The certification program is delivered as e-learning through our digital learning platform. The program combines narrated presentations, videos with whiteboard explanations, Excel exercises, quizzes and reading materials, allowing you to learn at your own pace – whenever and wherever it suits you.
You should allow approximately two working days for each module, including assignments and the exam – a total of approximately six working days. The program includes six months’ access.
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
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
The program requires an introductory understanding of risks in the financial industry.
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 also works as an external lecturer at CBS (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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