信用風(fēng)險(xiǎn)

操作風(fēng)險(xiǎn)

市場(chǎng)風(fēng)險(xiǎn)

前言

M1市場(chǎng)風(fēng)險(xiǎn)測(cè)量

M2 非參法

M3 參數(shù)法 (II): 極值理論

M4 VaR 回測(cè)

M5 VaR 映射

M6 銀行控股公司的市場(chǎng)風(fēng)險(xiǎn)VaR模型驗(yàn)證

M7 超越基于超出的VaR模型回測(cè)

M8 相關(guān)性基礎(chǔ)

M9 相關(guān)性的實(shí)證性質(zhì)

M10 金融相關(guān)性建模-自下而上方法

M11 使用期限結(jié)構(gòu)模型進(jìn)行套利定價(jià)

M12 期望、風(fēng)險(xiǎn)溢價(jià)、凸度和期限結(jié)構(gòu)的形狀

M13 期限結(jié)構(gòu)模型之漂移項(xiàng)

M14 期限結(jié)構(gòu)模型之波動(dòng)率與分布

M15 Vasicek 模型 和 Gauss+ 模型

M16 風(fēng)險(xiǎn)指標(biāo)和對(duì)沖的實(shí)證方法

M17 波動(dòng)率微笑

M18 交易賬簿的基本審查

8 - 違約概率估計(jì)

9 - 信用在險(xiǎn)價(jià)值（CVaR）

10 - 組合信用風(fēng)險(xiǎn)

11 - 恒定風(fēng)險(xiǎn)假設(shè)

12 - 信用衍生品

13 - 交易對(duì)手方風(fēng)險(xiǎn)及其他

14 - 凈額結(jié)算、平倉(cāng)和相關(guān)方面

15 - 保證金（抵押品）和結(jié)算

16 - 中央清算

17 - 對(duì)手方風(fēng)險(xiǎn)敞口的計(jì)量

18 - CVA

19 - 對(duì)手方敞口壓力測(cè)試的演變

20 - 銀行貸款信用風(fēng)險(xiǎn)管理

21 - 信用衍生品信用風(fēng)險(xiǎn)管理

22 - 結(jié)構(gòu)化信用衍生品風(fēng)險(xiǎn)管理

23 - 證券化介紹

7 - 銀行的資本結(jié)構(gòu)

5 - 信用風(fēng)險(xiǎn)建模和評(píng)估介紹

6 - Credit Scoring and Rating

4 - 信用評(píng)分和信用評(píng)級(jí)

3 - 信用風(fēng)險(xiǎn)管理

2 - 信用風(fēng)險(xiǎn)治理

1 - 信用風(fēng)險(xiǎn)基礎(chǔ)

0 - 前言

introduction

1 - Introduction to Operational Risk and Resilience

2 - Risk Governance

3 - Risk Identification

4 - Risk Measurement and Assessment

5 - Risk Mitigation

6 - Risk Reporting

7 - Integrated Risk Management

8 - Cyber-Resilience: Range of Practices

9 - Case Study: Cyberthreats and Information Security Risks

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

11 - Case Study: Financial Crime and Fraud

12 - Guidance on Managing Outsourcing Risk

13 - Case Study: Third-Party Risk Management

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

15 - Supervisory Guidance on Model Risk Management

16 - Case Study: Model Risk and Model Validation

17 - Stress Testing Banks

18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement

19 - Range of Practices and Issues in Economic Capital Frameworks

20 - Capital Planning at Large Bank Holding Companies

21 - Capital Regulation Before the Global Financial Crisis

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

23 - High-Level Summary of Basel Ⅲ Reforms

24 - Basel Ⅲ:Finalising Post-Crisis Reforms

Introduction

1 - Liquidity Risk

2 - Liquidity and Leverage

3 - Early Warning Indicators

4 - The Investment Function in Financial-services Management

5 - Liquidity and Reserves Management Strategies and Policies

6 - Intraday Liquidity Risk Management

7 - Monitoring Liquidity

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 Non-deposit Liabilities

14 - Repurchase Agreements and Financing

15 - Liquidity Transfer Pricing: A Guide to Better Practice

16 - The US dollar Shortage in Global Banking and International Policy Response

17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis

18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques

19 - Illiquid Assets

1 - Factor theory

2 - Factors

3 - Alpha (and the Low-Risk Anomaly)

4 - Portfolio Construction

5 - Portfolio Risk：Analytical Methods

6 - VaR and Risk Budgeting in Investment Management

7 - Risk Monitoring and Performance Measurement

8 - Portfolio Performance Evaluation

9 - Hedge Funds

10 - Performing Due Diligence on Specific Managers and Funds

11 - Predicting Fraud by Investment Managers

introduction

M1 2023 Bank Failures_Preliminary lessons learnt for resolution

M2 Generative Artificial Intelligence in Finance

M3 Artificial intelligence and the economy_implications for central banks

M4 Interest Rate Risk Management by EME Banks

M5 Laying a robust macro-financial foundation for the future

M6 risk of private credit

M7 Monetary and fiscal policy safeguarding stability and trust

M8 Regulating the Crypto

M9 Digital resilience and financial stability

1 - VaR related topics

2 - Correlation related topics

3 - Term structure model

4 - Other

0 - introduction

1 - part 1：Basic of Credit Risk

2 - part 2：Measurement of Credit Risk

3 - part 3：Counterparty Risk

4 - part 4：Management of Credit Risk

0 - topic0

1 - topic1

2 - topic2

3 - topic3

4 - topic4

5 - topic5

6 - topic6

7 - Topic7

8 - Topic8

9 - Topic9

10 - Topic10

11- Topic11

12 - Topic12

0 - introduction

1 - part 1

2 - part 2

3 - part 3

4 - part 4

1 - Factor Theory

2 - Factors

3 - Alpha (and the Low-Risk Anomaly)

4 - Portfolio Construction

5 - Portfolio Risk：Analytical Methods

沖刺私播課