Seminars on Risk Management

Our seminars in the module 'risk management' cover a variety of actual topics of risk management, as credit, market and other risks, as well as enterprise and integrated risk management.

Integrated risk management

Enterprise wide risk management

  • risk tolerance and capital adequacy
  • integrated risk and return management
  • integrated risk measurement
  • optimization of risk-/return profile
  • risk-/return focused capital allocation

Integrated risk measurement and capital allocation

  • risk measures for integrated risk measurement
  • Value at risk and new shortfall risk measures
  • properties of risk measures and suitabilty for integrated risk measurement
  • new approaches of efficient capital allocation
  • risk adjusted performance measurement and profit center management

Credit risk

Credit risk modelling and portfolio management

  • basics of credit risk management
  • parameters of credit risk modelling
  • credit risk models
  • practical implementation
  • risk measures and capital allocation of credit portfolios

Instruments of credit risk management - credit derivatives

  • basic structures
  • credit default swaps
  • credit spread based derivatives
  • total return swaps
  • structured products
  • implications on credit risk management

Market risk

Market risk modelling and portfolio management

  • Basics of market risk management
  • types of market risk
  • parameters of market risk
  • market risk models
  • practical implementations
  • risk measures and capital allocation
Instruments of market risk management - derivatives
  • basic structures
  • swaps, forwards, options
  • structured products
  • implications on market risk management

Other risks

  • liquidity risk
  • operational risk

Regulatory Requirements on Risk Management