课程详情

课程目录

• 第1章 基础课程
  

  第2课节    试听课：市场风险

  • 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
  
  

  第3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4课节    信用风险（已更完）

  • 1、 17 - credit decision
  • 2、 18 - credit analyst
  • 3、 19 - capital structure of bank
  • 4、 20 - Rating Assignment Methodologies(1)
  • 5、 20 - Rating Assignment Methodologies(2)
  • 6、 21- Credit Risks and Credit Derivatives(1)
  • 7、21- Credit Risks and Credit Derivatives(2)
  • 8、 21- Credit Risks and Credit Derivatives(3)
  • 9、 22 - Spread Risk and Default Intensity Models(1)
  • 10、 22 - Spread Risk and Default Intensity Models(2)
  • 11、 23 - Portfolio Credit Risk
  • 12、 24 - Structured Credit Risk(1)
  • 13、 24 - Structured Credit Risk(2)
  • 14、 25 - Counterparty Risk
  • 15、 26 - Netting, Close-out and Related Aspects
  • 16、 27 - Collateral
  • 17、 28 - Credit Exposure and Funding
  • 18、 29 - Counterparty Risk Intermediation
  • 19、30 - Credit and Debt Value Adjustment
  • 20、 31 - Wrong-way Risk(1)
  • 21、 31 - Wrong-way Risk(2)
  • 22、 32 - The Evolution of Stress Testing Counterparty Exposures
  • 23、 33 - Retail banking credit risk scoring
  • 24、34 - securitization & credit derivatives(1)
  • 25、 34 - securitization & credit derivatives(2)
  • 26、 35 - An Introduction to Securitization(1)
  • 27、 35 - An Introduction to Securitization(2)
  • 28、 36-Understanding the Securitization of Subprime Mortgage Credit
  
  

  第5课节    操作风险（已更完）

  • 1、37 - Principles for the Sound Management of Operational Risk(1)
  • 2、37 - Principles for the Sound Management of Operational Risk(2)
  • 3、38 - Enterprise Risk Management Theory and Practice
  • 4、39 - What is ERM
  • 5、40 - Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions
  • 6、41 - Banking Conduct and Culture A Permanent Mindset Change
  • 7、42 - Risk Culture
  • 8、43 - OpRisk Data and Governance(1)
  • 9、43 - OpRisk Data and Governance(2)
  • 10、44 - Supervisory Guidance on Model Risk Management(1)
  • 11、44 - Supervisory Guidance on Model Risk Management(2)
  • 12、45 - Information Risk and Data Quality Management
  • 13、46 - Validating Rating Models
  • 14、47 - Assessing the Quality of Risk Measures
  • 15、48 - Risk Capital Attribution and Risk-Adjusted Performance Measurement
  • 16、49 - Range of practices and issues in economic capital frameworks
  • 17、50 - Capital Planning at Large Bank Holding Companies
  • 18、51 - Stress Testing Banks
  • 19、52 - Guidance on Managing Outsourcing Risk
  • 20、53 - Management of Risks Associated with Money Laundering and Financing of Terrorism
  • 21、54 - Regulation of the OTC Derivatives Market
  • 22、55 - Capital Regulation Before the Global Financial Crisis(1)
  • 23、55 - Capital Regulation Before the Global Financial Crisis(2)
  • 24、55 - Capital Regulation Before the Global Financial Crisis(3)
  • 25、55 - Capital Regulation Before the Global Financial Crisis(4)
  • 26、55 - Capital Regulation Before the Global Financial Crisis(5)
  • 27、56 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(1)
  • 28、56 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(2)
  • 29、56 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(3)
  • 30、57 - High-Level Summary of Basel Ⅲ Reforms(1)
  • 31、57 - High-Level Summary of Basel Ⅲ Reforms(2)
  • 32、58 - Basel Ⅲ-Finalising Post-Crisis Reforms
  • 33、59 - The Cyber-Resilient Organization
  • 34、60 - Cyber-Resilience- Range of Practices
  • 35、61 - Building the UK Financial Sector’s Operational Resilience
  • 36、62 - Striving for Operational Resilience
  
