Learning Platform - "Trade Compliance & Surveillance"
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:
- Enterprise-wise risk management
- Central or local setup
- Tasks
- Responsibilities
- Three pillars of effective risk management – Policies
- Three pillars of effective risk management – Methodologies
- Three pillars of effective risk management – Organisation & infrastructure
- Trade & risk management systems – Introduction
- Trade & risk management systems – Vendor selection
- Implementation of dynamic risk management – 10 steps
- Criteria for a risk model – Introduction
- Criteria for a risk model – Qualitative criteria
- Criteria for a risk model – Quantitative criteria
- Criteria for a risk model – Criticism & support
- Risk model – Modeling
- Risk model – Calibration
- Risk model – Choosing the ideal model
- Model risk – Assumptions
- Model risk – Fat tails
- Model risk – Skewness
- Limit structures – Introduction
- Limit structures – By trading venues
- Limit structures – By clearing organisations
- Limit structures – By firms with a trading function – Introduction
- Limit structures – By firms with a trading function – Position limit
- Limit structures – By firms with a trading function – Risk limit
- Limit structures – By firms with a trading function – Stop-loss limit
- Limit structures – By firms with a trading function – Limits on Greek parameters
- Limit structures – By firms with a trading function – Volume limit & Price limit at front office
- Limit structures – By firms with a trading function – From business activity to limit
This course also includes examination and certification.