head of Equity and Commodity Derivatives

Maximilian  Hall

Maximilian Hall

Professor of Banking and Financial Regulation at Loughborough Uni.

Course programme

Agenda Summary
  • Introduction
    • Introduction to the Quantitative Risk Management
    • The Importance of Regulation
  • Regulation
    • The Evolution of the International ‘Rules’ for Bank Capital Adequacy Assessment
    • Implementation of the Basel Capital Accord in Europe
  • Market Risk
    • Market Risk – an Overview
    • Factor Sensitivity Analysis for Measuring Market Risk
    • Monte Carlo Simulation
    • Market Value-at-Risk
    • Additional Risk Measurement Methods
    • Economic and Regulatory Capital for Market Risk
    • Managing Market Risk
  • Credit Risk
    • Introduction to Credit Risk
    • Default Risk from a Historical/Actuarial Perspective
    • Default Risk from Market Prices of Securities
    • Credit Risk Exposure
    • Credit Derivatives
  • Credit Risk; Looking Beyond Credit and Market Risk
    • Credit Risk Management
    • Risk, Capital and Management
    • Other Risk Types
  • Operational Risk & Liquidity Risk
    • Operational Risk
    • Asset and Liability Valuation
    • Liquidity Risk
    • The Future of Risk

School of Risk Management

£ 4,499 + VAT