About this class
The course introduces the main tools for assessing market, credit and counterparty risk in accordance to the current regulation framework. Prudent valuation principles and practice are also discussed. A special focus will be given to the necessary instruments used by Investment Bank Risk Manager during ordinary and extraordinary activities in the typically Market Risk Department to measure and understand the market risks associated to investments and trading positions. Being the course  operationally oriented, attendance is strongly suggested.
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Learning Material
Title
Volume
Introduction to Quantitative Risk Management
5.89 MB
<p>Constitutional Law</p>
Probability and Statistics for Risk Analysis
5.89 MB
<p>Contract Law</p>
Financial Markets and Instruments
5.89 MB
<p>Financial Markets and Instruments</p>
Risk Measurement and Aggregation
5.89 MB
<p>Risk Measurement and Aggregation</p>
Value-at-Risk (VaR)
5.89 MB
<p>Value-at-Risk (VaR)</p>
Credit Risk Modeling
5.89 MB
<p>Credit Risk Modeling</p>
Operational Risk Management
5.89 MB
<p>Operational Risk Management</p>
Stress Testing and Scenario Analysis
5.89 MB
<p>Stress Testing and Scenario Analysis</p>
Quantitative Risk Management
1.39 MB
<p>ï‚© calculate the market risk measures for complex portfolios, including equities, equity derivatives and bonds: this calculation will be performed automatically implementing VBA code within Microsoft Excel</p>
Exams
Title
Min
Grade
Attempts
Status
Quantitative Risk Management
0
Questions, 90
Min
50/0
0/1
-
Certificates
Title
Min
Grade
Quantitative Risk Management
50/0
0
0 Reviews
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