Course Details

Learn to implement and evaluate risk management plans for organisations. Development, implementation and evaluation of a risk management plan for the organisation are an integral part of its strategic plan. It incorporates an assessment of potential risks facing the organisation and the development of plans to mitigate risk situations through elimination, isolation and protection.

Upon completion of this program, the participants will be able to

• Understand the trade-off between risk and return, the construction of efficient portfolios, fundamental asset pricing models, and enterprise risk management frameworks
• Know about different financial products and the markets in which they trade
• Learn valuation techniques and risk models including coverage of basic bond valuation
• Understand the basic probability and statistics, regression and time series analysis, and various quantitative techniques useful in risk management such as Monte Carlo methods and volatility forecasting models.

The program structure provided here are as follows:

1. Foundations of Risk Management

• Introduction to financial risk management
• Risk management process
• Value at risk and risk adjusted return on capital
• Risk management tools
• Extreme market movements
• Markowitz portfolio theory
• CAPM or apt
• Performance management
• Case studies

2. Quantitative Analysis

• Quantitative analysis
• Probability basics
• Moment of statistical distribution
• Hypothesis testing
• Chi square and f test
• Covariance and correlation
• Regression analysis
• Explained and unexplained variation
• Residual analysis
• Estimating volatilities and correlation
• Monte Carlo simulation
• Quantitative analysis

3. Financial Markets and Products

• Quantitative analysis
• Probability basics
• Moment of statistical distribution
• Hypothesis testing
• Chi square and f test
• Covariance and correlation
• Regression analysis
• Explained and unexplained variation
• Residual analysis
• Estimating volatilities and correlation
• Monte Carlo simulation
• Quantitative analysis

4. Valuation and Risk Models

• Valuation and Risk Models
• Option Greeks Delta
• Option Greeks Gama
• Option Greeks Theta
• Option Greeks Vega
• Option Greeks Rho
• Bond valuation duration and convexity