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In this course, you will learn:
- How to assess and manage credit risk, interest rate risk, foreign exchange risk, operational risk, off-balance-sheet risk, and other risks in any financial system.
- These risks have grown 'omnipresent' and substantially more complex as a result of globalization and the interconnectivity of banking and financial markets across borders.
- Liquidity and solvency difficulties in financial institutions and markets, and how they might be addressed.
- The framework of asset securitization and credit derivatives, as well as their role in risk management (sometimes augmented) in any financial system.
- How to evaluate, quantify, and analyze the level and degree of financial risk over a set time period utilizing various methods and methodologies such as Value at Risk (VaR), Stress Test, and so on.
- The role of regulatory and monetary policy is to: (a) preserve the stability and durability of any financial system; and (b) mitigate the impact of potential adverse outcomes and contagion effects inherent in any financial crisis, especially when the financial systems are internationally interconnected.
Syllabus:
- Overview of Risk Management
- Credit Risk
- Interest Rate Risk
- Foreign Exchange Risk
- Asset Securitization, CDO & CDS
- BASEL II, BASEL III and Regulation & Monetary Policy
