课程有效期
2023-12-31
课程目录
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第2课节 市场风险
- 1、1.Mean-variance framework
- 2、2.Normal distribution and Mean-variance framework limitations
- 3、3.Value at risk (VaR) and VaR limitations
- 4、4.Coherent risk measures and ES
- 5、5.Linear and nonlinear derivatives and Historical simulation approach
- 6、6.Delta-normal approach and Full revaluation method
- 7、7.Deviations From the Normal Distribution
- 8、8.Regime Switching
- 9、9.Volatility Measurement
- 10、10.The EWMA Model and GARCH (1,1) Model
- 11、11.Mean reversion and Correlation
- 12、12.Historical-based approach
- 13、13.Nonparametric vs. Parametric VaR Methods and implied-volatility-based approach
- 14、14.Arithmetic and Geometric returns
- 15、15.Normal VaR and Lognormal VaR
- 16、16.Bootstrap Historical Simulation Approach
第3课节 信用风险
第4课节 操作风险
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第2课节 市场风险(已更完)
- 1、1 - Estimating Market Risk Measures(1)
- 2、1 - Estimating Market Risk Measures(2)
- 3、2 - Non-parametric Approaches(1)
- 4、2 - Non-parametric Approaches(2)
- 5、3 - Extreme Value
- 6、4 - Backtesting VaR
- 7、5 - VaR Mapping(1)
- 8、5 - VaR Mapping(2)
- 9、6 - Risk Measurement for Trading Book
- 10、7 - Some Correlation Basics (1)
- 11、7 - Some Correlation Basics (2)
- 12、8 - Empirical Properties of Correlation
- 13、9 - Financial Correlation Modeling - Bottom-Up Approaches
- 14、10 - Empirical Approaches to Risk Metrics and Hedging
- 15、11- The Science of Term Structure Models(1)
- 16、11- The Science of Term Structure Models(2)
- 17、12 - The Evolution of Short Rates and the Shape of the Term Structure
- 18、13 - The Art of Term Structure Models Drift
- 19、14 - The Art of Term Structure Models Volatility and Distribution
- 20、15 - Volatility Smiles
- 21、16 - Fundamental Review of the Trading Book
第3课节 信用风险(已更完)
- 1、1.The Credit Decision (1)
- 2、2.The Credit Decision (2)
- 3、3.The Credit Analyst
- 4、4.Capital Structure in Banks (1)
- 5、5.Capital Structure in Banks (2)
- 6、6.Rating Assignment Methodologies (Actuarial Method) (1)
- 7、7.Rating Assignment Methodologies (Actuarial Method) (2)
- 8、8.Rating Assignment Methodologies (Other Methods) (1)
- 9、9.Rating Assignment Methodologies (Other Methods) (2)
- 10、10.Rating Assignment Methodologies (Other Methods) (3)
- 11、11.Credit Risks and Credit Derivatives (Merton Model & KMV)
- 12、12.Credit Risks and Credit Derivatives (CreditMetrics & CreditRisk+)
- 13、13.Spread Risk and Default Intensity Models (1)
- 14、14.Spread Risk and Default Intensity Models (2)
- 15、15.Portfolio Credit Risk
- 16、16.Structured Credit Risk (1)
- 17、17.Structured Credit Risk (2)
- 18、18.Structured Credit Risk (3)
- 19、19.Structured Credit Risk (4)
- 20、20.Counterparty Risk and Beyond
- 21、21.Netting, Close-out and Related Aspects (1)
- 22、22.Netting, Close-out and Related Aspects (2)
- 23、23.Margin (Collateral) and Settlement (1)
- 24、24.Margin (Collateral) and Settlement (2)
- 25、25.Future Value and Exposure (1)
- 26、26.Future Value and Exposure (2)
- 27、27.Future Value and Exposure (3)
- 28、28.CVA (1)
- 29、29.CVA (2)
- 30、30.CVA (3)
- 31、31.The Evolution of Stress Testing Counterparty Exposures
- 32、32.Credit Scoring and Retail Credit Risk Management
- 33、33.The Credit Transfer Markets –and Their Implications (1)
- 34、34.The Credit Transfer Markets –and Their Implications (2)
