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Quick Facts

Medium Of InstructionsMode Of LearningMode Of DeliveryFrequency Of Classes
EnglishSelf Study, Virtual Classroom, Campus Based/Physical ClassroomVideo and Text BasedWeekends

Courses and Certificate Fees

Certificate AvailabilityCertificate Providing Authority
yesIIM Indore

The Syllabus

  • Understanding the Contours of Uncertainty, Risk, and Complexity
  • Approaches Towards Risk Management: Theory and Practice
  • Risk Management Framework for Financial Institutes: The Philosophy and Contours of Basel Framework and Beyond
  • Enterprise Risk Management: A Holistic Risk Management Framework for Non-financial Firms
  • Complexity Science and the Emergence of a New Paradigm of Risk Management

  • Sample and Population Statistics
  • Statistical Inference and Hypothesis Testing
  • Measure of Dependence (Correlations)
  • Linear Single and Multiple Regressions
  • Time Series Analysis and Forecasting

  • Application of Quantitative Analysis using R and Python

  •  Application of Machine Learning for Risk Management

  • Structure and Functions of Financial Institutions
  • Financial Statement Analysis and Bank Valuation
  • Understanding Risk in the Financial Institutions
  • Risk in the Equity and Bond Markets

  • Futures and Hedging Strategies
  • Options and Hedging Strategies
  • Interest Rate Futures and Hedging Strategies
  • Options Greek

  • Valuing a Fixed Income Security: The Relationship Between the Interest Rate and the Price of a Debt Asset
  • Understanding and Predicting the Yield Curve
  • The Fixed Income Portfolio Strategies and the Interest Rate: Sources of Interest Rate Risk Affecting the Fixed Income Portfolio
  • Duration, Convexity, and Single Factor Risk Management
  • Immunisation and Other Passive Portfolio Management Strategies
  • Using Market-based Risk Hedging: Interest Rate Futures and Interest Rate Swaps

  • Introduction to Simulation in Financial Decisions
  • Analysing NPV under Uncertainty
  • Cash Balance Analysis and Investment Modelling
  • Revenue Management using Simulation

  • Short- and Long-Run Relationship and Their Assessment
  • Assessment of Volatility Model
  • Analysis of Value-at-Risk and Expected Shortfall
  • Portfolio Management

  • The Nature of Credit Risk: The Challenges and Peculiarity of Managing Credit Risk
  • Credit Default Swap
  • Asset-backed Securities
  • Structural Models for Credit Risk (Merton, KMV)
  • LGD Estimations: LGD Model and Its Applications
  • Exposure of Default-EADF Modelling

  • Liquidity Risk, Principles, and Metrics
  • Liquidity Adjusted Value-at-Risk under Normal and Stressed Market
  • Cash Flow Modelling, Liquidity Stress Testing

Instructors

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