The course "Quantitative Risk Management" covers the following topics in a unified framework across the financial industry: asset management, banking, and insurance; and for both fund risk management and enterprise risk management
- The financial aspects of risk management (risk aggregation, model risk, stress-testing, back testing, exposure computation, risk attribution, etc...)
- The mathematical aspects of risk measurement (stochastic dominance, risk/satisfaction measures definitions and computation, etc...).
For a detailed list of topics, refer to the Syllabus here below (expand the dropdown).
This training will help you to achieve a twofold goal:
- Goal 1: strengthen your existing knowledge of the quantitative techniques covered by the Quantitative Risk Management course
- Goal 2: lay out the foundations to interact with a group of colleagues across geographies and departments, using a common language and notation.
You can choose to complete an optional project at the end of this course that will count as the Practical Project towards the attainment of the ARPM Certification.