Training Course:Basel 2 and Risk ManagementSchool/Trainer:7city Learning
London, United Kingdom
Course Format: Classroom | E-learning | Virtual Class | Online | On-site | Blended | Self-paced
Course Description:
'' Introduction
Overview of Basel II
Reasons behind the new framework
"Three Pillars" explained
Minimum capital requirements
Supervisory input
Use of Credit Ratings - Standardised vs Internal Approached
Objectives of internal/ Volatility/ Treatment of correlation
Probability & Statistics / Introduction to Value Risk/ Portfolio Risk Measurement
Standard deviation/ correlation and covariance
Capital asset pricing models
Risk Analysis for Treasury Products
Forwards/futures/swaps
Interest Rate Transactions & VaR Implications
Interest rate swaps
Currency swaps
Differential swaps
Swaps decomposition
Applying VaR principles to swap transactions
Portfolio Credit Risk
Credit VaR vs. market VaR
Equity and interest rate VaR
Combination strategies
Spreadsheet analysis - sensitivity
Option Strategies & Measurement of Market Risk / Credit Risk VaR
Default risk
Credit spread risk
Concentration risk
Interest Rate & Fixed Income VaR
Simple vs. compound interest
Continuous compounding and discounting
Application of exponentials and logarithms
Intuitive analysis of Black Scholes and other models
Modelling Credit Default Risk
Individual vs. portfolio risk
Default factors
Relationship between asset prices and credit rating
Marginal risk
Junk bonds vs. risk free bonds
Foreign Exchange Value at Risk
Forward exchange
Future contracts on currencies
Exchange rate currency options
...''
Please go to the school's official website for training price and schedule:
http://www.7city.com/
Phone:+44(0)20 7496 8600
School Address:
4 Chiswell Street
London
EC1Y 4UP
UK
Jobs & Resumes: London
Houses & Roommates: London
Other training courses offered by 7city Learning:
Advanced Certificate in Global Securities Operations
Professional Risk Manager
SII Diploma in Investment Compliance
CFA
Advanced Attribution
Performance Measurement
GIPS
Securities Operations
Fund Administration
Global Custody
Market Risk Management & Controls
Risk Management
Business Writing
Effective Appraisals
Decision Making
Assertiveness
Effective Communication
Effective Delegation
Presentation Skills
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