  

  第6课节    流动性风险（已更完）

  • 1、63 - Liquidity Risk(1)
  • 2、63 - Liquidity Risk(2)
  • 3、63 - Liquidity Risk(3)
  • 4、63 - Liquidity Risk(4)
  • 5、64 - Liquidity and Leverage(1)
  • 6、64 - Liquidity and Leverage(2)
  • 7、64 - Liquidity and Leverage(3)
  • 8、 65 - Early Warning Indicators
  • 9、 66 - The Investment Function in Financial-Services Management
  • 10、 67 - Liquidity And Reserves Management Strategies And Policies(1)
  • 11、 67 - Liquidity And Reserves Management Strategies And Policies(2)
  • 12、 68 - Intraday Liquidity Risk Management
  • 13、 69 - Monitoring Liquidity(1)
  • 14、 69 - Monitoring Liquidity(2)
  • 15、 70 - The Failure Mechanics of Dealer Banks
  • 16、71 - Liquidity Stress Testing
  • 17、72 - Liquidity Risk Reporting and Stress Testing
  • 18、 73 - Contingency Funding Planning
  • 19、 74 - Managing and Pricing Deposit Services
  • 20、 75 - Managing Nondeposit liabilities
  • 21、 76 - Repurchase Agreements and Financing(1)
  • 22、 76 - Repurchase Agreements and Financing(2)
  • 23、 77 - Liquidity Transfer Pricing(1)
  • 24、 77 - Liquidity Transfer Pricing(2)
  • 25、 78 - The us dollar shortage in global banking
  • 26、 79 - Covered interest Parity lost
  • 27、 80 - Risk Management tor Changing Interest Rates(1)
  • 28、 80 - Risk Management tor Changing Interest Rates(2)
  • 29、 81 - Illiquidity asset(1)
  • 30、 81 - Illiquidity asset(2)
  
  

  第7课节    投资风险管理（已更完）

  • 1、82 - Factor Theory(1)
  • 2、82 - Factor Theory(2)
  • 3、83 - Factors(1)
  • 4、83 - Factors(2)
  • 5、84 - Alpha (and the Low-Risk Anomaly)(1)
  • 6、84 - Alpha (and the Low-Risk Anomaly)(2)
  • 7、84 - Alpha (and the Low-Risk Anomaly)(3)
  • 8、85 - Portfolio Construction(1)
  • 9、85 - Portfolio Construction(2)
  • 10、86 - Portfolio Risk
  • 11、87 - VaR and Risk Budgeting in Investment Management(1)
  • 12、87 - VaR and Risk Budgeting in Investment Management(2)
  • 13、88 - Risk Monitoring and Performance Measurement
  • 14、89 - Portfolio Performance Evaluation(1)
  • 15、89 - Portfolio Performance Evaluation(2)
  • 16、90 - Hedge Funds(1)
  • 17、90 - Hedge Funds(2)
  • 18、91 - Performing Due Diligence on Specific Managers and Funds
  
  

  第8课节    实事分析（已更完）

  • 1、 92 - The Rise of Digital Money
  • 2、93 - FinTech and market structure in financial services
  • 3、 94 - Implications of fintech developments for banks and bank supervisors
  • 4、95 - Fintech Credit Markets Around The World
  • 5、 96 - The Impact of Blockchain Technology on Finance(1)
  • 6、 96 - The Impact of Blockchain Technology on Finance(2)
  • 7、 97 - Beyond LIBOR
  • 8、 98 - Climate change and financial risk
  • 9、 99 - Big data new Tricks for econometrics
  • 10、 100 - Machine Learning A Revolution in Risk Management and Compliance
  • 11、 101 - Artificial intelligence and machine learning in financial services