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所在平台: Udemy |
课程主页: https://www.udemy.com/course/an-insiders-view-of-basel-3-derivative-capital-in-ms-excel/
课程评论：没有评论
课程名称：巴塞尔协议3衍生资本的内部视角：MS Excel实操 课程概述：本课程为您提供难以置信的投资回报。这不是像网络上成千上万的巴塞尔协议3理论课程，而是通过我在多家投资银行从事风险管理咨询超过10年的经验，精心设计的MS Excel课程（包含用于概念理解、模拟和情景分析的Excel表格）。当您参加此课程时，您会感觉自己就像坐在银行的风险管理桌前。本课程的内容完全仿照银行如何从前台系统分析真实数据的方式进行讲解。 您将学习并理解如何使用Excel进行衍生资本计算，掌握构成违约风险敞口（EAD）的所有要素：名义金额、市场价值、毛/净EAD、毛/净潜在未来敞口（PFE）、发生的信用价值调整（CVA）、风险加权资产（RWA）及使用的资本影响标准方法（STND），该方法被50%的银行采用—包括基于对手方风险类别（主权、机构、企业）及其由穆迪、标普、惠誉及内部评级机构给出的外部评级的查找表。同时，您还将使用更高级的内部评级法（IRB）计算风险加权资产（RWA）及资本影响，该方法需要监管机构的批准，适用于另外50%的大型银行，能够通过违约概率（PD）、违约损失（LGD）、加权平均到期时间（WAM）等变量得出对手方的风险权重。 我们还将深入探讨各种资本优化策略，以减少RWA和提高资本比率。我的专长包括资本管理，课程中我将与您分享目前大多数银行使用的资本管理细节，这将是未来所有大型银行最重要的关键绩效指标（KPI）。 在高级讲解部分，进入先进的风险建模概念，通过使用Merton和Vasicek模型为所有对手方根据既定的PD、LGD、相关性和加权到期时间计算内部评级风险权重。我将一步一步带您深入理解，让所有概念易于掌握，以便您能够向他人解释这一切！ 我在培训时假设听众没有巴塞尔协议3或资本管理的背景，因此学生不需要任何先前背景（仅需基础的Excel知识）。完成本课程后，您可以轻松获得任何顶级投资银行或商业银行的风险/资本管理职位。即使您不想在风险/资本管理领域发展，您也将深入了解银行业最热门的话题。祝您学习愉快！
This course offers an unbelievable Return on Investments. This is not a theoretical course like thousands available online for Basel 3. I have spent years in designing this course in MS Excel (Excel sheet provided as part of this course for conceptual understanding, doing simulations and scenario analysis) through my over 10 years of risk management consulting experience across several Investment Banks in Basel 3 and Capital Optimisation. When you take this course, you will feel, you are sitting in a bank's risk management desk as it's outlined in a way exactly resembles how banks analyse real data from their front office system. Learn, understand & simulate in Excel- Derivative capital calculation by understanding all components what makes Exposure at Default( EAD): Notional Amount, Mark to market, Gross/Net EAD, Gross/Net PFE (Potential future exposure), Incurred CVA (Credit Value Adjustment), Risk weighted Assets (RWA) & Capital impact under Standardised (STND) Approach used by 50% of banks - A look up table which is based on counterparty exposure class [ Sovereign, Institutions, Corporates] and their external rating given by rating agencies like Moody's, S & P, Fitch and Internal. Also calculate Risk weighted Assets (RWA) & Capital impact under more advanced Internal Rating Based (IRB) Approach used by remaining 50% of big banks which needs Regulator's approval - Derive risk weights of counterparty through variables like Probability of Default (PD), Loss Given Default (LGD), Weighted average maturity (WAM). Most importantly understand these concepts.We will also take a deep dive into various capital optimisation strategies of reducing RWA and improving capital ratios. My expertise include capital management, which i will share details with you which is currently used in most banks and will be the most important KPI for all big banks in future.As a part of Premium lectures, enter into advanced risk modelling concepts where we derive internal rating risk weights in excel for all counterparties with given PD, LGD, correlation, weighted maturity by using Merton & Vasicek model for credit risk. I will take you step by step and make everything absolutely easy to understand, so you can explain it to others!.I always assume when training in banks, audience have no previous background of Basel 3 or capital management, so students don't need any previous background (only basic excel knowledge is needed). Post this course, you can easily get a great job in Risk/Capital management within any top IB's or Commercial banks. Even if you don't want a career in Risk/Capital management, you would know in great depth about the hottest topic in banking industry. Happy learning!
