Risk Management Tools and Practices

Payment
Обучение бесплатное
Certificate
Сертификация бесплатная
Duration
2 часа курса
О курсе

This economics and finance course is an introduction to risk management techniques including the use of standard hedging instruments, asset-liability management and integrated risk management.

Upon completion of this course, participants will receive a certificate bearing the New York Institute of Finance (NYIF) name. A NYIF certificate is a valuable addition to your credentials, proving that you have acquired the work-ready skills that employer’s value.

For those who wish to go further, students can enroll in the other four modules to earn the complete Risk Management Professional Certificate, backed by the New York Institute of Finance’s 93-year history. As a final option, students may also opt to sit for the NYIF Certificate of Mastery Exam, resulting in the Risk Management Certificate of Mastery upon successful completion.

Программа
Risk Management Tools and Practices
Learn how to compare and contrast economic capital, risk capital and regulatory capital.
Что Вы изучите?
  • Define the basis and the various sources of basic risk, and explain how basis risks arise when hedging with futures.
  • Define cross hedging and the minimum variance hedge ratio and hedge effectiveness.
  • Define and interpret the optimal number of futures contracts needed to hedge an exposure, including a “tailing the hedge” adjustment.
  • Demonstrate how to use stock market index futures contracts to change a stock portfolio’s beta.
  • Understand covered call and protective put strategies.
  • Understand the purpose and pay-offs of various option spread strategies.
  • Describe the ALM function of a typical commercial bank.
  • Understand balance sheet risks associated with funding gaps and duration gaps.
  • Define, compare and contrast economic capital, risk capital and regulatory capital.
Лекторы
Anton Theunissen
Anton Theunissen
Anton has twelve years of financial services experience and more than 10 years of academic experience, teaching finance, economics and mathematics to graduate and undergraduate students. His research interests include the effects of securitization and rational default behavior on mortgage credit extension.
Платформа
EdX
Эта платформа предоставляет все курсы бесплатно. Авторами выступают топовые университеты и корпорации, которые стараются удерживать стандарты качества. За несоблюдение дедлайнов, невыполнение домашнего задания студенты теряют баллы. Как и в других платформах, лекционные видео чередуются с практическими заданиями. Обучение проводится на английском, китайском, испанском, французском и хинди.
Risk Management Tools and Practices