Foundations of Risk Management - Online

A robust and pervasive risk culture throughout an organization is essential and is perhaps the most fundamental tool for effective risk management. It is vital for an organization today, especially given the recent events in the market, to ensure all employees have a clear understanding of their responsibilities with regard to the management of risks assumed by their firm.

This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Access is for 91 days.

Available TodayOnlineUSD$100
Instructional Method:
Self-Study
Level: Intermediate

CEU CREDITS
9
Those interested in sitting for the Financial Risk Manager (FRM®) Exam.
  • eFRM Coach: Quantitative Analysis - Online
  • eFRM Coach: Financial Markets and Products - Online
  • eFRM Coach: Valuation and Risk Models - Online
    • Overview of Risk Management
    Topics covered include:
    • Concept of risk
    • Risk management process
    • Determination of business objectives
    • Identification of risks
    • Measurement of risk
    • Approaches to manage risks
    Duration: 1 hour

    Classification of Risks
    After completing this module, you will be able to:
    • Define the main types of risk classes that banks face and have to cope with
    • Describe the salient characteristics of the main risk classes
    • Explain the fundamental concepts of each of the risk classes
    Duration: 1 hour

    Capital Allocation
    After completing this module, students will be able to
    • List the benefits of portfolio diversification
    • Explain 'mean-variance' criteria
    • Describe the concept of CML
    • Explain the separation principle
    Duration: 1 hour

    CAPM and Multifactor models
    After completing this module, students will be able to
    • Identify relationship between risk and return in respect to efficient portfolios and inefficient portfolios or an individual security
    • Explain the impact of diversification
    • Explain the concept of SML
    • Describe different performance measures
    Duration: 1 hour

    Case Study - Metallgesellschaft
    Topics covered include:
    • The background of the Metallgesellschaft case study
    • Investment deals that led to its liquidity crisis
    • The strategies adopted by Metallgesellschaft
    • Key lessons to be learned from the case
    Duration: 2 hours

    Case Study - Sumitomo
    Topics covered include:
    • Yasuo Hamanaka's role in the Sumitomo debacle
    • How the copper market was manipulated
    • Lessons learned from the case study
    Duration: 1 hour

    Case Study LTCM
    Topics covered include:
    • Details of the Long-Term Capital Management Case
    • The lessons of risk management to be learned from LTCM
    • The corrective measures and recommendations of CPRMG and the Basel Committee
    Duration: 1 hour

    Case Study - Barings Bank
    Topics covered include:
    • The use of unsound practices and improper structure that brought down Barings Bank
    • The mechanics - both reported and unreported - of rogue trader Nick Leeson's trading operations on SIMEX and OSE
    • The huge losses the Kobe earthquake caused to Leeson's reported and unreported operations on SIMEX and OSE
    • How, with the application of VaR measurement methodology, the crisis could have been averted
    Duration: 1 hour

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