- 35、35.An introduction to Securitization (1)
- 36、36.An introduction to Securitization (2)
- 37、37.Understanding the securitization of Subprime Mortgage Credit (1)
- 38、38.Understanding the securitization of Subprime Mortgage Credit (2)
第4课节 操作风险(已更完)
- 1、 0-1 Introduction
- 2、 1-1 Introduction to Operational Risk and Resilience
- 3、 1-2 Introduction to Operational Risk and Resilience
- 4、 1-3 Introduction to Operational Risk and Resilience
- 5、 1-4 Introduction to Operational Risk and Resilience
- 6、 2-1 Risk Governance
- 7、 2-2 Risk Governance
- 8、 2-3 Risk Governance
- 9、 2-4 Risk Governance
- 10、 3-1 Risk Identification
- 11、 3-2 Risk Identification
- 12、 3-3 Risk Identification
- 13、 3-4 Risk Identification
- 14、 4-1 Risk Measurement and Assessment
- 15、 4-2 Risk Measurement and Assessment
- 16、 4-3 Risk Measurement and Assessment
- 17、 4-4 Risk Measurement and Assessment
- 18、 4-5 Risk Measurement and Assessment
- 19、 4-6 Risk Measurement and Assessment
- 20、 4-7 Risk Measurement and Assessment
- 21、 5-1 Risk Mitigation
- 22、 5-2 Risk Mitigation
- 23、 5-3 Risk Mitigation
- 24、 5-4 Risk Mitigation
- 25、 5-5 Risk Mitigation
- 26、 5-6 Risk Mitigation
- 27、 6-1 Risk Reporting
- 28、 6-2 Risk Reporting
- 29、 6-3 Risk Reporting
- 30、 6-4 Risk Reporting
- 31、 7-1 Integrated Risk Management
- 32、 7-2 Integrated Risk Management
- 33、 7-3 Integrated Risk Management
- 34、 7-4 Integrated Risk Management
- 35、 8-1 Cyber-Resilience- Range of Practices
- 36、 8-2 Cyber-Resilience- Range of Practices
- 37、 8-3 Cyber-Resilience- Range of Practices
- 38、 8-4 Cyber-Resilience- Range of Practices
- 39、 8-5 Cyber-Resilience- Range of Practices
- 40、 9-1 Case Study- Cyberthreats and Information Security Risks
- 41、 9-2 Case Study- Cyberthreats and Information Security Risks
- 42、 10-1 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
- 43、 10-2 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
- 44、 10-3 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
- 45、 11-1 Management of Risk Associated with Money Laundering and Financing of Terrorism
- 46、 11-2 Management of Risk Associated with Money Laundering and Financing of Terrorism
- 47、 12-1 Guidance on Managing Outsourcing Risk
- 48、 12-2 Guidance on Managing Outsourcing Risk
- 49、 13-1 Case Study- Third-Party Risk Management
- 50、 13-2 Case Study- Third-Party Risk Management
- 51、 14-1 Case Study- Investor Protection and Compliance Risks in Investment Activities
- 52、 14-2 Case Study- Investor Protection and Compliance Risks in Investment Activities
- 53、 15-1 Supervisory Guidance on Model Risk Management
- 54、 15-2 Supervisory Guidance on Model Risk Management
- 55、 15-3 Supervisory Guidance on Model Risk Management
- 56、 15-4 Supervisory Guidance on Model Risk Management
- 57、 16-1 Case Study- Model Risk and Model Validation
- 58、 16-2 Case Study- Model Risk and Model Validation
- 59、 16-3 Case Study- Model Risk and Model Validation
- 60、 17-1 Stress Testing Banks
- 61、 17-2 Stress Testing Banks
- 62、 17-3 Stress Testing Banks
- 63、 18-1 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- 64、 18-2 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- 65、 18-3 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- 66、 18-4 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- 67、 18-5 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- 68、 18-6 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- 69、 18-7 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- 70、 18-8 Risk Capital Attribution and Risk-Adjusted Performance Measurement
