Body of Knowledge


Quantitative Risk Management

The module “Quantitative Risk Management” covers:
– the financial aspects risk management, including: risk aggregation, model risk, stress-testing, back testing, exposure computation, risk attribution, etc…
– the mathematical aspects of risk measurement, including: dependence, copulas, dispersion, etc…
This module covers the above topics in a unified framework across the financial industry: asset management, banking, and insurance; and for both fund risk management and enterprise risk management.

Performance analysis


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