Certified Risk Manager – Online Education

Course description

This certification program is relevant for people working with risk management, risk control, internal audit, financial authorities or similar. The education 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.

This course is also offered as a physical course. Read more.

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.

Course content

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
The Greeks
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
KMV Moody’s
CreditMetrics
Counterparty Risk
CVA, DVA, FVA and BCVA
Stresstesting

Module 3 Operational Risk and Liquidity Risk

Operational Risk Management
Framework for Operational Risk Management
Key Risk Indicators
Heat Maps
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
Gap analysis
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 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
– Analysts
– Consultants
– Compliance
– Treasurers
– Regulators
– Operations
– Account Managers

Prerequisites

The education requires an introductory understanding of risks in the financial industry.

Language

English

Level

Intermediate

Duration

6 days

Price

EUR 3900

We offer

  • Pedagogical instructor with practical experience
  • Instructor with extensive theoretical knowledge
  • Tools you can directly apply in your daily work
  • Course material reflecting current and future legislation
  • Final exam and certificate of completion

The online course gives you

  • E-learning available 24/7
  • Full flexibility and control over your learning path
  • Possible to ask questions (answers within 24 hours)
  • Training on computer or mobile phone

Reviews of this course (1)

06 Jan 2022

Credit Risk - Measurement and Management - Online Course

While my intention was to participate in person, this was sadly not permitted by my employer due to pandemics travel restrictions. But what I got at the end, was likely the best online course I have ever taken, nicely presented with clear narrative and examples. Thumbs up for Jorgen, keep the good work!

As far as the contents are concerned, there were surely applicable chapters, as I deal with PD and LGD models on a daily basis. Despite mostly working with low default portfolios (here is where my questions originate), I found the presented techniques and models interesting and of potential use, and in particular I liked the Excel supplement which finally displayed in practical terms some of the contents I was previously familiar with but never saw a practical example.

Gregor Cigüt

European Investment Bank

Instructor on this course

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

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