- 71、 19-1 Range of Practices and Issues in Economic Capital Frameworks
- 72、 19-2、3 Range of Practices and Issues in Economic Capital Frameworks
- 73、 19-4 Range of Practices and Issues in Economic Capital Frameworks
- 74、 20-1 Capital Planning at Large Bank Holding Companies
- 75、 20-2 Capital Planning at Large Bank Holding Companies
- 76、 21-1 Capital Regulation Before the Global Financial Crisis
- 77、 21-2 Capital Regulation Before the Global Financial Crisis
- 78、 21-3 Capital Regulation Before the Global Financial Crisis
- 79、 21-4 Capital Regulation Before the Global Financial Crisis
- 80、 21-5、6 Capital Regulation Before the Global Financial Crisis
- 81、 21-7 Capital Regulation Before the Global Financial Crisis
- 82、 21-8 Capital Regulation Before the Global Financial Crisis
- 83、 22-1、2、3 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
- 84、 22-4 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
- 85、 22-5 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
- 86、 22-6 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
- 87、 22-7、8 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
- 88、 23-1 High-Level Summary of Basel Ⅲ Reforms
- 89、 23-2 High-Level Summary of Basel Ⅲ Reforms
- 90、 23-3 High-Level Summary of Basel Ⅲ Reforms
- 91、 24-1、2 Basel Ⅲ-Finalising Post-Crisis Reforms
- 92、 24-3 Basel Ⅲ-Finalising Post-Crisis Reforms
第5课节 投资风险(已更完)
- 1、1 - Factor Theory(1)
- 2、1 - Factor Theory(2)
- 3、2 - Factors(1)
- 4、2 - Factors(2)
- 5、3 - Alpha (and the Low-Risk Anomaly)(1)
- 6、3 - Alpha (and the Low-Risk Anomaly)(2)
- 7、3 - Alpha (and the Low-Risk Anomaly)(3)
- 8、4 - Portfolio Construction(1)
- 9、4 - Portfolio Construction(2)
- 10、5 - Portfolio Risk
- 11、6 - VaR and Risk Budgeting in Investment Management(1)
- 12、6 - VaR and Risk Budgeting in Investment Management(2)
- 13、7 - Risk Monitoring and Performance Measurement
- 14、8 - Portfolio Performance Evaluation(1)
- 15、8 - Portfolio Performance Evaluation(2)
- 16、9 - Hedge Funds(1)
- 17、9 - Hedge Funds(2)
- 18、10 - Performing Due Diligence on Specific Managers and Funds
第6课节 流动性风险(已更完)
- 1、1 - Liquidity Risk(1)
- 2、1 - Liquidity Risk(2)
- 3、1 - Liquidity Risk(3)
- 4、1 - Liquidity Risk(4)
- 5、2 - Liquidity and Leverage(1)
- 6、2 - Liquidity and Leverage(2)
- 7、2 - Liquidity and Leverage(3)
- 8、3 - Early Warning Indicators
- 9、4 - The Investment Function in Financial-Services Management
- 10、5 - Liquidity And Reserves Management Strategies And Policies(1)
- 11、5 - Liquidity And Reserves Management Strategies And Policies(2)
- 12、6 - Intraday Liquidity Risk Management
- 13、7 - Monitoring Liquidity(1)
- 14、7 - Monitoring Liquidity(2)
- 15、8 - The Failure Mechanics of Dealer Banks
- 16、9 - Liquidity Stress Testing
- 17、10 - Liquidity Risk Reporting and Stress Testing
- 18、11 - Contingency Funding Planning
- 19、12 - Managing and Pricing Deposit Services
- 20、13 - Managing Nondeposit liabilities
- 21、14 - Repurchase Agreements and Financing(1)
- 22、14 - Repurchase Agreements and Financing(2)
- 23、15 - Liquidity Transfer Pricing(1)
- 24、15 - Liquidity Transfer Pricing(2)
- 25、16 - The us dollar shortage in global banking
