Risk Management for the Debt & Equity Markets
Learn to measure and manage financial risk from traditional and complex approaches, as well as the use of derivatives in risk management.
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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.
Module 1: Measuring Financial Risk
- Interest rate and yield curve risks
- Price value of a basis point (DV01)
- Duration
- Convexity
Module 2: Equity Risks
- Variance
- Covariance
- Correlation
- Beta
- Value-at-risk
- Variance-Covariance
- Delta-Gamma adjustments
- Historical simulation
- Monte-Carlo simulation
Module 1: Approaches to Financial Risk Management
- Traditional approaches to financial risk management
- Immunizations
- Risk limits
- Internal controls
- Natural hedges in portfolios
Module 2: Using Derivatives to Manage Financial Risks
- Forwards
- Futures
- Swaps
- Options
- Using exotics and other structures
Module 3: Asset Liability Management
- Maturity-Matching
- Gap
- Duration