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详情介绍
课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.冲刺直播
操作风险
current issue
流动性风险
市场风险
投资风险
信用风险
模拟机考
1.2023年考纲解读
考纲解读
2.市场风险
市场风险
3.信用风险
信用风险
4.操作风险
操作风险
1.市场风险
0 - Introduction
15 - Volatility Smiles
14 - The Art of Term Structure Model Volatility and Distribution
13 - The Art of Term Structure Model： Drift
12 - The Evolution of Short Rates and the Shape of the Term Structure
11 - The Science ofTerm Structure Models
10 - Empirical Approaches to Risk Metrics and Hedging
9 - Financial Correlation Modeling-Bottom-Up Approaches
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
7 - Correlation Basics:Definitions, Applications, and Terminology
6 - Messages from the Academic Literature on Risk Management for the Trading Book
5 - VaR Mapping
4 - backtesting VaR
3 - ParametricApproaches (II):Extreme Value
2 - Non-parametric approaches
1 - Estimate market risk measurement
16 - FundamentalReview of theTrading Book
2.信用风险
1 - The credit decision
18 - Understanding the securitization of subprime mortgage credit
17 - Structured credit risk
16 - An introduction of securitization
15 - Credit transfer markets and their implications
14 - Credit scoring and retail credit risk management
13 - The evolution of stress-testing counterparty exposures
12 - CVA
11 - Future Value and Exposure
10 - Margin(Collateral) and Settlement
9 - Netting, close-out and related aspects
8 - Counterparty risk and beyond
7 - Portfolio credit risk
6 - Spread risk and default intensity models
5 - Credit risk and credit derivatives
4 - Rating assignment methodologies
3 - Capital Structure in Banks
2 - The credit analyst
Introduction
3.操作风险
Introduction
14 - Case Study: Investor Protection and Compliance Risks in Investment Activities
15 - Supervisory Guidance on Model Risk Management
16 - Case Study: Model Risk and Model Validation
17 - Stress Testing Banks
18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement
19 - Range of Practices and Issues in Economic Capital Frameworks
20 - Capital Planning at Large Bank Holding Companies
21 - Capital Regulation Before the Global Financial Crisis
22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis
23 - High-Level Summary of Basel Ⅲ Reforms
13 - Case Study: Third-Party Risk Management
12 - Guidance on Managing Outsourcing Risk
11 - Case Study: Financial Crime and Fraud
1 - Introduction to Operational Risk and Resilience
2 - Risk Governance
3 - Risk Identification
4 - Risk Identification
5 - Risk Mitigation
6 - Risk Reporting
7 - Integrated Risk Management
8 - Cyber-Resilience: Range of Practices
9 - Case Study: Cyberthreats and Information Security Risks
10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
4.流动性风险
introduction
11 - Contingency Funding Planning
12 - Managing and Pricing Deposit Services
13 - Managing Non-deposit Liabilities
14 - Repurchase Agreements and Financing
15 - Liquidity Transfer Pricing: A Guide to Better Practice
16 - The US dollar Shortage in Global Banking and International Policy Response
17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis
18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
10 - Liquidity Risk Reporting and Stress Testing
9 - liquidity Stress Testing
4 - The Investment Function in Financial-services Management
1 - Liquidity Risk
2 - Liquidity and Leverage
3 - Early Warning Indicators
5 - Liquidity and Reserves Management Strategies and Policies
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity
8 - The Failure Mechanics of Dealer Banks
19 - Illiquid Assets
5.投资风险
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
8 - Portfolio Performance Evaluation
7 - Risk Monitoring and Performance Measurement
6 - VaR and Risk Budgeting in Investment Management
5 - Portfolio Risk：Analytical Methods
4 - Portfolio Construction
3 - Alpha (and the Low-Risk Anomaly)
2 - Factors
1 - Factor theory
11 - Predicting Fraud by Investment Managers
6.金融时事分析
6 - paper6
5 - paper5
4 - paper4
3 - paper3
0 - current issues
1 - paper1
2 - paper2
7 - paper7
8 - paper8
1.市场风险
1 - Estimating Market Risk Measures
2 - orrelation Basics
3 - The Science of Term Structure Models
4 - Volatility Smiles
2.信用风险
1 - Basics of Credit Risk
2 - Credit Risk Measurements
3 - Counterparty Risk and Mitigations
4 - Credit Derivatives and Securitization
3.投资风险
10 - Performing Due Diligence on Specific Managers and Funds
2 - Factors
3 - Alpha (and the Low-Risk Anomaly)
4 - Portfolio Construction
5 - Portfolio Risk：Analytical Methods
6 - VaR and Risk Budgeting in Investment Management
7 - Risk Monitoring and Performance Measurement
8 - Portfolio Performance Evaluation
9 - Hedge Funds
1 - Factor Theory
11 - Detecting Fraud by Investment Managers
4.流动性风险
2 - part 2
3 - part 3
1 - part 1
0 - introduction
4 - part 4
5.操作风险
5 - topic5
11- Topic11
10 - Topic10
9 - Topic9
8 - Topic8
7 - Topic7
6 - topic6
2 - topic2
1 - topic1
0 - topic0
4 - topic4
3 - topic3
12 - Topic12
