- 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).
- 45 minutes
- 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.