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
- basic structures
- swaps, forwards, options
- structured products
- implications on market risk management
Other risks
- liquidity risk
- operational risk
Regulatory Requirements on Risk Management
- Requirements of the Basel Committee on Banking Supervision
- Internal Capital Adequacy Assessment Process (ICAAP) implementation