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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: 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.                            

Topic               Content Covered  
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

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