Learning Platform - "Markets & Trading"

Course: Risk Management Organisation

About the online training programme

This course covers how companies setup and operate a risk management function. It includes the basics of performing risk management, such as policies, methodologies and he organisation and infrastructure. The course also covers the application of models and limit structures.

Course Contents

This course covers the following video lessons:

1. Enterprise-wise risk management
2. Central or local setup
3. Tasks
4. Responsibilities
5. Three pillars of effective risk management – Policies
6. Three pillars of effective risk management – Methodologies
7. Three pillars of effective risk management – Organisation & infrastructure
8. Trade & risk management systems – Introduction
9. Trade & risk management systems – Vendor selection
10. Implementation of dynamic risk management – 10 steps
11. Criteria for a risk model – Introduction
12. Criteria for a risk model – Qualitative criteria
13. Criteria for a risk model – Quantitative criteria
14. Criteria for a risk model – Criticism & support
15. Risk model – Modeling
16. Risk model – Calibration
17. Risk model – Choosing the ideal model
18. Model risk – Assumptions
19. Model risk – Fat tails
20. Model risk – Skewness
21. Limit structures – Introduction
22. Limit structures – By trading venues
23. Limit structures – By clearing organisations
24. Limit structures – By firms with a trading function – Introduction
25. Limit structures – By firms with a trading function – Position limit
26. Limit structures – By firms with a trading function – Risk limit
27. Limit structures – By firms with a trading function – Stop-loss limit
28. Limit structures – By firms with a trading function – Limits on Greek parameters
29. Limit structures – By firms with a trading function – Volume limit & Price limit at front office
30. Limit structures – By firms with a trading function – From business activity to limit

This course also includes examination and certification.