Risk Management

Risk Management

Enterprise Risk Management- 3 days

This course studies risk management from a holistic perspective for various institutions (i.e.. non-financial and financial). Various risk categories will be considered such as cyber risk, operational risk, market risk, energy risk, technology risk, financial risk, etc. Cases and frameworks will be integrated into the course.

Illustrative Topics:

  • Enterprise Risk Management - Implementing an ERM Program, Governance Structure and Policies, Risk Assessment and Quantification, Risk Monitoring and Reporting
  • Cyber Risk Management – Costs and Preparation, Measurement, Rules and Regulation, Cyber Resilient Organization, Insurance and Security Technology
  • Energy Risk Management – Energy Cycle, Risks in the Cycle, Major Sources of Energy and Markets for Energy Products
  • Information Technology Risk Management – Information Security Risk Management Standards and Methodologies, Identifying Assets and Organization Risk Exposures
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Financial Risk Management- 3 days

The Financial Risk Management course has been offered for several years.

This course focuses on how to use derivative securities to manage financial risks. It includes a discussion of why firms should hedge financial market risk, identification and quantification (modelling) of financial risks; the value-at-risk (Var) and expected shortfall measures of risk; credit risk and capital allocation.

This course studies the way companies, particularly financial institutions, manage risk (e.g.. credit risk, market risk and operational risk). The nature of bank regulation and the Basel capital requirements are examined. Other topics include methods for monitoring volatilises and correlations, the calculation of economic capital, and RAROC.

Some cases will be examined, such as:

  • Finance lab case-simulations (e.g.. Portfolio Management, Futures and Options Trading with a focus on Hedging, and Value-at-Risk – Var)
  • Business case studies (e.g.. Operational Risk, Anti-Money Laundering, Securitization, Credit Risk, etc.)
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