Risk Bootcamp

In addition to your class tuition and study materials, you will receive the following:


Complimentary e-learning module
Other Extras

• Printed lecture notes - bound and in full colour

Level: Intermediate


Synopsis:
The Risk Bootcamp offers intensive instruction over a period of one week, covering all the main concepts within the Professional Risk Manager (PRM) 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, possibly in preparation for the PRM examinations.


At the end of the course participants will be able to: 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 .


Prerequisites:
Good previous knowledge of Finance Theory, Markets, Instruments and Risk Management


Suitable For:
Risk Managers, Traders, Risk Analysts, Portfolio Analysts


Part 1

• 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

Part 2

• Probability and Risk
• Calculus
• Linear Mathematics and Matrix Algebra
• Regression
• Numerical Methods

Part 3

• 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

Part 4

• PRIMA Bylaws & Standards, LTCM
• Barings
• Metallgesellshchaft
• Group of 30 study