- 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).
English, Chinese (Simplified)
- 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.