From XLRI Jamshedpur

Executive Development Program In

Batch 3 | From IIM Kozhikode

Professional Certificate Program In

APPLIED FINANCIALRISK MANAGEMENT

PROGRAM OVERVIEW

The increasing complexity and growth in the market value of financial assets and their derivatives

highlight the need to manage investments in these securities, prudently, and optimally. Professionals in

financial institutions and corporates need a solid understanding of management and financial risk

measurement. This course is designed to introduce various risk management concepts, tools, and

techniques. Using an integrated approach, the course will emphasize the design and implementation of

risk management practices in financial institutions. It also deals with the mathematical ideas and the

algorithmsalgorithms behind the construction of models for analyzing and managing risk in financial markets.

Basically, this course purports to familiarize students with, and deepen their understanding of modern

risk management concepts, theories, practices, and trends.

At the end of this course, the participants will be able to:

Understand the relationship between risk and reward, and explain how incentives can impact

risk management

Appreciate and understand the basic challenges in measuring and managing risk

Evaluate and apply tools and procedures used to measure and manage financial risk

Gain the Foresight and Expertise to Identify and Manage Financial Risks

Certificate of Completion from IIM Kozhikode

Program oriented towardsimparting practical and applicationoriented knowledge

Hands on exposure to various financial models and tools

Learn to measure, manage, and evaluate financial risks

Learn the dynamics of implementation of Risk Management practices inorganizations

WHO SHOULD ATTEND?

WORK EXPERIENCE

An overall experience of minimum 5 years in financial institutions/finance department of

non-financial firms, or at least 3 years in a managerial position in such enterprises

ELIGIBILITY

FOR INDIAN PARTICIPANTS - Graduates (10+2+3) from a recognized university (UGC/AICTE/DEC/AIU/State Government) in any discipline

FOR INTERNATIONAL PARTICIPANTS - Graduation or equivalent degree from any recognized University or Institution in their respective country

SYLLABUS

• Introduction to Risk Management and Basic Risk Types

• Volatility and Correlation

• Bond Fundamentals

• Portfolio Theory and CAPM

• Financial Returns, Modeling Risk Factors

• Monte Carlo Methods

Module 1 – Basics

• Financial Markets, Institutions, and Regulations

• Introduction to Derivatives

• Options

• Equity, Currency, and Commodity Markets

Module 2 - Financial Instruments and Their Markets

• Bonds, Interest Rate, and Interest Rate Sensitivity

• VaR, Expected Shortfall (ES), and other Risk Measures

• Parametric, Historical Simulation, and Monte Carlo Simulation

• Hedging with Derivatives

• Interest Rate Derivatives

• Non-linear (Option) Risk Models

•• Case study on VaR, VaR Mapping, and VaR Backtesting

Module 3 - Market Risk

• Corporate bonds, Credit Risk, and Credit Ratings

• Credit Risk Modelling and Credit Scores

• Estimating Default Probabilities and Credit VaR

• Credit Derivatives

• Securitization and Structured Obligations

Module 4 - Credit Risk

• Operational Risk and Liquidity Risk

• Stress Testing, RAROC, and Economic Capital

• Enterprise Risk Management (ERM) and Review

Module 5 - Other Topics

Dr. Jijo Lukose P J

Jijo Lukose P J, a doctorate from School of Management, IIT Bombay has designed and delivered

training programmes for banks and financial institutions including World Bank, ICICI Bank, Bank of

America, CRISIL, Ashok Leyland Finance, Reserve Bank of India etc.

Prof. Balagopal Gopalakrishnan

Dr Balagopal Gopalakrishnan earned his PhD in Finance and Accounting from Indian Institute of

Management Ahmedabad. He is also an M.B.A in Finance from S P Jain School of Global Management

and B.E. (E.C.E.) from National Institute of Technology, Surathkal, Karnataka. He obtained the FRM

certification from GARP in 2011. Dr. Gopalakrishnan brings with him nearly 8 years of corporate

experience in domains such as risk management and data analytics. His research interests are in

banking, financing of firms, gold, and international finance.

Prof. Sony Thomas

Sony Thomas is Ph.D. in Finance from Department of Management Studies, IIT Madras. He has

conducted various training programmes in Finance to private and public sector companies. Prior to

joining IIMK, he worked with Deloitte Research and GE Money-MSE Financial Decision Sciences Lab.

FACULTY

PEDAGOGY

The primary method of instruction will be through LIVE lectures that will be beamed online via Internet

to student desktops/laptops or classrooms. This program would use a mix of pedagogical tools such

as lectures, case discussions and Excel simulations etc. in the learning process. Students are expected

to read the textbooks or other assigned readings outside of class and participate in the critical

evaluation of the material through class discussion and in-class exercise. The program may require

participants to work on individual/group assignments and/or projects. The main objective of such

assignmeassignments/projects will be to help the participants apply their conceptual learning in the program to

actual organizational decision scenarios. All enrolled students will also be provided access to our SLIQ

Cloud Campus through which students may access other learning aids, reference materials,

assessments, case studies, projects and assignments as appropriate. Throughout the duration of the

program, students will have the flexibility to reach out to the professors, real time during the class or

offline via our SLIQ Cloud Campus to raise questions and clear doubts.

ASSESSMENT

A minimum of 75% attendance is a prerequisite for the successful completion of this program. The

program may require participants to work on individual/group assignments and/or projects and the

participants will have to secure the minimum pass marks in the respective evaluation components.

Evaluation methodology is the discretion of the faculty. The methodology includes online exams, case

analysis, class contribution and any other component as decided by the faculty. Participants who

successfully complete the same and satisfy the requisite attendance criteria, will be awarded a

certificate of completion. Participants who are unable to clear the evaluation criteria but have the

requisirequisite attendance will be awarded a participation certificate,

Program Commencement: 04 April 2021

Schedule of classes: Sundays from 03.00 p.m. to 06.00 p.m. IST (3 hours)

Duration: 7 Months

Program Fee

PROGRAM DETAILS

For Indian Residents: Rs. 1,00,000 + GSTFor International Residents: USD 2000

FOR MORE DETAILS

Visit us at: www.talentedge.com

Write into: enquiry.dtd@talentedge.in

or call at: +91 - 9582086600