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Risk Management Tools and Practices

所在平台: EdxArchive

课程类别: 其他类别

大学或机构: New York Institute of Finance

授课老师： Anton Theunissen

课程主页: https://www.edx.org/archive/risk-management-tools-practices-new-york-institute-finance-rmpc1-3x-0

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课程简介

Learn how to compare and contrast economic capital, risk capital and regulatory capital.

课程大纲

  • Define the basis and the various sources of basic risk, and explain how basis risks arise when hedging with futures.
  • Define cross hedging and the minimum variance hedge ratio and hedge effectiveness.
  • Define and interpret the optimal number of futures contracts needed to hedge an exposure, including a “tailing the hedge” adjustment.
  • Demonstrate how to use stock market index futures contracts to change a stock portfolio’s beta.
  • Understand covered call and protective put strategies.
  • Understand the purpose and pay-offs of various option spread strategies.
  • Describe the ALM function of a typical commercial bank.
  • Understand balance sheet risks associated with funding gaps and duration gaps.
  • Define, compare and contrast economic capital, risk capital and regulatory capital.

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课程详情

This economics and finance course is an introduction to risk management techniques including the use of standard hedging instruments, asset-liability management and integrated risk management.

Upon completion of this course, participants will receive a certificate bearing the New York Institute of Finance (NYIF) name. A NYIF certificate is a valuable addition to your credentials, proving that you have acquired the work-ready skills that employer’s value.

For those who wish to go further, students can enroll in the other four modules to earn the complete Risk Management Professional Certificate, backed by the New York Institute of Finance’s 93-year history. As a final option, students may also opt to sit for the NYIF Certificate of Mastery Exam, resulting in the Risk Management Certificate of Mastery upon successful completion.

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