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Fundamentals of Risk Management

Objectives
Index

In the wake of multiple financial crises, risk management has become essential. Today practically every provider of financial services is concerned about the multitude of risks that it must manage. Understanding the wide range of risks in financial services is no easy task. The main objective of this course is to provide participants with a theoretical and practical foundation in risk management for financial services.

Introduction

Definitions

Evolution of risk management and supervision authorities

Typology of risks

Market risk

Basic components of market risk

– Equity risk
– Interest rates risk
– Exchange rates risk
– Commodities risk

Market risk on derivatives

Credit risk: definitions, examples, measures, elements of management

Liquidity risk: definitions, examples, measures, elements of management

Operational risk: definitions, examples, measures, elements of management

Value at Risk

Definition

Three different approaches

Implementation and back testing

Organisational aspects of risk management

Reporting: Reporting line, examples

Conclusions and bibliography

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