融跃教育

前导入门班

• 1.市场风险

• 2.信用风险

• 3.操作风险

基础精讲班

• 1.市场风险

  • 前言

    

  • M1市场风险测量

    

  • M2 非参法

    

  • M3 参数法 (II): 极值理论

    

  • M4 VaR 回测

    

  • M5 VaR 映射

    

  • M6 银行控股公司的市场风险VaR模型验证

    

  • M7 超越基于超出的VaR模型回测

    

  • M8 相关性基础

    

  • M9 相关性的实证性质

    

  • M10 金融相关性建模-自下而上方法

    

  • M11 使用期限结构模型进行套利定价

    

  • M12 期望、风险溢价、凸度和期限结构的形状

    

  • M13 期限结构模型之漂移项

    

  • M14 期限结构模型之波动率与分布

    

  • M15 Vasicek 模型 和 Gauss+ 模型

    

  • M16 风险指标和对冲的实证方法

    

  • M17 波动率微笑

    

  • M18 交易账簿的基本审查

    

• 2.信用风险

  • 8 - 违约概率估计

    

  • 9 - 信用在险价值（CVaR）

    

  • 10 - 组合信用风险

    

  • 11 - 恒定风险假设

    

  • 12 - 信用衍生品

    

  • 13 - 交易对手方风险及其他

    

  • 14 - 净额结算、平仓和相关方面

    

  • 15 - 保证金（抵押品）和结算

    

  • 16 - 中央清算

    

  • 17 - 对手方风险敞口的计量

    

  • 18 - CVA

    

  • 19 - 对手方敞口压力测试的演变

    

  • 20 - 银行贷款信用风险管理

    

  • 21 - 信用衍生品信用风险管理

    

  • 22 - 结构化信用衍生品风险管理

    

  • 23 - 证券化介绍

    

  • 7 - 银行的资本结构

    

  • 5 - 信用风险建模和评估介绍

    

  • 6 - Credit Scoring and Rating

    

  • 4 - 信用评分和信用评级

    

  • 3 - 信用风险管理

    

  • 2 - 信用风险治理

    

  • 1 - 信用风险基础

    

  • 0 - 前言

    

• 3.操作风险

  • introduction

    

  • 1 - Introduction to Operational Risk and Resilience

    

  • 2 - Risk Governance

    

  • 3 - Risk Identification

    

  • 4 - Risk Measurement and Assessment

    

  • 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

    

  • 11 - Case Study: Financial Crime and Fraud

    

  • 12 - Guidance on Managing Outsourcing Risk

    

  • 13 - Case Study: Third-Party Risk Management

    

  • 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

    

  • 24 - Basel Ⅲ:Finalising Post-Crisis Reforms

    

• 4.流动性风险

  • Introduction

    

  • 1 - Liquidity Risk

    

  • 2 - Liquidity and Leverage

    

  • 3 - Early Warning Indicators

    

  • 4 - The Investment Function in Financial-services Management

    

  • 5 - Liquidity and Reserves Management Strategies and Policies

    

  • 6 - Intraday Liquidity Risk Management

    

  • 7 - Monitoring Liquidity

    

  • 8 - The Failure Mechanics of Dealer Banks

    

  • 9 - liquidity Stress Testing

    

  • 10 - Liquidity Risk Reporting and Stress Testing

    

  • 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

    

  • 19 - Illiquid Assets

    

• 5.投资风险

  • 1 - Factor theory

    

  • 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

    

  • 10 - Performing Due Diligence on Specific Managers and Funds

    

  • 11 - Predicting Fraud by Investment Managers

    

• 6.金融时事分析

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