Risk Management

What you will learn

• Compute standard risk measures for portfolios comprising of a variety of asset classes.
• Be aware of the strengths and weaknesses of the various approaches to risk measurement.
• Understand the central role of asset liability management in the overall risk management of financial institutions.
• Understand the implications of recent risk events for risk management and prudential regulation.
• Understand the issues surrounding current risk regulation.
• Be familiar with current regulatory stress testing regimes for financial institutions.