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XuetangX

Financial Risk Management

Dongbei University of Finance And Economics via XuetangX

Overview

Welcome to the world of Financial Risk Management! This online course is your gateway to mastering the art and science of navigating financial uncertainties. Whether you're a seasoned professional or a budding enthusiast, join us on this educational journey where we unravel the complexities of risk in the financial realm.

Financial markets are dynamic, and risks are inherent. Understanding and managing these risks are crucial skills for anyone involved in finance. In this comprehensive course, we cover a wide array of topics to equip you with the knowledge and tools needed to tackle financial risk confidently.

The Course starts by building a strong foundation with an in-depth exploration of various financial risks, including market risk, credit risk, and operational risk.

We delve into the quantitative side of risk management, learning essential metrics and measurement techniques that are fundamental to making informed decisions. The course gains insights into the world of financial derivatives and discover how these instruments can be used strategically to hedge against risk and optimize returns. We explore the impact of technology on risk management practices, including the use of data analytics and advanced tools to stay ahead in a digitally driven financial landscape.


Syllabus

  • Chapter 1 Helicopter view to Financial Risk Management
    • 1.1 What is risk?
    • 1.2 Risk management process
    • 1.3 Risk Classification
    • 1.4 Measure and Manage Risk
  • Chapter 2 Banking
    • 2.1 Commercial Banking
    • 2.2 Deposit Insurance
    • 2.3 Differences between Investment banking
    • 2.4 Investment banking
    • 2.5 Potential conflicts
  • Chapter 3 Insurance Companies and Pension Plans
    • 3.1 Life Insurance by insurance term
    • 3.2 Life insurance by surplus premium
    • 3.3 Mortality Tables
    • 3.4 Annuity Contracts and other instruments
    • 3.5 Property-casualty insurance
    • 3.6 Pension plans
  • Chapter 4 Mutual Funds and Hedge Funds
    • 4.1 Mutual Funds
    • 4.2 Hedge Funds
  • Chapter 5 Bond and Interest Rate Risk
    • 5.1 Five Factors
    • 5.2 Basic Features
    • 5.3 Valuation
    • 5.4 Risk Free Rate
    • 5.5 What is the Duration
    • 5.6 Other Types of Duration
    • 5.7 Convexity
  • Chapter 6 Financial Instruments
    • 6.1 Derivatives Markets
    • 6.2 Forwards
    • 6.3 Funtures
    • 6.4 Option
    • 6.5 Option Price
    • 6.6 Swap
  • Chapter 7 The Greek Letters
    • 7.1 Delta
    • 7.2 Gamma
    • 7.3 Theta
    • 7.4 Vega and Rho
  • Chapter 8 Value at risk
    • 8.1 Mean-Variance Framework
    • 8.2 Generation of VAR
    • 8.3 VAR
    • 8.4 Coherent Risk Measures
    • 8.5 ES
    • 8.6 Spectral Risk Measures
  • Chapter 9 Liquidity Risk
    • 9.1 Liquidity
    • 9.2 Liquidity Trading Risk
    • 9.3 Liquidity Funding Risk
  • Chapter 10 Operational risk
    • 10.1 Getting to know operational risk
    • 10.2 Categorization of operational risk
    • 10.3 Categorization of operational risk (Cont.)
    • 10.4 Determine operational risk regulatory capital
    • 10.5 Determine operational risk regulatory capital (Cont.)
  • Chapter 11 Credit Risk
    • 11.1 Ratings Transition Matrices
    • 11.2 Vasicek's Model
    • 11.3 Credit Risk Plus
    • 11.4 Credit metrics
    • 11.5 Credit Spread Risk
  • The Exam
    • Mid-Exam

      Taught by

      Ning Zhao, Li, Jing, and liuyan

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