Portfolio Risk Management (New York Institute of Finance)

Colleagues, NYIF’s “Portfolio Risk Management” will enable you to master the theory and practice of risk management applied to portfolios comprising a wide variety of asset classes. CPE Credits: 7. Prerequisite knowledge: Familiarity with equity, fixed income and alternative asset classes, fixed income mathematics, knowledge of portfolio theoretic concepts including mean-variance measures, portfolio diversification, systematic risk, intermediate MS Excel skills (data tables, lookup functions, solver, etc.) and knowledge of elementary calculus, probability theory and statistical methods. Skill-based training modules include: 1) Taxonomy of Risks - Market, Credit, Operational and Liquidity risk, 2) Market Risk Management Tools and Practices - Risk management tools, Index futures, Equity swaps, Options, Portfolio stress testing, 3) Credit Risk Management - Structural models of credit risk, Reduced form models of credit risk, Modeling default dependence, Credit value at risk, 4) Risk Budgeting - Objectives of risk budgeting, Marginal risk and contributions to portfolio risk, Risk allocation and attribution, 5) Risk Management and Control Structures - Risk assessment vs. risk management, Exposure and loss limits, and Risk monitoring best practices.

Enroll today at (teams & execs welcome): https://tinyurl.com/2p84mny2 

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