Risk Management Module
The training looks at Market Risk Management and Credit Risk Mangement in practice for Banks and non-banks, within the regulatory and corporate environment.
Regulatory and Corporate Environment
Structure and Risk Management in Banks
Structure and Risk Management in non-financial firms
Basel II Capital Requirements
Market Risk; Value at Risk, Interest Rate Risk(PV01,CS01)
Risk Sensitivities of Cash Products
Risk Sensitivities of Derivative Products
Black & Scholes, Delta, Gamma, Theta, Vega and Rho
Credit Risk; Probability of Default, Recovery Rate, Exposure at Default, Loss Given Default, Correlation
Credit Migration; Internal and External Ratings
Operational Risk
Liquidity Risk
Model Risk
Legal Risk
Financial Products used for Hedging
How trader manage their exposures
Risk Reports
Stress Testing and Scenario Analysis
Simulation Methods