1.Mean-variance framework

2.Normal distribution and Mean-variance framework limitations

3.Value at risk (VaR) and VaR limitations

4.Coherent risk measures and ES

5.Linear and nonlinear derivatives and Historical simulation approach

6.Delta-normal approach and Full revaluation method

7.Deviations From the Normal Distribution

8.Regime Switching

9.Volatility Measurement

10.The EWMA Model and GARCH (1,1) Model

11.Mean reversion and Correlation

12.Historical-based approach

13.Nonparametric vs. Parametric VaR Methods and implied-volatility-based approach

14.Arithmetic and Geometric returns

15.Normal VaR and Lognormal VaR

16.Bootstrap Historical Simulation Approach

1.Basic of credit risk

2.Credit risk measurement

3.Credit risk management

1.Event classification of Operational risk

2.Data Governance of Operational risk

3.Measurement methods of Operational risk

4.Organizational Structure in Operational risk

5.Capital Planning of Operational risk

1 - Estimating Market Risk Measures(1)

1 - Estimating Market Risk Measures(2)

2 - Non-parametric Approaches(1)

2 - Non-parametric Approaches(2)

3 - Extreme Value

4 - Backtesting VaR

5 - VaR Mapping(1)

5 - VaR Mapping(2)

6 - Risk Measurement for Trading Book

7 - Some Correlation Basics (1)

7 - Some Correlation Basics (2)

8 - Empirical Properties of Correlation

9 - Financial Correlation Modeling - Bottom-Up Approaches

10 - Empirical Approaches to Risk Metrics and Hedging

11- The Science of Term Structure Models(1)

11- The Science of Term Structure Models(2)

12 - The Evolution of Short Rates and the Shape of the Term Structure

13 - The Art of Term Structure Models Drift

14 - The Art of Term Structure Models Volatility and Distribution

15 - Volatility Smiles

16 - Fundamental Review of the Trading Book

1.The Credit Decision (1)

2.The Credit Decision (2)

3.The Credit Analyst

4.Capital Structure in Banks (1)

5.Capital Structure in Banks (2)

6.Rating Assignment Methodologies (Actuarial Method) (1)

7.Rating Assignment Methodologies (Actuarial Method) (2)

8.Rating Assignment Methodologies (Other Methods) (1)

9.Rating Assignment Methodologies (Other Methods) (2)

10.Rating Assignment Methodologies (Other Methods) (3)

11.Credit Risks and Credit Derivatives (Merton Model & KMV)

12.Credit Risks and Credit Derivatives (CreditMetrics & CreditRisk+)

13.Spread Risk and Default Intensity Models (1)

14.Spread Risk and Default Intensity Models (2)

15.Portfolio Credit Risk

16.Structured Credit Risk (1)

17.Structured Credit Risk (2)

18.Structured Credit Risk (3)

19.Structured Credit Risk (4)

20.Counterparty Risk and Beyond

21.Netting, Close-out and Related Aspects (1)

22.Netting, Close-out and Related Aspects (2)

23.Margin (Collateral) and Settlement (1)

24.Margin (Collateral) and Settlement (2)

25.Future Value and Exposure (1)

26.Future Value and Exposure (2)

27.Future Value and Exposure (3)

28.CVA (1)

29.CVA (2)

30.CVA (3)

31.The Evolution of Stress Testing Counterparty Exposures

32.Credit Scoring and Retail Credit Risk Management

33.The Credit Transfer Markets –and Their Implications (1)

34.The Credit Transfer Markets –and Their Implications (2)

35.An introduction to Securitization (1)

36.An introduction to Securitization (2)

37.Understanding the securitization of Subprime Mortgage Credit (1)

38.Understanding the securitization of Subprime Mortgage Credit (2)

