课程详情

课程目录

• 第1章 基础课程（已更完）
  

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

  第4课节    操作风险(已更完)

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

  第5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6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7课节    金融时事分析(已更完)

  • 1、 0 - Overview
  • 2、 1 - New Benchmark Rates
  • 3、 2 - ML Introduction(1)
  • 4、 2 - ML Introduction(2)
  • 5、 3 - AI & ML in Financial Services
  • 6、 4 - Climate Change - Equity Prices
  • 7、 5 - The Green Swan(1)
  • 8、 5 - The Green Swan(2)
  • 9、 6 - Bond Market Disruptions and Fed's Response
  • 10、 7 - Markets in COVID 19 Period
  • 11、 8 - AML and Cyber Resilience Measures
  • 12、 9 - Replacing LIBOR
  • 13、 10 - Cyber Risk and Response