Professional Financial Risk Management
24 Nov. to 28 Nov.
06:00 PM to 10:00 PM
Be Professional to manage Financial Risk
5 Days Intensive Course in … Professional Financial Risk Management Course Duration 20 Hours – 5 Days – (4 Hours / Day). Course Detailed Outline Understanding Bank Financial Statements from Risk Management Prospective Overview of Financial Crisis, Lessons learned and impact on Kuwait Overview of Risk Management Structure. Overview Risk Classification Approaches Financial derivative in Risk Management Most used Quantitative Methods for Risk Management - Returns Attribution and Measuring - Detecting Overestimating IRR - Data Gathering and Sample Selection - Measuring and Modeling Assets prices Volatilities - Selecting Volatility Measures - Common Return Distributions in Risk Modeling - Confidence level and Fat Tail detecting for Hidden Risk - Frequency Distribution for Modeling Probabilities - Risk Adjusted Return Measures - Measuring Portfolio Risk and Returns - Modeling Beta, Covariance and Correlation - Excel Applications
Value at Risk Approaches - Historical Simulation Methods - Analytical VAR - Monte Carlo VAR
Foreign Currency Risk - Relevant Economic Factors - Value at Risk - Mitigation Techniques
Interest Rate Risk Management - Relevant Economic Factors - Measuring and Modeling - Value at Risk for Fixed Income Instruments - Mitigation Techniques.
Investment Risk Management - Investment classification (Equity, RE, FI, Funds, Private Equity and VC) - Relevant Risk factor per Class - Investment Performance and Economic Cycle - Measuring and Modeling Risk Adjusted Return - Value at Risk for Listed and Unlisted Equity Investment - Assets Allocation and Capital Market Expectations
Liquidity Risk Management - Market Liquidity Risk - Funding Liquidity Risk - Liquidity Coverage Ratio (LCR) - Net Stable Funding Ratio (NFSR) - Measuring Liquidity Risk: LAR, SAR, Skewness and Kurtosis - Risk Mitigation Techniques
Review of Basel 2 and Basel 3