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NEW: Financial Risk Management Fundamentals II

A continuation of Financial Risk Management Fundamentals, this intermediate Financial Risk learning series is divided into four financial risk categories and will take place virtually over 4 weeks, culminating in a capstone class at the RIMS office in New York City

Join Steve Lindo as he covers advanced topics concerning market, credit, liquidity, and interconnected risk. You'll receive tailored instruction and exercises to complete during the session. Self study includes four different multiple choice quizzes to be completed after participating in the live sessions.

Attend the Webinar Series and Capstone Class and Save!
RIMS Members- Click here to save
Non-members- Click here to save
Register for both the Financial Risk Management Fundamentals II webinar series and the in-person Capstone class on October 29th in New York City and receive a 10% discount off each item. When registering online, select the “next” option until you reach the final payment screen that displays the 10% discount pricing for both items. Then, select the “finish” to purchase both at the reduced rate. If you need assistance, please contact our Client Services Team at CST@RIMS.org.

                                             
  Date & Time               Content Covered Prior Knowledge 
Week 1

Market Risk

Tuesday,
October 1

12:00PM to 1:15PM EST
  • Portfolio VaR calculation
  • Stress test of currencies hedged by forwards
  • Investment portfolio manager exceeds limit
Financial Risk Management Fundamentals I (Session 1)
OR
Market Risk Concepts and Practices:
Bond valuation;
currency forward pricing,
derivatives valuation;
VaR;
and stress testing
Week 2

Credit Risk

Tuesday,
October 8

12:00PM to 1:15PM EST
  • 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
Financial Risk Management Fundamentals I
(Session 2)


OR


Credit Risk Concepts and Practices:

Financial statement analysis;
secured and unsecured lending;
counterparty exposure measurement;
probability of default/exposure at default/loss given default/expected loss calculation
Week 3

Credit Risk and Liquidity Risk

Tuesday,
October 15

12:00PM to 1:15PM EST
  • Expected loss of counterparty exposure exceeds limit
  • Funding mix for an industrial company
  • Investment mix for a financial institution
Financial Risk Management Fundamentals I
(Session 3)

OR

Liquidity risk concepts and practices:
Contingent funding sources;
funding and investment liquidity buckets;
market-based investment liquidity criteria;
funding and investment liquidity diversification
Week 4

Liquidity and Interconnected Risk

Tuesday
October 22

12:00PM to 1:15PM EST
  • Rebalancing a portfolio within investor's liquidity tolerance Risk
  • Assess contagion risk in an investment portfolio Interconnected Risk
  • Assess wrong way risk
Financial Risk Management Fundamentals I
(Session 4)


OR

Interconnected risk concepts and practices:
Complexity;
contagion;
wrong way risk
(Optional)
Capstone Class

@ RIMS Office in NYC

Tuesday,
October 29 

9AM to 4PM EST

You must register separately
Register HERE!
Market Risk Case Study
Composing a portfolio to match an investor's risk appetite

Credit Risk Case Study
Working out a past-due credit

Liquidity Risk Case Study Restructuring an industrial company's funding mix

Interconnected Risk Case Study 2008: Why Lehman Brothers Went Under and Goldman Sachs Survived
Financial Risk Management Fundamentals I and II 

OR

All concepts and practices listed in weeks 1-4 

Can't make a session? Archived versions will be available within 48 hours of the live dates.

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