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Online Learning Series: Financial Risk Management Fundamentals II

Course Info

A continuation of  Financial Risk Management Fundamentals, this learning series is divided into four financial risk categories: Market, Credit, Liquidity, and Interconnected. 

Watch the prerecorded sessions of Professor Steve Lindo as he covers these advanced and complex topics. You'll receive exercises to complete during or after watching the session and four different multiple choice quizzes.        

What You Will Learn        

Market Risk
  • Portfolio VaR calculation
  • Stress test of currencies hedged by forwards
  • Investment portfolio manager exceeds limit
Credit Risk
  • Credit analysis for fixed asset finance
  • Loss Given Default calculation for interest rate and currency swap and option counterparties
  • Expected loss calculation for portfolio of loans, bonds and swaps
Credit Risk and Liquidity Risk
  • Expected loss of counterparty exposure exceeds limit
  • Funding mix for an industrial company
  • Investment mix for a financial institution
Liquidity and Interconnected Risk
  • Rebalancing a portfolio within investor's liquidity tolerance Risk
  • Assess contagion risk in an investment portfolio Interconnected Risk
  • Assess wrong way risk
Price$49 USD RIMS Members
$149 USD Non-Members
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RIMS Core Competency CategoryRisk Management Knowledge