Tools of the Trade Certification
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Comprehensive Risk Management in Banking & Financial Institutions Certificate Program, Level II
Abstract
The Advanced Certificate in Comprehensive Risk Management in Banking & Financial Institutions is designed to build on the syllabus covered in Level I (Intermediate), and provide professionals with a comprehensive grounding in hedging, options and futures products, as well as in strategies involving their application. The implications of the Basel II Accord, capital adequacy requirements, and advanced credit derivatives are covered, as is a mathematical treatment of the "Greeks" and related sensitivity metrics that are used to manage both individual and portfolio-level risk exposures.
Program Description
The Advanced Certificate in Comprehensive Risk Management in Banking & Financial Institutions is designed to build on the syllabus covered in Level I (Intermediate), and provide professionals with a comprehensive grounding in hedging, options and futures products, as well as in strategies involving their application. The implications of the Basel II Accord, capital adequacy requirements, and advanced credit derivatives are covered, as is a mathematical treatment of the "Greeks" and related sensitivity metrics that are used to manage both individual and portfolio-level risk exposures.
Required Courses Included In Curriculum
- Approaches to Integrated Risk Management
- Application of Option Pricing, the “Greeks” and Monte Carlo Simulation
- Application of Forecasting and Optimization Tools and Techniques
- Uses and Applications of Value at Risk and Institutional ALM Tools
- Managing Credit Risk and Counterparty Exposure
- Fixed Income Forwards and Futures Markets
- Foreign Exchange Cash, Forward and Futures Markets
- Hedging and Speculating with Options and Futures
- Rate Risk Management with Interest Rate Forwards and Swaps
- Complex Swaps, Options, Caps, Floors and Swaption Uses and Applications
- Currency Option and Swap Uses and Markets
- Use and Application of Equity Derivatives
Who Should Enroll
Heads of Business units, middle managers, project managers and staff in traditional finance areas such as risk management, credit, investment banking and relationship management, research, structuring, sales and trading, and origination, as well as those in areas such as accounting, audit, legal and compliance, information technology, systems, operations and human resources, whose background is not primarily in finance. In addition, new hire analysts and associates across all functional areas of the financial institution, who intend to work and/or specialize in risk management.
A working knowledge of financial mathematics, quantitative methods, basic yield curve and cash flow pricing concepts is assumed, as well as a foundational familiarity with cash market and derivative instruments and markets and the basic principles of risk management and banking. Prior completion of the Intermediate Certification is highly recommended.
The Globecon Institute reserves the right to modify, change or substitute Courses or Learning Units at any time, to guarantee a relevant and balanced learning experience.
What You Will Learn
Upon completion of this certificate program, you will be able to:
- Identify and analyze the risk exposures of corporate and financial institution clients
- Analyze and manage credit risk
- Analyze and manage interest rate risk
- Understand how to structure, price and evaluate the full spectrum of hedging alternatives in the cash and derivatives markets
- Comprehend the use of advanced and specialized hedging instruments and strategies and to utilize them to develop customized client solutions
- Manage credit risk portfolios by restructuring exposures with the use of credit derivatives
- Evaluate and mitigate risk exposures at the portfolio level
- Develop risk management strategies based on risk-adjusted return on capital targets
- Understand how to adjust basic value-at-risk models to appropriately reflect and manage client portfolios
- Analyze operational risk exposures
For further details about tuition and fees for this certification, please click here.
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