Kurum-İçi Eğitim Programları
B14. SBFLC School Of Risk Management
-Types Of Risk And Their Importance: Price sensitivities - Internal performance measures -Importance of regulation;
-Market Risk : Factor Sensitivity Analysis - Some elementary statistics
-Market Risk: Monte Carlo simulation - Market Value at Risk - Economic and regulatory capital for market risk
- Credit Risk: Default risk from a historical / actuarial perspective - Default risk from market prices of securities - Credit risk exposure – Credit derivatives
- Credit Risk: Credit risk management; Risk Aggregation: Purposes of risk assessment Uncertainties, errors and commissions in current risk assessment methodologies -Application-orientated global risk assessment models -
Risk management
-Operational Risk: Identifying
-operational risk - Measuring
-operational risk - Economic and regulatory capital for
-operational risk - Managing operational risk