IFF

IFF is the world's leading provider of business focused financial training programmes.

Our training programmes and in-company performance improvement are designed by financial specialists for financial professionals and are created specifically to help you succeed in today's competitive markets.

Our clients rely on us to deliver the intensive coaching, the practical case-studies and the expertise they need to achieve results.

Published on 11/5/2007

TYPES OF RISK AND THEIR IMPORTANCE : Price sensitivities - Internal performance measures - Importance of regulation; MARKET RISK : Factor Sensitivity Analysis - Some elementary statistics

DAY ONE - TYPES OF RISK AND THEIR IMPORTANCE : Price sensitivities - Internal performance measures - Importance of regulation; MARKET RISK : Factor Sensitivity Analysis - Some elementary statistics

DAY TWO - MARKET RISK: Monte Carlo simulation - Market Value-at-Risk - Economic and regulatory capital for market risk

DAY THREE - CREDIT RISK: Default risk from a historical / actuarial perspective - Default risk from market prices of securities - Credit risk exposure - Credit derivatives

DAY FOUR - CREDIT RISK: Credit risk management; RISK AGGREGATION: Purposes of risk assessment - Uncertainties, errors and omissions in current risk assessment methodologies - Application-orientated global risk assessment models - Risk management

DAY FIVE - OPERATIONAL RISK: Identifying operational risk - Measuring operational risk - Economic and regulatory capital for operational risk - Managing operational risk