0-1 Introduction

1-1 Introduction to Operational Risk and Resilience

1-2 Introduction to Operational Risk and Resilience

1-3 Introduction to Operational Risk and Resilience

1-4 Introduction to Operational Risk and Resilience

2-1 Risk Governance

2-2 Risk Governance

2-3 Risk Governance

2-4 Risk Governance

3-1 Risk Identification

3-2 Risk Identification

3-3 Risk Identification

3-4 Risk Identification

4-1 Risk Measurement and Assessment

4-2 Risk Measurement and Assessment

4-3 Risk Measurement and Assessment

4-4 Risk Measurement and Assessment

4-5 Risk Measurement and Assessment

4-6 Risk Measurement and Assessment

4-7 Risk Measurement and Assessment

5-1 Risk Mitigation

5-2 Risk Mitigation

5-3 Risk Mitigation

5-4 Risk Mitigation

5-5 Risk Mitigation

5-6 Risk Mitigation

6-1 Risk Reporting

6-2 Risk Reporting

6-3 Risk Reporting

6-4 Risk Reporting

7-1 Integrated Risk Management

7-2 Integrated Risk Management

7-3 Integrated Risk Management

7-4 Integrated Risk Management

8-1 Cyber-Resilience- Range of Practices

8-2 Cyber-Resilience- Range of Practices

8-3 Cyber-Resilience- Range of Practices

8-4 Cyber-Resilience- Range of Practices

8-5 Cyber-Resilience- Range of Practices

9-1 Case Study- Cyberthreats and Information Security Risks

9-2 Case Study- Cyberthreats and Information Security Risks

10-1 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

10-2 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

10-3 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

11-1 Management of Risk Associated with Money Laundering and Financing of Terrorism

11-2 Management of Risk Associated with Money Laundering and Financing of Terrorism

12-1 Guidance on Managing Outsourcing Risk

12-2 Guidance on Managing Outsourcing Risk

13-1 Case Study- Third-Party Risk Management

13-2 Case Study- Third-Party Risk Management

14-1 Case Study- Investor Protection and Compliance Risks in Investment Activities

14-2 Case Study- Investor Protection and Compliance Risks in Investment Activities

15-1 Supervisory Guidance on Model Risk Management

15-2 Supervisory Guidance on Model Risk Management

15-3 Supervisory Guidance on Model Risk Management

15-4 Supervisory Guidance on Model Risk Management

16-1 Case Study- Model Risk and Model Validation

16-2 Case Study- Model Risk and Model Validation

16-3 Case Study- Model Risk and Model Validation

17-1 Stress Testing Banks

17-2 Stress Testing Banks

17-3 Stress Testing Banks

18-1 Risk Capital Attribution and Risk-Adjusted Performance Measurement

18-2 Risk Capital Attribution and Risk-Adjusted Performance Measurement

18-3 Risk Capital Attribution and Risk-Adjusted Performance Measurement

18-4 Risk Capital Attribution and Risk-Adjusted Performance Measurement

18-5 Risk Capital Attribution and Risk-Adjusted Performance Measurement

18-6 Risk Capital Attribution and Risk-Adjusted Performance Measurement

18-7 Risk Capital Attribution and Risk-Adjusted Performance Measurement

18-8 Risk Capital Attribution and Risk-Adjusted Performance Measurement

19-1 Range of Practices and Issues in Economic Capital Frameworks

19-2、3 Range of Practices and Issues in Economic Capital Frameworks

19-4 Range of Practices and Issues in Economic Capital Frameworks

20-1 Capital Planning at Large Bank Holding Companies

20-2 Capital Planning at Large Bank Holding Companies

21-1 Capital Regulation Before the Global Financial Crisis

21-2 Capital Regulation Before the Global Financial Crisis

21-3 Capital Regulation Before the Global Financial Crisis

21-4 Capital Regulation Before the Global Financial Crisis

21-5、6 Capital Regulation Before the Global Financial Crisis

21-7 Capital Regulation Before the Global Financial Crisis

21-8 Capital Regulation Before the Global Financial Crisis

22-1、2、3 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

22-4 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

22-5 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

22-6 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

22-7、8 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

23-1 High-Level Summary of Basel Ⅲ Reforms

23-2 High-Level Summary of Basel Ⅲ Reforms

23-3 High-Level Summary of Basel Ⅲ Reforms

24-1、2 Basel Ⅲ-Finalising Post-Crisis Reforms

24-3 Basel Ⅲ-Finalising Post-Crisis Reforms

1 - Factor Theory(1)

1 - Factor Theory(2)

2 - Factors(1)

2 - Factors(2)

3 - Alpha (and the Low-Risk Anomaly)(1)

3 - Alpha (and the Low-Risk Anomaly)(2)

3 - Alpha (and the Low-Risk Anomaly)(3)

