价格： ￥ 4980.00
视频有效期：12个月
视频时长：约200小时
详情介绍
课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.操作风险
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
23 - High-Level Summary of Basel Ⅲ Reforms
22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis
21 - Capital Regulation Before the Global Financial Crisis
20 - Capital Planning at Large Bank Holding Companies
19 - Range of Practices and Issues in Economic Capital Frameworks
Introduction
1 - Introduction to Operational Risk and Resilience
2 - Risk Governance
3 - Risk Identification
4 - Risk Identification
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
2.投资风险
11 - Predicting Fraud by Investment Managers
10 - Performing Due Diligence on Specific Managers and Funds
9 - Hedge Funds
8 - Portfolio Performance Evaluation
7 - Risk Monitoring and Performance Measurement
6 - VaR and Risk Budgeting in Investment Management
1 - Factor theory
2 - Factors
3 - Alpha (and the Low-Risk Anomaly)
4 - Portfolio Construction
5 - Portfolio Risk：Analytical Methods
3.流动性风险
19 - Illiquid Assets
18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis
16 - The US dollar Shortage in Global Banking and International Policy Response
15 - Liquidity Transfer Pricing: A Guide to Better Practice
14 - Repurchase Agreements and Financing
13 - Managing Non-deposit Liabilities
12 - Managing and Pricing Deposit Services
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
6 - Intraday Liquidity Risk Management
5 - Liquidity and Reserves Management Strategies and Policies
4 - The Investment Function in Financial-services Management
3 - Early Warning Indicators
2 - Liquidity and Leverage
1 - Liquidity Risk
introduction
4.金融时事分析
0 - Introduction
1 - Review of the Federal Reserve’s Supervision and Regulation of Silicon Valley Bank
2- The Credit Suisse CoCo Wipeout Facts, Misperceptions, and Lessons for Financial Regulation
3 - Artificial Intelligence and Bank Supervision
4 - Financial Risk Management and Explainable, Trustworthy, Responsible AI
5 - Artificial Intelligence Risk Management Framework
6 - Climate-related risk drivers and their transmission channels
7 - Principles for the effective management and supervision of climate-related financial risks
8 - Climate-related financial risks - measurement methodologies
9 - The Crypto Ecosystem： Key Elements and Risks
10 - Digital resilience and financial stability
5.信用风险
0 - Introduction
1 - Fundamentals of Credit Risk
2 - Governance
3 - Credit Risk Management
4 - Capital Structure in Banks
5 - Introduction to Credit Risk Modeling and Assessment
6 - Credit Scoring and Rating
7 - Credit Scoring and Retail Credit Risk Management
8 - Estimating Default Probabilities
9 - Credit Value at Risk
10 - Portfolio Credit Risk
11 - Credit Risk
12 - Derivatives
13 - Counterparty Risk and Beyond
14 - Netting, Close-out and Related Aspects
15 - Margin (Collateral) and Settlement
16 - Central Clearing
17 - Margin (Collateral) and Settlement
18 - Central Clearing
19 - Future Value and Exposure
20 - CVA
21 - The Evolution of Stress Testing Counterparty Exposures
22 - Structured Credit Risk
23 - An Introduction to Securitisation
6.市场风险
3 - ParametricApproaches (II):Extreme Value
4 - backtesting VaR
5 - VaR Mapping
6 - Messages from the Academic Literature on Risk Management for the Trading Book
7 - Correlation Basics:Definitions, Applications, and Terminology
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
9 - Financial Correlation Modeling-Bottom-Up Approaches
10 - Empirical Approaches to Risk Metrics and Hedging
11 - The Science ofTerm Structure Models
12 - The Evolution of Short Rates and the Shape of the Term Structure
13 - The Art of Term Structure Model： Drift
14 - The Art of Term Structure Model Volatility and Distribution
15 - Volatility Smiles
16 - FundamentalReview of theTrading Book
2 - Non-parametric approaches
1 - Estimate market risk measurement
0 - Introduction
1.操作风险
操作风险
2.信用风险
信用风险
3.市场风险
市场风险
