Return Risk Optimization

US $200

Description

Learning Objectives:

  • Examine the concept of maximizing risk-adjusted return on capital in different types of financial institutions.
  • Explore how risk measurement capabilities may be leveraged for optimization, and to help shift perceptions of risk management as a cost centre to profit-maximizing partner.
  • Examine the impact of kurtosis and the use of EWMA in volatility measurement on optimization outcomes.
  • Understand the interplay between leverage and fair value accounting and their impact on optimization.
  • Simulate expected return and risk exposure for a portfolio of multiple fixed income and non-fixed income asset classes, to optimize the allocation of risk capital and maximize risk-adjusted portfolio return (Excel).

Duration:

45 minutes

Audience:

  • Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
  • Earn verifiable Continuing Education and Professional Development credits with Optimal MRM’s e-Learning program.

Recommended Course Prerequisites:

How long do I have to complete this course?

You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.

Content

Course Content

Audio-Visual Content and Course Duration:

  • The time that it takes to complete the course will be determined by your desired pace. It’s estimated that you will spend up to 2 hours to complete the course.
  • The total viewing time of lesson presentations is 1-1.5 hours;  individual lesson topics are between 5-15 minutes each, presented as audio-visual content.
  • The time needed to complete each exercise presented is between 10-20 minutes, based on your level of engagement.
  • The exam is allocated 1 hour.

Subtitles: English

Downloadable Content:

  • The exercises presented in lessons are provided in a downloadable Excel spreadsheet. This will enable you to practice the exercises, side-by-side with the lesson presentations.
  • A downloadable PDF is provided as a text version of the lessons presentations. This can be used as reference and to make notes, as you go through the presentations.

Exam and Certificate:

  • The course exam is comprised of questions in the form of true/false, multiple choice, sorting choice, and fill in the blank.
  • A personalized course certificate will be issued to you with a minimum score of 50%.

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