Weeks | Topics |
1 |
Conceptual Framework: Concept and Types of Risk
|
2 |
Risk and Return: Portfolio Theory
|
3 |
Portfolio Models - Efficient Portfolios
|
4 |
Capital Asset Pricing Model
|
5 |
Applications of Multi-Indexed Models (Arbitrage Pricing Model)
|
6 |
Derivatives (forward, futures, swaps, option
|
7 |
Derivatives (swaps, option)
|
8 |
Midterm exam
|
9 |
Asset - Debt Management (GAP, Duration)
|
10 |
Risk Management at Retail and Commercial Loans and Credit Rating
|
11 |
Perspective on Basel II
|
12 |
Operational Risk Management Applications at Financial Institutions
|
13 |
(Value at Risk-VaR)
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14 |
Stress Testing and Scenario Analysis
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