Body of Knowledge

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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

Employers

Hundreds of financial institutions worldwide have trusted ARPM with the education and the growth of their talent pool.