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Risk Bootcamp
Course
In London ()
Description
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Type
Course
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Duration
5 Days
The Risk Bootcamp offers intensive instruction over a period of one week, covering all the main concepts within the Professional Risk Manager (PRM (tm)) exam in less details than a full-time course. This study option is suitable for delegates with a good previous knowledge of Finance Theory, Markets, Instruments and Risk Management and who need to cover the main elements of the PRM syllabus, possi. Suitable for: Risk Managers, Traders, Risk Analysts, Portfolio Analysts
Reviews
Course programme
Complimentary e-learning module Other Extras
- Printed lecture notes - bound and in full colour
- Be prepared to take the PRM examination
- Understand Operational Risk
- Understand Credit Risk
- Understand Market Risk
- Understand Financial Instruments
- Understand Mathematics for Risk Management
- Understand Finance Theory
- Understand Financial Markets
- Risk and Risk Aversion
- Portfolio Mathematics
- Capital Allocation
- CAPM and Capital Structure
- Term Structure of Interest Rates
- Futures and Forwards
- Basic Principles of Option Pricing
- Credit Derivatives
- Characteristics of Bonds, Money Markets
- Bonds, Swaps, Caps, Floors
- Stock Markets
- Futures Markets
- Forex, Commodity
- Probability and Risk
- Calculus
- Linear Mathematics and Matrix Algebra
- Regression
- Numerical Methods
- Capital allocation and risk adjusted performance
- Market risk management
- Value at risk models
- Advances in VaR models
- Stress testing and scenario
- Analysis of Portfolios
- Credit risk management
- Foundations of credit risk modelling
- Credit exposure
- Default & credit mitigation
- Portfolio models of credit loss
- Credit risk economics and regulatory capital calculation
- Operational risk management
- Statistical models for operational risk assessment
- PRIMA Bylaws & Standards, LTCM
- Barings
- Metallgesellshchaft
Risk Bootcamp