Risk Capital and Enterprise Risk Management

New York Institute of Finance

ITEM RISK0505

13 Dec 2024 - 13 Dec 2024

09:00 AM - 04:30 PM

$1,395.00

group

In-person (NY Campus)

update

1

language

English

school

Advanced

13 Dec 2024 - 13 Dec 2024

09:00 AM - 04:30 PM

$1,395.00

videocam

Virtual (Full-time)

update

1

language

English

school

Advanced


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17

Risk Capital and Enterprise Risk Management

This course develops quantitative models of risk capital, surveys approaches to integrated risk management and reviews prudential risk regulation.

CPE Credits: 7

This course is a component of:
Advanced Risk Management Professional Certificate

Prerequisite knowledge:

  • Intermediate MS Excel skills (lookup functions, matrix multiplication, etc.)
  • Knowledge of financial instruments (bonds, options, swaps, etc.)
  • Familiarity with basic calculus and statistics (Freshman/Sophomore level)

 

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To make it even easier to learn, you can finance your program through Affirm.

Loans offered through Affirm are available in the U.S. and Canada.

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  • Flexible payments

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Module 1: Risk Capital Allocation

  • Definitions of risk- and economic capital
  • Merton-Perold risk capital
  • Risk capital as a risk management tool
  • Risk budgeting
  • Measures of risk-adjusted returns: RAROC, EVA

Module 2: The Bank Capital Debate

  • Modigliani-Miller and banks
  • Diamond-Rajan argument for financial fragility
  • The Admati-Hellwig argument for more capital
  • Debt overhang

Module 3: Regulatory Capital

  • Motives for prudential risk regulation
  • Systemic risk
  • Evolution of the Basel capital requirements
  • Leverage and liquidity constraints under Basel III

Module 4: Enterprise Risk Management

  • Integrated risk management within financial institutions
  • Aggregating financial and non-financial risks
  • Designing effective risk management frameworks
  • Best practices for risk governance
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Risk Capital and Enterprise Risk Management

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$1,395.00

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