IIM Kashipur - IIM Kashipur - Executive development program in applied financial risk management
- Offered byNulearn
IIM Kashipur - Executive development program in applied financial risk management at Nulearn Overview
Duration | 5 months |
Total fee | ₹70,000 |
Mode of learning | Online |
Credential | Certificate |
IIM Kashipur - Executive development program in applied financial risk management at Nulearn Highlights
- Earn a certificate of completion from IIM Kashipur
- Fee payment can be done in instalments
- Real life case-based study
- Campus learning at IIM Kashipur at the end of the program
- Attend live sessions by top IIM faculty and renowned industry experts in the field of Finance
IIM Kashipur - Executive development program in applied financial risk management at Nulearn Course details
- For Entrepreneurs/Finance Heads & Leaders, Coordinators and Team Members
- For Graduates looking for a career in Finance and Banking
- For Working professionals in an organization with an acumen and interest in Applied Financial Risk Management
- This course provides training on the usage of tools used in quantification of financial risk (including market risk, credit risk and operational risk) and problems related to financial risk management
- The course is full of hands-on and implementation of tools and techniques using recent market data
- The course will provide the practitioner’s perspective in measuring various kinds of financial risks
- It attempts to strike a balance between institutional details, theoretical foundations, and practical applications
IIM Kashipur - Executive development program in applied financial risk management at Nulearn Curriculum
Financial Risk Management
Basics of Financial Risk Management
Fundamental Probability Theory
Brief Overview of Financial Derivatives
Market Risk Analysis for single asset
Nonparametric and parametric approaches to estimate VaR and Expected shortfall
Historical Simulation
Monte Carlo Simulation
Risk Metrics
GARCH
EGARCH
GJRGARCH and other GARCH family models
Extreme Value Theory
VaR Evaluation: Back testing
Market Risk Analysis
For portfolio and an asset influenced by various factors like Standard Covariance/Correlation approach
Risk Metrics
Monte Carlo Simulation
Multivariate GARCH
VaR of factors
Risk Measurement in Fixed Income Markets
Duration based partial revaluation approach (Historical Simulation), Cash Flow mapping
Credit Risk Measurement
Introduction to credit risk
Default Risk
Managing credit risk
Credit Metrics
Default probabilities
Agency ratings
Credit scoring and Internal rating models
Structural models for credit risk (Merton, KMV), Reduced form models, Logistic model for loan default evaluation
LGD Estimation: LGD model methodologies; Application uses of LGD
Exposure at Default: EAD Modelling
Expected and unexpected credit loss
Operational Risk Measurement
Introduction to operational risk with evidence of operational failures
Estimating VaR for operational risk (Aggregate Loss Distribution/ ) using Monte Carlo Simulation LDA
Operational risk management framework
Operational risk process models Basics of Liquidity Risk: Liquidity Adjusted VaR under normal and stressed market
Asset Liability Management in Banks
IIM Kashipur - Executive development program in applied financial risk management at Nulearn Faculty details
IIM Kashipur - Executive development program in applied financial risk management at Nulearn Entry Requirements
- Education: Graduates from a recognized University in any discipline with Mathematics/Statistics up to 10+2 level
- Experience: Working Professionals with a minimum of 2 years
- Proficiency in English, spoken & written is mandatory
- Not mentioned
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