Certified Risk Manager – Education in Stockholm

This certification program will provide you with a broad and deep understanding of the various risk management techniques employed in financial institutions. You will learn how to measure and manage market risk, credit risk, liquidity risk and operational risk. The education consists of three modules. After the final module you can take an exam and thereby become a Certified Risk Manager.
Financial education by Financial Training Partner

Course description

Module 1 Market Risk Measurement and Management
April 4-5, 2019

Fundamental Review of the Trading Book
Value at Risk
Delta Normal Approach
Historical Simulation-based VaR
Delta VaR, Component VaR and Incremental VaR
Duration and Key Rate Duration
Capital Requirements for Market Risk
The Greeks
Simple, Exponentially Weighted Moving Average and GARCH-volatility
Stresstesting and backtesting

Module 2 Credit Risk Measurement and Management
May 6-7, 2019

Credit Risk Modelling
Credit Risk and Capital Requirements
Managing Credit Risk using Credit Derivatives
KMV Moody’s
CreditMetrics
CreditRisk +
Counterparty Risk
CVA, DVA, FVA and BCVA
Stresstesting

Module 3 Operational Risk and Liquidity Risk
June 4-5, 2019

Operational Risk Management
Framework for Operational Risk Management
Key Risk Indicators
Heat Maps
Operational Risk Self Assessment (ORSA)
Building a Loss Database
Using External Data
Mitigation of Risk
Capital Requirements for Operational Risk (Basic Indicator, Standard Method and AMA)

Liquidity Risk Management
BIS recommendations on Liquidity Risk Management
Gap analysis
Additional Liquidity Monitoring Metrics
Net Stable Funding Ratio
Liquidity Coverage Ratio
Funding analysis
Stresstesting
Liquidity Risk and the Sub Prime Crises
Market Liquidity Risk

The course is relevant to

Anyone wanting to a deep as well as a broad knowledge of how to measure and manage risk in a financial institution; among others:

- Risk Managers
- Internal Auditors
- Financial Authorities
- Middle Office Employees
- Back Office Employees
- Analysts
- Consultants
- Compliance
- Treasurers
- Regulators
- Operations
- Account Managers


Course Prerequisites

The education requires an introductory understanding of risks in the financial industry. You will be asked to read relevant literature and solve exercises in between the modules. After the final module there will be an exam.


Speaker

Jørgen Just Andresen

Programme

Date 4 Apr 2019 - 5 Jun 2019
Course days 6
Location Stockholm
Language English
Level Intermediate
Price 40.000 SEK. The price includes course material, lunch, refreshments, exercises in between modules, reading material and exam.