Enhance Your Skills in Risk Management. Understand the theory and practice of risk management and the expected results from a successful risk management process.

Instructors: Jack Farmer +2 more

What you'll learn

  •   Understand the concepts and principles of credit risk management and the steps to manage portfolio credit risks.
  •   Use statistical models to measure risk associated with different types of investments.
  •   How to build an operational risk assessment program.

    • Skills you'll gain

    Specialization - 4 course series

    Learners will complete a project in the third course covering the estimation and analysis of risk in a globally diversified equity portfolio. The portfolio will include allocations of equity indexes from the U.S., Japan, Hong Kong, and Germany. Data for the two years prior to March 2020 will be used to convert daily returns in each indexes' currency into dollar returns. Value-at-Risk and Expected Shortfall for the portfolio will be calculated using an equal-weighted sample and an exponentially weighted sample. Learners will then be given a new 2-year data set that includes the market data through August of 2020. They will be asked to re-evaluate risk for the portfolio using Value-at-Risk and Expected Shortfall.

    Credit Risk Management: Frameworks and Strategies

    Market Risk Management: Frameworks & Strategies

    Operational Risk Management: Frameworks & Strategies

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