Financial Risk: Meaning, Measuring & Managing Risk
Course
In Jamshedpur
Description
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Type
Course
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Location
Jamshedpur
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Duration
5 Days
It will cover measurement techniques for different types of financial contracts and investment portfolios: fixed income, equity and foreign currency.
Facilities
Location
Start date
Start date
About this course
Finance professionals and consultants, commercial bankers, executives in finance companies, executive of stock exchanges, executives of mutual funds and treasury executives of the corporate sector, investment professionals dealing with bond investments and their risk management and finance executives of private and public sector companies managing fund rising.
Reviews
Course programme
Methodology
Lectures, case studies, and extensive calculations of bond mathematics using Microsoft excel.
Programme Contents
Defining the world of risk
Basic financial risk mathematics
Introduction to probability
Measuring volatility, SD, ARCH, GARCH
Measuring volatility with implied volatility
Risk in bonds: duration and convexity measures
Parametric value at risk (VaR) measures
Monte Carlo & historical simulations
FX risk analysis & rupee hedging options
Commodity price risk management
Interest rate swaps and options
Currency Swaps, options, Futures
Credit risk measurement, Credit Metrics
Asset- Liability management in banks
Basel II and Bank Capital Management
Operational risk management and control
Using Microsoft excel to measure risk
Cases in financial risk (LTCM, Lehman Brothers, etc.)
Financial Risk: Meaning, Measuring & Managing Risk