Lesson List
Browse Q&A
Introduction
1. Introduction
00:17:09
Chapter 1 – Risk Management: A helicopter View
Chapter 1 Study Notes
2. What is Risk Management?
00:19:08
3. The conflict between Risk and Return
00:35:29
4. The Danger of Names
00:23:07
5. Numbers are dangerous, too
00:23:11
6. The Risk Manager’s job
00:8:15
7. Typologies of Risk Exposures
00:42:17
Chapter 1 Quiz
22 minutes
Chapter 2 – Corporate Risk Management: A primer
Chapter 2 – Corporate Risk Management: A primer
8. Why not to manage risk in theory
00:30:53
9. And some reasons for managing risk in practice
00:12:27
10. Hedging operations versus hedging financial positions
00:10:06
11. Case Study: Merk and FX exposure
00:8:36
12. Determining the Objectives of Risk Management
00:16:26
13. Risk Mapping
00:05:57
14. Instruments for Risk Management
00:15:58
15. Constructing and implementing the risk management strategy
00:14:48
16. Performance Evaluation
00:4:20
Chapter 2 Quiz
22 minutes
Chapter 5 – A User Friendly Guide to the Theory of Risk and Return
Chapter 5 – A user friendly guide to the theory of Risk and Return
17. Harry Markowitz and Portfolio Selection
00:33:26
18. CAPM – The arbitrage Theory
00:28:38
19. How to price an option
00:39:44
20. Modigliani and Miller theory (M &M)
00:08:33
21. Behavioral Financing
00:05:39
Chapter 5 Quiz
24 minutes
Chapter 4 – Corporate Governance and Risk Management
Chapter 4 – Corporate Governance and Risk Management
22. Setting the Scene: Governance and Risk Management
00:15:57
23. True Risk Governance
00:13:18
24. Committees and Risk Limits: Overview
00:20:52
25. Roles and Responsibilities in Practice
00:11:21
Chapter 4 Quiz
26 minutes
PRMIA Standards of Best Practice, Conduct & Ethics
PRMIA Standards of best practice, Conduct and ethics
26. Professional Standards
00:8:15
27. Professional Conduct
00:11:23
28. Ethical Behavior
00:4:50
29. Guidance on Conflict Resolution
00:7:27
PRMIA Governance Principles
PRMIA Governance Principles
30. The principles
00:08:26
31. Application of the principles
00:08:36
32. Duties of Key Parties
00:08:16
PRMIA Bylaws
PRMIA Bylaws
33. PRMIA Bylaws
00:17:17
PRMIA Standards of Best Practice, Conduct, Ethics, Governance Principles and bylaws quiz
38 minutes
The Structure of Financial Markets and OTC Markets
The structure of Financial Markets and OTC markets
34. Introduction
00:5:14
35. Global markets and their terminologies
00:8:51
36. Drivers of liquidity
00:12:47
37. REPO Markets
00:17:41
38. Liquidity and Financial Risk Management
00:7:50
39. Exchanges Versus OTC Markets
00:15:26
40. Post- trade Processing
00:7:55
41. Retail and Wholesale Brokerage
00:06:04
42. New Financial Markets
00:20:33
The structure of Financial Markets and OTC Markets
34 minutes
Money Markets
Money Markets
43. Characteristics of Money Market instruments
00:16:55
44. Deposits from Customers
00:9:23
45. Loans to Businesses
00:11:14
46. Repurchase Agreements
00:5:25
47. International Markets
00:6:33
48. The LIBOR
00:5:46
49. Money Market Securities
00:19:38
Money Markets Quiz
26 minutes
Bond Markets
Bonds market
50. The players
00:25:57
51. Bonds by issuers
00:30:35
52. The markets
00:6:26
53. The government bonds market
00:4:50
54. The corporate bonds market
00:3:54
55. The market by country and sector
00:2:37
57. The eurobond market
00:5:29
56. Underwriting a new issue
00:10:09
58. Credit Risk
00:24:03
Bonds markets quiz
24 minutes
Stock Markets
Stock Markets
59. The characteristics of Common Stock
00:9:55
60. Share Premium and Capital Accounts and Limited Liability
00:15:06
61. Equity Shareholders Rights and Dividends
00:12:11
62. Other Types of Equity Shares- Preference Shares
