Certified Risk Management Associate

Duration : 6 months
Classroom : 7 Days (40 Hrs)
Self-Study Hours : 36:00 Hrs

Course Contents

Overview of Risk Management
Corporate Risk Management
Case Study: Metallgesellschaft
Role of Governance in Risk Management
Case Study: Orange County
Case Study: Riggs Bank
A non-quantitative Guide to Theory of Risk and Return

An Introduction to Financial Markets
Money Markets
Bond Markets
Stock Markets
Foreign Exchange Markets
Futures Markets
Over-the-counter (OTC) Markets
Commodity Markets
Energy Markets

Interest Rate Risk Analysis
Hedging Interest Rate Risk
Overview of Market Risk Management Value at Risk

Stress Testing, Scenarios & Other Market
Risk Measures

Case Study: LTCM
Case Study: California Power Crisis
Asset Liability Management
Case Study: US S&L
Crisis Case Study: Continental / Penn Square
Retail Credit Risk Management
Case Study: Bankgesellschaft Berlin
Commercial Credit Risk Management
Credit Modeling
Securitization
Credit Derivatives
Case Study: Credit Lyonnais
Operational Risk Management
Case Study: Barings
Case Study: NAB F/X Options
Case Study: Tokyo Stock Exchange Debacle of 2005
Performance Measures
PRMIA Standards of Best Practice, Conduct and Ethics
PRMIA Governance Principles
Case Study: World Com
Case Study: Bankers' Trust
Case Study: Daiwa