Financial Risk Management (2025)
5.0
(5)
36 learners
What you'll learn
This course includes
- 13.5 hours of video
- Certificate of completion
- Access on mobile and TV
Course content
1 modules • 49 lessons • 13.5 hours of video
Financial Risk Management (2025)
49 lessons
• 13.5 hours
Financial Risk Management (2025)
49 lessons
• 13.5 hours
- Financial Risk Management 03:30
- Topic 1: Introduction to Financial Risk Management: 1.1 What is Financial Risk Management? (Part 1) 09:28
- Topic 1: Introduction to Financial Risk Management: 1.1 What is Financial Risk Management? (Part 2) 13:12
- Topic 1: Introduction to Financial Risk Management: 1.1 What is Financial Risk Management? (Part 3) 04:44
- Topic 1: Introduction to Financial Risk Management: 1.1 What is Financial Risk Management? (Part 4) 17:27
- Topic 1: Introduction to Financial Risk Management: 1.2 Financial Assets and Instruments 21:25
- Topic 1: Introduction to Financial Risk Management:1.3 Companies & Institutions in Financial Markets 25:24
- Topic 2: Credit Risk Management – Part 1: Fixed Income Products 12:47
- Topic 2: Credit Risk Management – Part 1: Fixed Income Products (Continued) 08:07
- Topic 2: Credit Risk Management – Part 2: Cash Flows and Net Present Value (NPV) 08:06
- Topic 2: Credit Risk Management – Part 3: Credit Risk: Spreads, Rating and Value-at-Risk (VaR) 19:02
- Topic 2: Credit Risk Management – Part 4: What Drives the Interest Rate Swap (IRS) Market? 12:55
- Topic 2: Credit Risk Management – Part 5: Credit Derivatives and the Banking Crisis 17:31
- Topic 3: Portfolios Returns and their Distributions – Part 1: Profit and Loss (P&L) and Returns 22:46
- Topic 3: Portfolios Returns and their Distributions – Part 2: Normal Distributions 13:17
- Topic 3: Portfolios Returns and their Distributions – Part 3: Matrix Algebra 14:15
- Topic 3: Portfolios Returns and their Distributions – Part 4: Statistical Operators 20:04
- Topic 3: Portfolios Returns and their Distributions – Part 5: Portfolio Holdings and Weights 07:32
- Topic 3: Portfolios Returns and their Distributions – Part 6: Portfolio Volatility 25:39
- Topic 4: Volatility and Value-at-Risk – Part 1: Defining Value-at-Risk (VaR) 11:19
- Topic 4: Volatility and Value-at-Risk – Part 2: Introducing VaR Models 20:19
- Topic 4: Volatility and Value-at-Risk – Part 3: Building VaR Models 21:22
- Topic 4: Volatility and Value-at-Risk – Part 4: Comparison of VaR Models 16:20
- Topic 4: Volatility and Value-at-Risk – Part 5: Creating Time Series of Volatility 24:05
- Topic 4: Volatility and Value-at-Risk – Part 6: Scaling VaR to Different Time Horizons 07:48
- Topic 5: Fixed Income Portfolios – Part 1: Cash-Flow Portfolios and their Risk Factors 17:30
- Topic 5: Fixed Income Portfolios – Part 2: Bank of England Data 13:35
- Topic 5: Fixed Income Portfolios – Part 2: Mapping Cash Flows 16:20
- Topic 5: Fixed Income Portfolios – Part 2: Mapping Cash Flows (Continued) 10:46
- Topic 5: Fixed Income Portfolios – Part 3: Value at Risk for Cash-Flow Portfolios 13:44
- Topic 5: Fixed Income Portfolios – Part 4: Example: VaR for a Gilts Portfolio 14:25
- Topic 6: International Equity and Commodity Portfolios – Part 1: Single Index Model 18:12
- Topic 6 – International Equity and Commodity Portfolios – Part 2: VaR with One Equity Risk Factor 15:52
- Topic 6: International Equity & Commodity Portfolios – Part 3: Equity VaR with Multiple Risk Factors 14:51
- Topic 6: International Equity & Commodity Portfolios – Part 4: VaR, International Equity Portfolios 25:28
- Topic 6: International Equity and Commodity Portfolios – Part 5: VaR for Commodity Portfolios I 22:10
- Topic 7: Risk Management for Options Portfolios – Part 1: Introduction to Options 22:21
- Topic 7: Risk Management for Options Portfolios – Part 2: The Black-Scholes Model 19:20
- T7 P3 27:25
- Topic 7: Risk Management for Options Portfolios – Part 4: Mathematical Background 12:39
- Topic 7: Risk Management for Options Portfolios – Part 5: Hedging Options 19:13
- Topic 7: Risk Management for Options Portfolios – Part 6: Measuring VaR for an Options Portfolio 12:34
- Topic 8: Capital Reserves for Market Risk – Part 1: Balance Sheets and Capital Reserves for Banks 19:35
- Topic 8: Capital Reserves for Market Risk – Part 2: Minimum Capital Ratios for Banks 18:40
- Topic 8: Capital Reserves for Market Risk – Part 3: Fundamental Review of the Trading Book 20:28
- Topic 8: Capital Reserves for Market Risk – Part 4: Validation of Internal Risk Models 16:32
- Topic 8: Capital Reserves for Market Risk – Part 5: Statistical Backtests 22:29
- Topic 8: Capital Reserves for Market Risk – Part 6: Scenario Analysis and Stress Testing Portfolios 28:29
- Topic 6: International Equity and Commodity Portfolios – Part 4: Excel Illustration 11:13
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