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Quick Facts
| Medium Of Instructions | Mode Of Learning | Mode Of Delivery |
|---|---|---|
| English | Self Study, Virtual Classroom, Campus Based/Physical Classroom | Video and Text Based |
Courses and Certificate Fees
| Certificate Availability | Certificate Providing Authority |
|---|---|
| yes | IIM Indore |
The Syllabus
- Understanding the Contours of Uncertainty, Risk, and Complexity
- Approaches Towards Risk Management: Theory and Practice
- Risk Management Framework for Financial Institutes: The Philosophy and Contours of Basel Framework and Beyond
- Enterprise Risk Management: A Holistic Risk Management Framework for Non-financial Firms
- Complexity Science and the Emergence of a New Paradigm of Risk Management
- Sample and Population Statistics
- Statistical Inference and Hypothesis Testing
- Measure of Dependence (Correlations)
- Linear Single and Multiple Regressions
- Time Series Analysis and Forecasting
- Application of Quantitative Analysis using R and Python
- Application of Machine Learning for Risk Management
- Structure and Functions of Financial Institutions
- Financial Statement Analysis and Bank Valuation
- Understanding Risk in the Financial Institutions
- Risk in the Equity and Bond Markets
- Futures and Hedging Strategies
- Options and Hedging Strategies
- Interest Rate Futures and Hedging Strategies
- Options Greek
- Valuing a Fixed Income Security: The Relationship Between the Interest Rate and the Price of a Debt Asset
- Understanding and Predicting the Yield Curve
- The Fixed Income Portfolio Strategies and the Interest Rate: Sources of Interest Rate Risk Affecting the Fixed Income Portfolio
- Duration, Convexity, and Single Factor Risk Management
- Immunisation and Other Passive Portfolio Management Strategies
- Using Market-based Risk Hedging: Interest Rate Futures and Interest Rate Swaps
- Introduction to Simulation in Financial Decisions
- Analysing NPV under Uncertainty
- Cash Balance Analysis and Investment Modelling
- Revenue Management using Simulation
- Short- and Long-Run Relationship and Their Assessment
- Assessment of Volatility Model
- Analysis of Value-at-Risk and Expected Shortfall
- Portfolio Management
- The Nature of Credit Risk: The Challenges and Peculiarity of Managing Credit Risk
- Credit Default Swap
- Asset-backed Securities
- Structural Models for Credit Risk (Merton, KMV)
- LGD Estimations: LGD Model and Its Applications
- Exposure of Default-EADF Modelling
- Liquidity Risk, Principles, and Metrics
- Liquidity Adjusted Value-at-Risk under Normal and Stressed Market
- Cash Flow Modelling, Liquidity Stress Testing
Instructors
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6 Jul'23, 07:27 AM
21 Jun'23, 12:18 PM
13 Jun'23, 09:54 AM
4 Apr'23, 11:39 AM
27 Mar'23, 07:53 AM
22 Mar'23, 12:57 PM
22 Mar'23, 11:00 AM
1 Sep'23, 12:44 PM
1 Sep'23, 12:27 PM
1 Sep'23, 12:02 PM
1 Sep'23, 11:26 AM
1 Sep'23, 09:57 AM
1 Sep'23, 08:48 AM
1 Sep'23, 07:11 AM
31 Aug'23, 02:07 PM
31 Aug'23, 12:10 PM
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