- 26、17 - Covered interest Parity lost
- 27、18 - Risk Management tor Changing Interest Rates(1)
- 28、18 - Risk Management tor Changing Interest Rates(2)
- 29、19 - Illiquidity asset(1)
- 30、19 - Illiquidity asset(2)
第7课节 金融时事分析(已更完)
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第2课节 市场风险(已更完)
第3课节 信用风险(已更完)
- 1、 introduction
- 2、 Part 1 Basics of Credit Risk(1)
- 3、 Part 1 Basics of Credit Risk(2)
- 4、 Part 2 Models For Measuring PD(1)
- 5、 Part 2 Models For Measuring PD(2)
- 6、 Part 2 Models For Measuring PD(3)
- 7、 Part 3 Counterparty Exposures(1)
- 8、 Part 3 Counterparty Exposures(2)
- 9、 Part 4 Methods of mitigating credit risk(1)
- 10、 Part 4 Methods of mitigating credit risk(2)
- 11、 Part 5 Credit Derivatives
- 12、 Part 6 Securitization(1)
- 13、 Part 6 Securitization(2)
第4课节 操作风险(已更完)
第5课节 投资风险(已更完)
- 1、Risk management and investment management Review(1)
- 2、Risk management and investment management Review(2)
- 3、Risk management and investment management Review(3)
- 4、Risk management and investment management Review(4)
- 5、Risk management and investment management Review(5)
- 6、Risk management and investment management Review(6)
- 7、Risk management and investment management Review(7)
- 8、Risk management and investment management Review(8)
- 9、Risk management and investment management Review(9)
- 10、Risk management and investment management Review(10)
- 11、Risk management and investment management Review(11)
- 12、Risk management and investment management Review(12)
- 13、Risk management and investment management Review(13)
- 14、Risk management and investment management Review(14)
- 15、Risk management and investment management Review(15)
- 16、Risk management and investment management Review(16)
第6课节 流动性风险(已更完)
- 1、Liquidity and Treasury Risk Review(1)
- 2、Liquidity and Treasury Risk Review(2)
- 3、Liquidity and Treasury Risk Review(3)
- 4、Liquidity and Treasury Risk Review(4)
- 5、Liquidity and Treasury Risk Review(5)
- 6、Liquidity and Treasury Risk Review(6)
- 7、Liquidity and Treasury Risk Review(7)
- 8、Liquidity and Treasury Risk Review(8)
- 9、Liquidity and Treasury Risk Review(9)
- 10、Liquidity and Treasury Risk Review(10)
- 11、Liquidity and Treasury Risk Review(11)
- 12、Liquidity and Treasury Risk Review(12)
讲师介绍
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Don
唐健（Don），CFA，经济学和计算机混合背景，两年（2011年8月--2013年8月）通过CFA三个级别考试；...
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Vic
Vic，知名财经院校毕业，在校期间通过了FRM所有级别考试。Vic曾服务于跨国保险公司，有超过五年的风险管理经验...
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Jimmy
Jimmy，华东师范大学硕士，曾长期服务于大型跨国银行，有超过十年的金融从业经验。自2008年开始，Jimmy开...
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Elaine
Elaine,加拿大经济学硕士，目前从事信息类统计研究分析工作，具有扎实的技术分析能力，一次性通过三个级别CFA...
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Jessie
Jessie,毕业于亚洲排名前三的商学院，曾服务于多家知名内、外资银行，现在某大型保险公司从事资产管理工作。有三...
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Chong Wang
Chong Wang，CFA。毕业于暨南大学，在国内某知名股份制银行负责投资类产品推动与培训，擅长以浅显易懂的语...
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Bing Han
Bing Han，美国特许金融分析师（CFA），新加坡南洋理工大学&美国斯坦福大学联合硕士，证券从业资格、期货从...
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Michael
Michael，FRM，CFA Level III candidate，FECT；华东师范大学金融硕士。曾供职于...
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Emily
Emily，特许金融分析师(CFA), 中国注册会计师(CICPA)，上海交通大学金融硕士；两年半通过CFA三个...