4 - Portfolio Construction(1)

4 - Portfolio Construction(2)

5 - Portfolio Risk

6 - VaR and Risk Budgeting in Investment Management(1)

6 - VaR and Risk Budgeting in Investment Management(2)

7 - Risk Monitoring and Performance Measurement

8 - Portfolio Performance Evaluation(1)

8 - Portfolio Performance Evaluation(2)

9 - Hedge Funds(1)

9 - Hedge Funds(2)

10 - Performing Due Diligence on Specific Managers and Funds

1 - Liquidity Risk(1)

1 - Liquidity Risk(2)

1 - Liquidity Risk(3)

1 - Liquidity Risk(4)

2 - Liquidity and Leverage(1)

2 - Liquidity and Leverage(2)

2 - Liquidity and Leverage(3)

3 - Early Warning Indicators

4 - The Investment Function in Financial-Services Management

5 - Liquidity And Reserves Management Strategies And Policies(1)

5 - Liquidity And Reserves Management Strategies And Policies(2)

6 - Intraday Liquidity Risk Management

7 - Monitoring Liquidity(1)

7 - Monitoring Liquidity(2)

8 - The Failure Mechanics of Dealer Banks

9 - Liquidity Stress Testing

10 - Liquidity Risk Reporting and Stress Testing

11 - Contingency Funding Planning

12 - Managing and Pricing Deposit Services

13 - Managing Nondeposit liabilities

14 - Repurchase Agreements and Financing(1)

14 - Repurchase Agreements and Financing(2)

15 - Liquidity Transfer Pricing(1)

15 - Liquidity Transfer Pricing(2)

16 - The us dollar shortage in global banking

17 - Covered interest Parity lost

18 - Risk Management tor Changing Interest Rates(1)

18 - Risk Management tor Changing Interest Rates(2)

19 - Illiquidity asset(1)

19 - Illiquidity asset(2)

0-1 current issues課程介紹

1-1 paper1

1-2 paper1

2-1 paper2

3-1 paper3

3-2 paper3

4-1 paper4

5-1 paper5

6-1 paper6

7-1 paper7

8-1 paper8

Market risk review (1)

Market risk review (2)

Market risk review (3)

Market risk review (4)

Market risk review (5)

Market risk review (6)

introduction

Part 1 Basics of Credit Risk(1)

Part 1 Basics of Credit Risk(2)

Part 2 Models For Measuring PD(1)

Part 2 Models For Measuring PD(2)

Part 2 Models For Measuring PD(3)

Part 3 Counterparty Exposures(1)

Part 3 Counterparty Exposures(2)

Part 4 Methods of mitigating credit risk(1)

Part 4 Methods of mitigating credit risk(2)

Part 5 Credit Derivatives

Part 6 Securitization(1)

Part 6 Securitization(2)

0-1 topic0 課程簡介

1-1 topic1

2-1 topic2

3-1 topic3

4-1 topic4

5-1 topic5

6-1 topic6

7-1 Topic7

8-1 Topic8

9-1 Topic9

10-1 Topic10

11-1 Topic11

12-1 Topic12

12-2 Topic12

12-3 Topic12

12-4 Topic12

Risk management and investment management Review(1)

Risk management and investment management Review(2)

Risk management and investment management Review(3)

Risk management and investment management Review(4)

Risk management and investment management Review(5)

Risk management and investment management Review(6)

Risk management and investment management Review(7)

Risk management and investment management Review(8)

Risk management and investment management Review(9)

Risk management and investment management Review(10)

Risk management and investment management Review(11)

Risk management and investment management Review(12)

Risk management and investment management Review(13)

Risk management and investment management Review(14)

Risk management and investment management Review(15)

Risk management and investment management Review(16)

Liquidity and Treasury Risk Review(1)

Liquidity and Treasury Risk Review(2)

Liquidity and Treasury Risk Review(3)

Liquidity and Treasury Risk Review(4)

Liquidity and Treasury Risk Review(5)

Liquidity and Treasury Risk Review(6)

Liquidity and Treasury Risk Review(7)

Liquidity and Treasury Risk Review(8)

Liquidity and Treasury Risk Review(9)

Liquidity and Treasury Risk Review(10)

Liquidity and Treasury Risk Review(11)

Liquidity and Treasury Risk Review(12)