Risk Management Training

Other Course Sectors

Available Courses:

Advanced Risk Management
Asset & Liability Management
Bank Credit Analysis
Credit Risk
Credit Risk Modelling
Fundamentals Of Risk Management
Integrating Enterprise-Wide Risk
Interest Rate Models
Liquidity Risk
Market Risk
Mastering Interest Rate Risk Management
Mastering Model Risk and Stress Testing
Operational Risk
Quantitative Value-At-Risk Analysis
Risk Management in Electricity Trading
Risk Management In Gas Trading
School Of Risk Management
Treasury Risk Management
Understanding Basel II And Economic Capital

Advanced Risk Management - More Details
Master the latest techniques to manage and control credit risk, market risk and derivatives risk
Attend this intensive three-day course and get to grips with: State-of-the-art techiques in market risk measurement Effective VAR measurement and stress testing Market risk management for corporates Different approaches to credit risk modelling Key issues in credit risk exposure management The impact of Basel II Measuring and managing operational risk The key role of liquidity risk The credit crunch and the lessons learned from it

Asset & Liability Management - More Details
By attending this highly intensive, practical programme, you will:
Learn how to assess the strengths and weaknesses in your current Asset and Liability Management process Benefit from practical hands-on training in the very latest best practice risk analysis techniques and strategies Dramatically enhance your practical understanding of strategic balance sheet management issues such as the impact of Basel II and IAS requirements on ALM decision making Appreciate the conflicts that can arise at the ALCO level in the application of both earnings and valuation methodologies to bank balance sheet management Gain a comprehensive understanding of symmetric and asymmetric hedging techniques and develop effective balance sheet hedging strategies banking and credit management

Bank Credit Analysis - More Details
Gain a practical insight into the methodologies used to analyse banks and financial institutions effectively
Assess the credit worthiness of banks in the absence of a formal credit rating Understand the key accounting standards, specifically IFRS Identify key risk areas Provide a framework for analysis Undertake effective financial analysis Use the CAMEL(B) approach as part of the analysis process Identify and analyse key environmental drivers including regulatory issues Identify and analyse the key factors influencing operational dynamics of a bank Undertake a full analysis of a bank, demonstrating an understanding of the full range of analylitical tolls and a capacity to apply them in practice Interpret the key financial ratios Identify the main reasons and warning signs for bank failures

Credit Risk - More Details
Learn the best strategies and techniques for effective credit risk management, including the latest critical regulatory developments
the techniques to effectively manage credit risk in portfolios, loans and instruments the most commonly used models for assessing the credit risk exposure of a single couterparty or of a multiple portfolio an in-depth analysis of portfolio performance and portfolio optimisation securitisation techniques, CDO products and credit derivative instruments and how they are used to mitigate credit exposure and minimise regulatory capital the new regulatory requirements for credit risk and the techniques to successfully implement Basel II real-life case studies and hands-on exercises for practical credit risk assessment

Credit Risk Modelling - More Details
An intensive and highly practical guide to everything you need to know about modelling a credit risk portfolio
A solid grounding in the fundamentals of ratings approaches to default and the changes in credit risk modelling due to the growth of credit derivatives A practical insight into the relationship between traditional approaches to credit risk and credit derivatives A thorough understanding of the key credit derivative products An insight into the rating agency approach to rating CDOs Competence in the latest credit derivative products for modelling credit risk exposure Practical expertise of how to price credit risk through numerous spreadsheet-based examples

Fundamentals Of Risk Management - More Details
Three days of intensive training on all aspects of risk management
Analysing specific risk management frameworks and different types of risk Building awareness of the specific risks such as credit, market and operational Exploring the main risk measurement and management tools Understanding how risk standards are developed and identifying key criteria for implementing effective risk controls, procedures and regulatory processes

Integrating Enterprise-Wide Risk - More Details
Develop an enterprise-wide approach to risk management and achieve optimal capital allocation
learn how VaR can be used as a framework to integrate market risk and credit risk understand the requirements for calculating market risk and credit risk gain an insight into the most effective ways of overcoming the barriers to data integration apply RAPM to the integration of market risk and credit risk learn from industry experts how integration works in practice

Interest Rate Models - More Details
Develop, calibrate and validate models to improve your pricing, hedging and position taking
Understanding the different models, including: Cox, Ingersoll & Ross, Heath, Jarrow & Morton, Longstaff & Schwartz, Hull & White Comparing and using interest rate models for pricing and hedging Practical methods of valuing and hedging interest rate products Interest rate modelling: from theory to practice

Liquidity Risk - More Details
Learn the best practice methods to measuring and managing liquidity risk in today’s environment
The effects of liquidity risk on securities pricing and funding The challenges of building a successful framework for liquidity risk management The regulatory requirements for liquidity Effective liquidity stress testing and contingency planning The techniques for modelling liquidity risk within a treasury framework The impact of liquidity in the debacle of LTCM