00:12:53
63. Equity Price Data
00:6:18
64. Market Capitalization
00:5:55
65. Stock Market Indices
00:13:4
66. Equity Valuation
00:15:33
67. Stock Markets and their Participants
00:7:19
68. Market Mechanics
00:3:58
69. The Primary Market – IPOs and Private Placements
00:4:17
70. Basic Primary Market Process
00:5:16
71. Initial Public Offerings
00:6:03
72. Private Placements
00:5:11
73. The Secondary Market- the Exchange Versus OTC Markets
00:4:13
74. The Exchange
00:8:09
75. The Over The Counter Market
00:3:52
76 Trading Costs
00:6:02
77. Commissions
00:4:36
78. Bid-Offer Spread
00:5:06
79. Market Impact
00:3:33
80. Buying on margin
00:16:58
81. Leverage
00:3:56
82. Percentage Margin and Maintenance margin
00:3:54
83. Short Sales and Stock Borrowing Costs
00:8:22
84. Short Sale
00:5:37
85. Stock Borrowing
00:3:26
Stock markets quiz
30 minutes
Foreign Exchange Markets
Foreign Exchange Markets
86. The Interbank Market
00:11:07
87. Exchange Rate Quotations
00:7:41
88. Direct Dealing Vs Foreign Exchange Brokers
00:7:46
89. Electronic Brokering Systems
00:2:15
90. The Role of the US Dollar
00:5:45
91. Market and Quoting Conventions
00:5:18
92. Cross Trades and Cross Rates
00:5:05
93. Determinants of Foreign Exchange Rates
00:14:51
94. Spot and Forward Markets
00:6:41
95. Forward Discounts and Premiums
00:5:41
96. Interest Rate Parity
00:7:02
Foreign Exchange Markets Quiz
32 minutes
Futures Markets
Futures Markets
Futures Market
26 minutes
Commodities Markets
Commodities Markets
Commodities Markets
26 minutes
Energy Markets
Energy Markets
Energy Markets
8 minutes
Chapter 6 – Interest Rates and Hedging with Derivative Instruments
Chapter 6 – Interest Rates and Hedging with Derivative Instruments
Chapter 6 Quiz
44 minutes
Chapter 7 – Measuring Market Risk: VAR, Expected Shortfall and Similar Mertics
Chapter 7 – Measuring Market Risk, VAR, Expected Shortfall and Similar Metrics
Chapter 7 Quiz
20 minutes
Chapter 8 – Asset Liability Management
Chapter 8 – Asset Liability Management
Chapter 8 Quiz
18 minutes
Chapter 16 – Stress Testing and Scenario Analysis
Chapter 16 – Stress Testing and Scenario Analysis
Chapter 16 Quiz
18 minutes
Chapter 9 – Credit Scoring and Retail Credit Risk Management
Chapter 9 – Credit Scoring and Retail Credit Risk Management
Chapter 9 Quiz
20 minutes
Chapter 10 – Commercial Credit Risk and the Rating of Individual Credits
Chapter 10 – Commercial Credit Risk and the Rating of Individual Credits
Chapter 10 Quiz
10 minutes
Chapter 11 – Quantitative Approaches to Credit Portfolio Risk and Credit Modeling
Chapter 11 – Quantitative Approaches to Credit Portfolio Risk and Credit Modeling
Chapter 11 Quiz
14 minutes
Chapter 12 – The Credit Risk Transfer Markets and their implications
Chapter 12 – The Credit Risk Transfer Markets and their implications
Chapter 12 Quiz
20 minutes
The evolution of Counterparty Credit Risk Management
The evolution of Credit Risk Management
Chapter 14 – Operational Risk
Chapter 14 – Operational Risk
Chapter 14 Quiz
18 minutes
Chapter 17 – Risk Capital Attributes and RAROC
Chapter 17 – Risk Capital Attributes and RAROC
Chapter 17 Quiz
14 minutes
Case Studies
The Group of Thirty Derivatives Best Practice
Metallgesellschaft
Orange County
Riggs Bank
World Com
Bankers Trust
Daiwa
Long Term Capital Market
Continental Illinois
Bankgesellschaft Berlin
Credit Lyonnais
NAB – FX Operations
Barings
Mock Exam
Mock Exam
3 hours
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Chapter 1 Study Notes
Complete Lesson
Attachments
2. Chapter 1 – Risk Management; a helicopter view.pdf
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