前導入門班

• 1.市場風險

• 2.信用風險

• 3.操作風險

基礎精講班

• 1.市場風險

  • 前言

    

  • M1市場風險測量

    

  • M2 非參法

    

  • M3 參數法 (II): 極值理論

    

  • M4 VaR 回測

    

  • M5 VaR 映射

    

  • M6 銀行控股公司的市場風險VaR模型驗證

    

  • M7 超越基于超出的VaR模型回測

    

  • M8 相關性基礎

    

  • M9 相關性的實證性質

    

  • M10 金融相關性建模-自下而上方法

    

  • M11 使用期限結構模型進行套利定價

    

  • M12 期望、風險溢價、凸度和期限結構的形狀

    

  • M13 期限結構模型之漂移項

    

  • M14 期限結構模型之波動率與分布

    

  • M15 Vasicek 模型 和 Gauss+ 模型

    

  • M16 風險指標和對沖的實證方法

    

  • M17 波動率微笑

    

  • M18 交易賬簿的基本審查

    

• 2.信用風險

  • 8 - 違約概率估計

    

  • 9 - 信用在險價值（CVaR）

    

  • 10 - 組合信用風險

    

  • 11 - 恒定風險假設

    

  • 12 - 信用衍生品

    

  • 13 - 交易對手方風險及其他

    

  • 14 - 凈額結算、平倉和相關方面

    

  • 15 - 保證金（抵押品）和結算

    

  • 16 - 中央清算

    

  • 17 - 對手方風險敞口的計量

    

  • 18 - CVA

    

  • 19 - 對手方敞口壓力測試的演變

    

  • 20 - 銀行貸款信用風險管理

    

  • 21 - 信用衍生品信用風險管理

    

  • 22 - 結構化信用衍生品風險管理

    

  • 23 - 證券化介紹

    

  • 7 - 銀行的資本結構

    

  • 5 - 信用風險建模和評估介紹

    

  • 6 - Credit Scoring and Rating

    

  • 4 - 信用評分和信用評級

    

  • 3 - 信用風險管理

    

  • 2 - 信用風險治理

    

  • 1 - 信用風險基礎

    

  • 0 - 前言

    

• 3.操作風險

  • introduction

    

  • 1 - Introduction to Operational Risk and Resilience

    

  • 2 - Risk Governance

    

  • 3 - Risk Identification

    

  • 4 - Risk Measurement and Assessment

    

  • 5 - Risk Mitigation

    

  • 6 - Risk Reporting

    

  • 7 - Integrated Risk Management

    

  • 8 - Cyber-Resilience: Range of Practices

    

  • 9 - Case Study: Cyberthreats and Information Security Risks

    

  • 10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism

    

  • 11 - Case Study: Financial Crime and Fraud

    

  • 12 - Guidance on Managing Outsourcing Risk

    

  • 13 - Case Study: Third-Party Risk Management

    

  • 14 - Case Study: Investor Protection and Compliance Risks in Investment Activities

    

  • 15 - Supervisory Guidance on Model Risk Management

    

  • 16 - Case Study: Model Risk and Model Validation

    

  • 17 - Stress Testing Banks

    

  • 18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement

    

  • 19 - Range of Practices and Issues in Economic Capital Frameworks

    

  • 20 - Capital Planning at Large Bank Holding Companies

    

  • 21 - Capital Regulation Before the Global Financial Crisis

    

  • 22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis

    

  • 23 - High-Level Summary of Basel Ⅲ Reforms

    

  • 24 - Basel Ⅲ:Finalising Post-Crisis Reforms

    

• 4.流動性風險

  • Introduction

    

  • 1 - Liquidity Risk

    

  • 2 - Liquidity and Leverage

    

  • 3 - Early Warning Indicators

    

  • 4 - The Investment Function in Financial-services Management

    

  • 5 - Liquidity and Reserves Management Strategies and Policies

    

  • 6 - Intraday Liquidity Risk Management

    

  • 7 - Monitoring Liquidity

    

  • 8 - The Failure Mechanics of Dealer Banks

    

  • 9 - liquidity Stress Testing

    

  • 10 - Liquidity Risk Reporting and Stress Testing

    

  • 11 - Contingency Funding Planning

    

  • 12 - Managing and Pricing Deposit Services

    

  • 13 - Managing Non-deposit Liabilities

    

  • 14 - Repurchase Agreements and Financing

    

  • 15 - Liquidity Transfer Pricing: A Guide to Better Practice

    

  • 16 - The US dollar Shortage in Global Banking and International Policy Response

    

  • 17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis

    

  • 18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques

    

  • 19 - Illiquid Assets

    

• 5.投資風險

  • 1 - Factor theory

    

  • 2 - Factors

    

  • 3 - Alpha (and the Low-Risk Anomaly)

    

  • 4 - Portfolio Construction

    

  • 5 - Portfolio Risk：Analytical Methods

    

  • 6 - VaR and Risk Budgeting in Investment Management

    

  • 7 - Risk Monitoring and Performance Measurement

    

  • 8 - Portfolio Performance Evaluation

    

  • 9 - Hedge Funds

    

  • 10 - Performing Due Diligence on Specific Managers and Funds

    

  • 11 - Predicting Fraud by Investment Managers

    

• 6.金融時事分析

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