Market Risk - More Details
A Practitioner's Guide to Model Development
VaR models and how to build them Regulations for risk capital GARCH, EWMA and historical models for volatility and correlation Scenario analysis and stress simulations Non-normal market models and their impact on option pricing models and VaR

Mastering Interest Rate Risk Management - More Details
Practical strategies for pricing and positioning instruments to manage risk and enhance yield in the volatile interest rate environment
Learn how to identify, measure and manage interest rate risk Enhance your product knowledge of interest rate derivatives and learn how to use them in practice Understand the importance of the yield curve in interest rate risk derivative pricing Get to grips with the practicalities and pitfalls of interest rate risk management Learn the best practice methods to use duration and convexity to hedge bond portfolios

Mastering Model Risk and Stress Testing - More Details
An intensive and highly practical guide to everything you need to know about model risk and stress testing
Understand why market risk models have performed so badly recently – and how to improve them See what a derivatives pricing model does and doesn’t tell you and how to control the risks around using one Update yourself on regulatory requirements for market, credit and operational risk stress testing Learn how to manage valuation risk effectively Work through detailed case studies on the use of stress testing to reveal portfolio sensitivities that are concealed by VAR Understand what this means for economic capital calculations

Operational Risk - More Details
Gain unique practical insight into mitigating, reducing and avoiding enterprise-wide operational risk in financial institutions
Identify and define the boundaries of operational risk Understand specific risks in financial institutions and their impact on operational efficiency Examine some of the models Identify solutions and tackle line management, internal control and the effect of human error Implement IT solutions to mitigate operational risk

Quantitative Value-At-Risk Analysis - More Details
Gain an up-to-date working knowledge of all aspects of VaR analysis, including the latest VaR models in theory and practice
Evaluating different models for effective VaR calculation and practical problem solving Assessing the latest improvements to VaR calculations to help develop your knowledge and skills Calibrating and implementing Monte Carlo simulation techniques for improved risk measurement The benefits to be gained from assessing credit risks Using VaR for capital allocation, trading limits and risk control Applying optimal techniques for integrating credit and market risk into VaR Examining the benefits of stress-testing

Risk Management in Electricity Trading - More Details
A highly practical approach to identifying and managing risk exposure in liberalising electricity markets
Use topical situations to illustrate the theories of risk management in electricity trading - a highly practical approach Learn from an electricity expert active in the current UK market who can translate jargon into clear and relevant information Learn how to identify risks and gain a practical approach to mitigating them using current real-life examples Examine the risk implications of the latest regulation in the UK and European markets Get to grips with a number of pricing and risk modelling techniques which will prove invaluable to you in the future

Risk Management In Gas Trading - More Details
State-of-the-art techniques for measuring and managing risk exposure in a liberalised gas market
Understand how price risks arise and how to manage credit risk exposure Estimate volatility and develop forward curves Use Value-at-Risk as a risk management tool Develop your practical knowledge of energy derivative structures and their applications in risk management Effectively hedge with OTC options

School Of Risk Management - More Details
A 5-day residential programme designed to optimise your skills and increase your effectiveness within all aspects of risk management
DAY ONE - TYPES OF RISK AND THEIR IMPORTANCE : Price sensitivities – Internal performance measures – Importance of regulation; MARKET RISK : Factor Sensitivity Analysis – Some elementary statistics DAY TWO - MARKET RISK: Monte Carlo simulation – Market Value-at-Risk – Economic and regulatory capital for market risk DAY THREE - CREDIT RISK: Default risk from a historical / actuarial perspective – Default risk from market prices of securities – Credit risk exposure – Credit derivatives DAY FOUR - CREDIT RISK: Credit risk management; RISK AGGREGATION: Purposes of risk assessment – Uncertainties, errors and omissions in current risk assessment methodologies – Application-orientated global risk assessment models – Risk management DAY FIVE - OPERATIONAL RISK: Identifying operational risk – Measuring operational risk – Economic and regulatory capital for operational risk – Managing operational risk

Treasury Risk Management - More Details
Equip yourself with the skills and knowledge to manage risk, allocate funds effectively and increase shareholder value.
Understand the links between the equity, commodity interest rate and currency risks Gain robust measurement and management techniques to increase cashflow while minimising risk Learn how to identify treasury exposures and to test the effectiveness of hedging strategies Learn how to allocate your resources optimally in the management of upside/downside risks Be able to apply forecasting techniques appropriately to the risk management process

Understanding Basel II And Economic Capital - More Details
Coping with Basel II regulatory constraints and developing internal risk assessment and management methods
Understand how the new regulations will impact on your company's capital requirements Select the appropriate methods for assessing regulatory capital for credit, market and operational risks Complement your risk assessments by developing your own internal economic capital models Recognise how risks interact and develop a framework for evaluating global risks Consider how to determine an optimal capital level and structure for your firm Develop risk-adjusted performance measures, capital allocation and risk management schemes to improve performance