Return Risk Optimization

US $160

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

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.

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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