Risk Capital and Enterprise Risk Management

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Where Wall Street Goes to SchoolTM!

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Risk Capital and Enterprise Risk Management

This course develops quantitative models of risk capital, surveys approaches to integrated risk management and reviews prudential risk regulation.

CPE Credits: 7

This course is a component of:
Advanced Risk Management Professional Certificate

Prerequisite knowledge:

Intermediate MS Excel skills (lookup functions, matrix multiplication, etc.)
Knowledge of financial instruments (bonds, options, swaps, etc.)
Familiarity with basic calculus and statistics (Freshman/Sophomore level)

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Curriculum

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Module 1: Risk Capital Allocation

Definitions of risk- and economic capital
Merton-Perold risk capital
Risk capital as a risk management tool
Risk budgeting
Measures of risk-adjusted returns: RAROC, EVA

Module 2: The Bank Capital Debate

Modigliani-Miller and banks
Diamond-Rajan argument for financial fragility
The Admati-Hellwig argument for more capital
Debt overhang

Module 3: Regulatory Capital

Motives for prudential risk regulation
Systemic risk
Evolution of the Basel capital requirements
Leverage and liquidity constraints under Basel III

Module 4: Enterprise Risk Management

Integrated risk management within financial institutions
Aggregating financial and non-financial risks
Designing effective risk management frameworks
Best practices for risk governance

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Risk Capital and Enterprise Risk Management

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$1,395.00

Summary

Risk Capital and Enterprise Risk Management

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in a valid email and phone number.

Select preferred contact method

Please fill in the field.

Where Wall Street Goes to SchoolTM!

Please select a time and date from the calendar to book a 15-minute call with a NYIF Career Advisor.

You can also reach us on +1 347 842 2501 or marketing@nyif.com

Something went wrong, please try again later!

Risk Capital and Enterprise Risk Management

Learn now pay later with

Easy monthly payments

Flexible payments

Day 1