Content
Check the course module of the IIM Indore applied financial risk management programme.
- Understanding the Contours of Uncertainty, Risk, and Complexity
- Approaches Towards Risk Management: Theory and Practice
- Risk Management Framework for Financial Institutes: The Philosophy and Contours of Basel Framework and Beyond
- Enterprise Risk Management: A Holistic Risk Management Framework for Non-financial Firms
- Complexity Science and the Emergence of a New Paradigm of Risk Management
- Sample and Population Statistics
- Statistical Inference and Hypothesis Testing
- Measure of Dependence (Correlations)
- Linear Single and Multiple Regressions
- Time Series Analysis and Forecasting
- Application of Quantitative Analysis using R and Python
- Application of Machine Learning for Risk Management
- Structure and Functions of Financial Institutions
- Financial Statement Analysis and Bank Valuation
- Understanding Risk in the Financial Institutions
- Risk in the Equity and Bond Markets
- Futures and Hedging Strategies
- Options and Hedging Strategies
- Interest Rate Futures and Hedging Strategies
- Options Greek
- Valuing a Fixed Income Security: The Relationship Between the Interest Rate and the Price of a Debt Asset
- Understanding and Predicting the Yield Curve
- The Fixed Income Portfolio Strategies and the Interest Rate: Sources of Interest Rate Risk Affecting the Fixed Income Portfolio
- Duration, Convexity, and Single Factor Risk Management
- Immunisation and Other Passive Portfolio Management Strategies
- Using Market-based Risk Hedging: Interest Rate Futures and Interest Rate Swaps
- Introduction to Simulation in Financial Decisions
- Analysing NPV Under Uncertainty
- Cash Balance Analysis and Investment Modelling
- Revenue Management Using Simulation
- Short- and Long-run Relationship and Their Assessment
- Assessment of Volatility Model
- Analysis of Value-at-Risk and Expected Shortfall
- Portfolio Management
- The Nature of Credit Risk: The Challenges and Peculiarity of Managing Credit Risk
- Credit Default Swap
- Asset-backed Securities
- Structural Models for Credit Risk (Merton, KMV)
- LGD Estimations: LGD Model and its Applications
- Exposure of Default-EADF Modelling
- Liquidity Risk, Principles, and Metrics
- Liquidity Adjusted Value-at-Risk Under Normal and Stressed Market
- Cash Flow Modelling, Liquidity Stress Testing