Interest Rate Risk What Is Risk?

Funding Liquidity Risk Basic Sense of Risks and Management What Is Risk Management?

Implementing Hedging Strategies Risk Management Process

1.The Building Blocks of Risk Management Market Risk

Model Risk

Credit Risk
Rogue Trading and Misleading Reporting Learning from Financial Disasters

Basic Risk Types Liquidity Risk

Financial Engineering and Complex Derivatives

Operational Risk
Reputational Risk

Business, Strategic & Reputation Risks

Corporate Governance

Cyber Risk
7.Financial Disasters and Financial Crisis
Risk Management Strategies
How it All Started
Risk Appetite
Overview and Timeline of the Crisis How Do Firms Manage Financial Risk?
Risk Management Tools
The Crisis Build-Up
Hedging Philosophy
The Panics
Anatomy of the Great Financial Crisis of 2007-2009 Corporate Governance
The Liquidity Crunch Hits
Key Post Crisis Corporate Governance Concerns
Systematic Risk in Action 2.Risk Management, Governance and
Transfer The Governance of Risk Management Revised Principles on Corporate Governance
The Role of Financial Intermediaries
Infrastructure of Risk Governance
Central Banks to The Rescure
The Independence of Functional Units

Traditional Credit Risk Mitigation Approaches

ERM Definitions

Credit Risk Transfer Mechanisms Credit Derivatives

The Benefits of ERM Foundation of Risk Management
6.Enterprise Risk Management
Risk Culture From Buy-and-Hold to Originate-to-Distribute
Implementation of ERM
Scenario Analysis
Markowitz Portfolio Theory

Markowitz Efficient Frontier

Data Architecture and IT Infrastructure

Minimum Variance Portfolio

Risk Data Aggregation Capabilities
5.Risk Aggregation and Reporting
Capital Market Line(CML) Systematic and Unsystematic Risk
Risk Reporting Practices
3.The Standard Capital Asset Pricing Model
Security Market Line(SML)
Supervisory Review, Tools and Cooperation

Sharpe Ratio

Single-Factor Model Treynor Ratio

Multifactor Model Capital Asset Pricing Model(CAPM) Jensen's Alpha

Arbitrage Pricing Theory Information Ratio

4.Arbitrage Pricing Theory
Risk Premium
Sortino Ratio
:

Empirical Work Preference(APT VS CAPM)

育
教

Fama-French Three-Factor Model Code of Conduct Principles

程

Professional Integrity and Ethical Conduct

金

Conflict of Interest

8.GARP Code of Conduct Rules of Conduct Confidentiality

Fundamental Responsibilities

General Accepted Practices

Applicability and Enforcement