IIM Kashipur - IIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02 offered by TimesPro
- Private Institute
- Estd. 2013
IIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02 at TimesPro Overview
Duration | 8 months |
Total fee | ₹1.65 Lakh |
Mode of learning | Online-Real Time |
Official Website | Go to Website  |
Credential | Certificate |
IIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02 at TimesPro Highlights
- Earn a certificate after completion of course from IIM Kashipur
- Fee can be paid in installments
- 2 days of campus immersion
IIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02 at TimesPro Course details
Graduates looking for a career in finance and analytics
Working professionals aspiring to grow into senior roles within Risk and Compliance, Risk Consulting, Financial Risk Management, etc.
Finance-based executives like Analysts, Consultants, Risk Managers, Treasurers, Auditors, Investors, Regulators, etc., who are interested in learning practical application of risk measurement techniques
Business unit heads and managers who desire to gain a deeper understanding of Financial Risk Management
Business analysts who are involved in doing quantitative risk measurement
RBI and bank professionals
Understand the basics of risk estimation, portfolio analysis, and financial derivatives
Learn how to quantify financial risk as a number with the perspective of measuring it
Comprehend what Is Value-at-Risk (VaR) and Expected Shortfall (ES)
Learn how to estimate VaR and ES (using Historical Simulation, Monte Carlo Simulation, GARCH, EGARCH, GJR-GARCH and other GARCH family models, range-based models, and Extreme Value Theory) of a single asset, portfolio, and single asset influenced by many factors using various tools
Understand the basics and implementation of estimating VaR for fixed income security, financial derivatives (options), and from the perspective of credit risk measurement and operational risk
Know how to measure credit risk
Apprehend the probability of default/expected default frequency and how to estimate it
Learn aggregate loss distribution/loss distribution approach and liquidity risk
Introducing the Executive Development Programme in Applied Financial Risk Analytics by IIM Kashipur, your gateway to exploring unparalleled opportunities in the world of finance
Equip yourself with training in cutting-edge tools that quantify market, credit, and operational risks
Experience a hands-on approach with real market data, guided by industry practitioners who provide a practitioner's perspective on risk measurement. applied financial risk management IIM Kashipur programme strikes the perfect balance between theory, practical application, and institutional insights
Class Timings:
Saturday: 09:00 a.m. to 12:00 p.m.
IIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02 at TimesPro Curriculum
Basics
Basics of Financial Risk Management
Risk and Return, Volatility, Correlation, Covariance
Fundamentals of Bond, Duration, Convexity
Basics of Portfolio Analysis
Systematic Risk Estimation
Basics of Statistics and Probability Theory (as required for the course)
Financial Derivatives
Forwards and Futures, Hedging, Strip Hedging, Stack & Roll Hedging, Mark to Market, Pricing of Futures/Forwards Using No Arbitrage Argument, Cross Hedging, Basic Risk
Options (Call & Put), Hedging Using Options, Option Pricing, Implied Volatility, Volatility Smile, Option Greeks, Delta Hedging, Delta-Gamma Hedging
Interest Rate Derivatives (FRA, Swaps, Overnight Indexed Swaps, Currency Swaps)
Credit Derivatives
Market Risk Analysis
Market Risk Analysis for Single Asset: Non-parametric and Parametric Approaches to Estimate VaR and Expected Shortfall
Historical Simulation, Monte Carlo Simulation, Simple Variance-based Approach, Risk Metrics, GARCH, EGARCH, GJR-GARCH Models, Extreme Value Theory
VaR Evaluation: Back testing
Market Risk Analysis for Portfolio:
Standard Covariance/Correlation Approach, Risk Metrics, Multivariate GARCH Model, Monte Carlo Simulation for the Portfolio
VaR Evaluation
Market Risk Analysis of Fixed Income Securities and Options
VaR of Fixed Income Portfolio: Duration-based Partial Revaluation Approach (Historical Simulation), Cash Flow Mapping
VaR of Options: Monte Carlo Simulation, Delta Approximation, Delta-Gamma Approximation
Credit Risk Analysis
Introduction to Credit Risk
Default Risk, Estimation of Default Probabilities, Agency Ratings
Credit Scoring and Internal Rating Models Including Credit Scoring for Private Firms, Non-manufacturing Firms, Emerging Markets Firm
Behavioural Scoring
Loan Default Prediction (Logistic Regression, Probit, Complementary Log-log, Decision Tree)
Through the Cycle (TTC), Point in Time (PIT)
Credit Metrics (VaR Estimation for Non-tradable Loan/Bond Portfolio)
Structural Models for Estimating Probability of Default and Distance to Default (Merton, KMV)
Reduced Form Model
Loss Given Default (LGD), Exposure at Default (EAD)
Expected Credit Loss, Unexpected Credit Loss, VaR, Economic Capital
Operational and Liquidity Risk Analysis, Asset Liability Management in Banks, and Others
Introduction to Operational Risk with Evidence of Operational Failures
Estimating VaR for Operational Risk (Aggregate Loss Distribution/LDA) using Monte Carlo Simulation
Liquidity Adjusted VaR Under Normal and Stressed Market
Stress Testing, RAROC
Asset Liability Management in Banks (NII and Duration GAP Analysis in Banks)
IIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02 at TimesPro Placements
Top Recruiters for TimesProIIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02 at TimesPro Entry Requirements
- N/A
Candidate completed Bachelor’s Degree or equivalent (10+2+3 or 10+2+4) or Equivalent from a recognised university (UGC/AICTE/DEC/AIU/State Government) in any discipline are eligible
- N/A
Candidates completed Master’s Degree or equivalent from a recognised university (UGC/AICTE/DEC/AIU/State Government) in any discipline
- Minimum: 24 months
2 years of work experience is preferable after completion of the qualifying education
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IIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02 at TimesPro Contact Information
18th floor, F Wing, Lotus Corporate Park, Off Western Express Highway
Mumbai ( Maharashtra)