# Advanced Risk Management Tools and Concepts

## How long?

• 2 days
• in person, online

New York Institute of Finance

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## Essentials

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## Full

• How many participants were promoted within three years after graduation?
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• What do past participants have to say about the course?
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Individual needs analysis
Order for \$ 49.00

## Who should attend

• Risk managers
• risk analysts
• treasury analysts
• regulators auditors and controllers

This course is an in-depth survey of risk management concepts and tools, and the underlying mathematical and statistical techniques.

This course is a component of: Advanced Risk Management Professional Certificate

Prerequisite knowledge:

• Fixed income arithmetic
• Elementary differential calculus
• Basic probability and statistics

*CURRICULUM *

Day 1

MODULE 1: INTRODUCTION

• Why risk management?
• Risk assessment vs. risk management
• Taxonomy of Risks

MODULE 2: REVIEW OF QUANTITATIVE TOOLS

• Elements of differential and integral calculus
• Linear algebra
• Concepts in probability
• Basic statistics
• Introduction to stochastic processes

Day 2

MODULE 1: CONCEPTS IN RISK MANAGEMENT

• Risk factors and profit-loss distributions
• Risk Measures: Lower partial moments, Value at Risk, Expected Shortfall, etc.
• Scenario analysis
• Stress testing
• Coherent risk measures

MODULE 2: MODEL RISK

• Sources of Model Risk
• Back testing VaR models
• Additional tests for parametric VaR models (QQ plots, etc.)

WHAT YOU'LL LEARN

• Understand and apply the quantitative techniques employed to construct risk models
• Be able to compute standard risk measures (VaR, CVaR, etc.) for multi-asset class portfolios using parametric and empirical approaches
• Understand the strengths and weaknesses of a variety of backtests for risk models

Advanced Risk Management Tools and Concepts at New York Institute of Finance

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## Thank you for your application

We will contact the provider to ensure that seats are available and, if there is an admissions process, that you satisfy any requirements or prerequisites.

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### Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.

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