Exam Preparation

Advanced Training in Finance Strategic Financial Risk and Liquidity

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نبذة عن الدورة التدريبية

This course is designed to deliver a deep, practical understanding of market and liquidity risk management, frameworks and various measurement methodologies applicable for financial institutions. Candidates will be prepared to implement the policies and calculations, as well as understand the tools and techniques used within these areas.
This course will try to grasp as much challenges of managing liquidity risk and establishing risk control.

المخرجات الرئيسية


New York Institute of Finance
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The New York Institute of Finance (NYIF), located in the heart of Wall Street, is a global leader in training for financial services and related industries. Started by the New York Stock Exchange in 1922, it now trains 50,000+ professionals in over 120 countries. NYIF was first mentioned in the introduction to a book called Stock Exchange Procedure by Birl E. Shultz, PhD. In 1921: “It became evident that, for the sake of the business itself and for the sake of the thousands of young men and women employed by the Exchange and by its member firms, some method should be devised whereby they might learn the fundamentals; the reasons why they did the things which occupied their working days.” NYSE president Charles Gay, 1921. This was the inspiration behind the establishment of the New York Institute of Finance In 1922. NYIF courses cover everything from investment banking, asset pricing, insurance and market structure to financial modeling, treasury operations, and accounting. The institute has a faculty of industry leaders and offers a range of program delivery options, including virtual, self-study, online courses, and in-person classes. Its US customers include the SEC, the Treasury, Morgan Stanley, Bank of America and most leading worldwide banks. AN IMPRESSIVE HISTORY STANDS BEHIND YOUR IMPRESSIVE FUTURE

محتوى الدورة التدريبية

Day 1
Day 1, Morning – General Risk Management Framework
Putting things in the (right) context The Investment Policy Statement (IPS) overview
Case study: the IPS of the Treasurer
Day 1, Morning & Afternoon – Risks Related to Investment Management
The asset class overview The example of a structured product
Case study: Commodity Linked Note (CLN)
Day 1, Afternoon & Day 2, Morning – Common risk measures for financial risk
Simplest (mixed-) risk measures and their issues Relative measures… (benchmark and their use) The different Value-at-Risk measures for simpler portfolios
Case study: Value-at-Risk related to futures
Day 2
Day 2, Afternoon & Day 3, Morning – Adapting to More Complex Portfolios
Further derivatives: options Derivatives: (full) valuation as the Profit and Loss at valuation day, some applications Private Equity Overview of the portfolio management categorizations Elements of analysis for a new market/ strategy: normal markets
Case study: in the context of Asset Liability Management of the Bank, dealing with the duration gap
Day 3
Day 3, Morning & Afternoon – Around stress testing
Some big cases and the Great Financial Crisis (GFC). And the next possible systemic issue Going beyond market risk VaR Stress-Test: how it goes
Case study: highly complex investment products
Case study: stress-testing Bank liquidity, including
Day 4
Day 4, Morning – Introduction to Key Risk Indicators
About Key Risk Indicators (KRI) Key Risk Indicators (KRI) related to market risk control
Day 4, Morning & Afternoon – Elements of Risk Treatment
Principles of risk treatment Risk treatment via stop-loss orders Risk treatment via portfolio hedging: Equity risk hedging Risk treatment via portfolio hedging: interest rate risk hedging Risk treatment via portfolio smart hedging: long term option on short term interest rates Risk treatment via portfolio liquidity improvement in the debt market: an example Risk treatment via portfolio transformation: alpha generation (extended)
Day 5
Day 5, Morning & Afternoon – Q&A and Exam
Focus on specific points Extensive Questions and Answers session Certificate exam and its correction

على من يجب الحضور؟

This highly practical and interactive course has been specifically designed for
→ Senior Risk Management and Risk Control as well as New Business in Banking Team Members
→ Senior Product Management Team Members
→ Compliance Team Members
→ Client Advisors from Wealth Management, Asset Management and Investment Banking as well as the related IT Experts
→ Internal and external Audit Team Members

الدورات ذات الصلة


What language will the course be taught in and what level of English do I need to take part in an LEORON training program?
Most of our public courses are delivered in English language. You need to be proficient in English to be able to fully participate in the workshop and network with other delegates. For in-house courses we have the capability to train in Arabic, Dutch, German and Portuguese.
Are LEORON Public courses certified by an official body/organization?
LEORON Institute partners with 20+ international bodies and associations.We also award continuing professional development credits (CPE/PDUs) for:1. NASBA (National Association of State Boards of Accountancy) 2. Project Management Institute PDUs 3. CISI credits 4. GARP credits 5. HRCI recertification credits 6. SHRM recertification credits
What is the deadline for registering to a public course?
The deadline to register for a public course is 14 days before the course starts. Kindly note that occasionally we do accept late registrations as well, but this needs to be confirmed with the project manager of the training program or with our registration desk that can be reached at +1071 4 1075 5711 or [email protected].
What does the course fee cover?
The course fee covers a premium training experience in a 5-star hotel, learning materials, lunches & refreshments, and for some courses, the certification fee and membership with the accrediting bodies.
Does LEORON give discounts?
Yes, we can provide discounts for group bookings. If you would like to discuss a discount on a corporate level, we will be happy to talk to you.