An Advanced Understanding of Financial Risk Management
This 3-day course is ideally suited for an in-depth overview on financial risk management and recommends participants to have some prior knowledge in risk management. Ideally, participants are interested in refreshing and/or further developing their knowledge in risk management and/or have attended our course “The Basics of Financial Risk Management”. It may also serve as a preparation for most parts of the GARP™ Financial Risk Manager (FRM) part II examination.
This course discusses most important concepts and methods to understand and measure financial risk. The course starts with the measurement and management of market risk and credit risk on the single claim as well as on the portfolio level. In the following, financial investments are related to risk management including also complex structures and portfolios. The final part of the course discusses current issues and topics in modern risk management.