Link
Search
Menu
Expand
Document
PyFin Academy
1. Foundations of Risk Management
1. Building Blocks of Risk Management
Risk and Risk Management
Risk Measures
Expected Loss and Unexpected Loss
Risk and Reward
Types of Risks
Risk Factors
Revision
2. Financial Risk Management
Risk Management Strategies
Risk Appetite and Decision-Making
Hedging Risk Exposures
Hedging Operational and Financial Risks
Risk Management Tools
Revision
3. Governance of Risk Management
1. Introduction
2. Impact of GFC on Regulations and Corporate Risk Governance
3. Governance of Risk Management Processes
4. Board of Directors
5. Risk Appetite and Business Strategy
6. Interdependence of Functional Units
7. Audit Committee
8. Conclusion
4. Credit Risk Transfer
1. Introduction
2. Credit Derivatives
3. Traditional Approaches for Credit Risk Mitigation
4. Credit Derivatives and GFC
5. Securitization Process and Special Purpose Vehicle (SPV)
6. Conclusion
5. Modern Portfolio Theory and CAPM
1. Introduction
2. Modern Portfolio Theory and Markowitz Efficient Frontier
3. Derivation and Components of CAPM
4. Assumptions Underlying the CAPM
5. Capital Market Line and Security Market Line
6. Calculating Expected Return Using CAPM
7. Beta of an Asset or Portfolio
8. Portfolio's Performance Measures
9. Conclusion
6. Arbitrage Pricing Theory and Multifactor Models
1. Introduction
2. Arbitrage Pricing Theory (APT)
3. Inputs and Factor Betas in Multifactor Models
4. Expected Returns Using Single Factor and Multifactor Models
5. Hedging Factor Exposure
6. Fama-French Three-Factor Model
7. Conclusion
7. Data Aggregation and Risk Reporting
1. Introduction
2. Benefits of Effective Risk Data Aggregation and Reporting
3. Challenges in Implementing Strong Risk Data Aggregation and Reporting
4. Governance Principles for Risk Data Aggregation and Reporting
5. Data Architecture and IT Infrastructure
6. Conclusion
8. Enterprise Risk Management
1. Introduction
2. A Comparative Overview of ERM
3. Motivations for Adopting ERM
4. Governance and Implementation of ERM
5. Cultivating a Strong Risk Culture
6. Scenario Analysis in ERM
7. Scenario Analysis in Stress Testing and Capital Planning
8. Conclusion
9. Financial Disasters
1. Introduction
2. Interest Rate Risk
3. Funding Liquidity Risk
4. Hedging Strategies
5. Model Risk
6. Rogue Trading and Misleading Reporting
7. Financial Engineering and Complex Derivatives
8. Reputational Risk
9. Corporate Governance
10. Cyber Risk
11. Conclusion
10. Great Financial Crisis
1. Introduction
2. Historical Background and Overview of GFC
3. Build-Up to the GFC
4. Role of Subprime Mortgages and CDOs in GFC
5. Comparative Roles of Different Institutions
6. Trends in Short-Term Wholesale Funding Markets
7. Responses by Central Banks
8. Conclusion
11. GARP Code of Conduct
1. Introduction
2. Responsibility of each GARP Member
3. Consequences of Violating the GARP Code of Conduct
4. Conclusion
