COURSE·FQF3003

Financial Risk Management

Finance & Investments

25 Chapters

Offered in

Finance & Quantitative FinanceFQF3003coreFinance
Business Administration & ManagementBAM4005electiveAll streams

Chapters

Ch 1FREE

Foundations of Risk Management and Financial Intermediation

17 min

Ch 2FREE

Risk Governance and Model Risk Management

16 min

Ch 3

Risk Data Quality and Technology Infrastructure

13 min

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Ch 4

Risk Measures Value-at-Risk and Expected Shortfall

15 min

Ch 5

Linear and Nonlinear Market Risk Measurement

12 min

Ch 6

Monte Carlo Simulation for Risk Analysis

16 min

Ch 7

Time Scaling and Liquidity Adjustments in Market Risk

15 min

Ch 8

Financial Time Series and Volatility Modeling

14 min

Ch 9

Dependence Modeling with Copulas

14 min

Ch 10

Model Validation and Backtesting

17 min

Ch 11

Scenario Analysis and Stress Testing Methods

13 min

Ch 12

Macroeconomic Stress Testing and Capital Planning

13 min

Ch 13

Portfolio Optimization and Risk Budgeting

16 min

Ch 14

Bank Capital Regulation Evolution and Market Risk Reforms

16 min

Ch 15

Credit Risk Pricing and Structural Models

14 min

Ch 16

Credit Portfolio Models Multivariate Merton and Factor Approaches

13 min

Ch 17

Actuarial Credit Risk Models and Loss Distribution Computation

15 min

Ch 18

Advanced Credit Dependence and Dynamic Models

17 min

Ch 19

Banking Book Credit Risk Modeling

17 min

Ch 20

Banking Book Stress Testing and Economic Capital

12 min

Ch 21

Trading Book Credit Risk and Hedging

18 min

Ch 22

Credit Risk Regulatory Capital

13 min

Ch 23

Funds Transfer Pricing Foundations and Risk-Based Pricing

15 min

Ch 24

Funds Transfer Pricing — Profitability Measurement and Performance

15 min

Ch 25

Firmwide Risk Aggregation and Scenario Analysis

16 min