How is the online course conducted?
The course includes:
• A pre-recorded training, where you will get exercises and solutions as part of the training.
• Possibility to ask questions and get answers within 24 hours.
• Final exam and certificate of completion
• Six months access to the course
• 100% self-paced e-learning on demand. You decide when and at what pace you want to take the course.
• A training that is suitable for viewing on both computer and mobile.
You must set aside approx. 2 working days for each module including small assignments and exam. The course takes approx. 6 days in total.
Module 1 Market Risk Measurement and Management
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
Simple, Exponentially Weighted Moving Average and GARCH-volatility
Stresstesting and backtesting
Module 2 Credit Risk Measurement and Management
Credit Risk Modelling
Credit Risk and Capital Requirements
Managing Credit Risk using Credit Derivatives
CVA, DVA, FVA and BCVA
Module 3 Operational Risk and Liquidity Risk
Operational Risk Management
Framework for Operational Risk Management
Key Risk Indicators
Risk Control Self Assessment
Building a Loss Database
Using External Data
Mitigation of Risk
Capital Requirements for Insurance, Pension and Credit Institutions
Liquidity Risk Management
BIS recommendations on Liquidity Risk Management
Net Stable Funding Ratio
Liquidity Coverage Ratio
Liquidity Risk and the Sub Prime Crises
Market Liquidity Risk
The course is relevant to
Anyone wanting a deep as well as 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
– Account Managers