eDP in Applied Financial Risk Management
Course description
About the Course
Risk quantification has emerged as a very important component of a firm’s financial well-being. This course provides training on the usage of tools used in quantification of financial risk (including market risk, credit risk, and operational risk) and problems related to financial risk management.
The course is full of hands-on and implementation of tools and techniques using recent market data. The course will provide the practitioner’s perspective in measuring various kinds of financial risks. It attempts to strike a balance between institutional details, theoretical foundations, and practical applications.
The course will extensively make use of MS Excel and R.
Key Highlights
CERTIFICATION FROM IIM KASHIPUR
CASE-BASED SESSION
INDIA’S TOP FACULTIES
CAMPUS VISIT
WEEKEND CLASS SCHEDULE
INSIGHTS INTO APPLIED FINANCIAL RISK MANAGEMENT
SESSIONS FROM INDUSTRY EXPERTS
HOW TO GET STARTED
The Simple Steps to get started
01
Register Yourself
02
Verify Your Email
03
Pay Application
Fees
Fees
04
Fill Application Online
05
Upload Your
Resume
Resume
06
Profile Screening by the Evaluation Team
07
Selected Profile will be offered the LOI
08
Pay your First Instalment
Course description
Who Should attend & Course Pedagogy
Entrepreneurs/Finance Heads & Leaders, Coordinators and Team Members.
Graduates looking for a career in Finance and Banking.
Working professionals in an organization with an acumen and interest in Applied Financial Risk Management.
Eligibility
- For Indian Participants – Graduates from a recognized University (UGC/AICTE/DEC/AIU/State Government) in any discipline with Mathematics/Statistics up to 10+2 level.
- For International Participants – Graduation or equivalent degree from any recognized University or Institution in their respective country.
- Proficiency in English, spoken & written is mandatory.
Course Pedagogy
The form of delivery will be Blended (Campus, Self space and online), with 2 days workshop and a final examination should be conducted by the Institute at the end of the course. All the sessions will be conducted through the digital platform and delivered LIVE by the eminent faculty of IIM Kashipur.
Assessment
| End-Term Exam | 60% |
| Assignment | 20% |
| Quizes | 20% |
Assignments, Videos & Case Studies
Curated Course Syllabus
Basics of Financial Risk Management and Fundamental Probability Theory, Brief Overview of Financial Derivatives
Market Risk Analysis for single asset: Non-parametric and parametric approaches to estimate VaR and Expected shortfall
- Historical Simulation, Monte Carlo Simulation, RiskMetrics, GARCH, EGARCH, GJR-GARCH and other GARCH family models, Extreme Value Theory
- VaR Evaluation: Backtesting
Market Risk Analysis: For portfolio and an asset influenced by various factors
- Standard Covariance/Correlation approach, RiskMetrics, Monte Carlo Simulation, Multivariate GARCH, VaR of factors
Risk Measurement in Fixed Income Markets
- Duration based partial revaluation approach (Historical Simulation), Cash Flow Mapping
Credit Risk Measurement
- Introduction to credit risk, Default Risk, Managing credit risk, CreditMetrics, Default probabilities, Agency ratings, Credit scoring and Internal rating models, Structural models for credit risk (Merton, KMV), Reduced form models, Logistic model for loan default evaluation
Operational Risk Measurement
- Introduction to operational risk with evidence of operational failures, Estimating VaR for operational risk (Aggregate Loss Distribution/LDA) using Monte Carlo Simulation, Operational risk management framework, Operational risk process models
- Basics of Liquidity Risk – Liquidity Adjusted VaR under normal and stressed market
Asset Liability Management in Banks – BASEL I, II and III
Program Fees
FOr Indian Residents
Rs. 60000 + GST*
Tenure
Deadline
Amount (INR)
1st instalment
On Selection
Rs.20000 + GST*
2nd Instalment
10 February 2020
Rs.20000 + GST*
3rd Instalment
10 March 2020
Rs. 20000 + GST*
For International Students
USD 1450
Tenure
Deadline
Amount (USD)
1st instalment
On Selection
USD 500
2nd Instalment
10 February 2020
USD 500
3rd Instalment
10 March 2020
USD 450
Kindly Note : Campus visit will be over and above of program fee.
* EMI dates may vary on a case to case basis. For more information, please refer the welcome email sent to you after the registration.
* EMI dates may vary on a case to case basis. For more information, please refer the welcome email sent to you after the registration.
Course Certificate
Earn Certification After The Successful Completion Of The Course
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Career Assistance
Career Assistance Program In Association With IIM Jobs
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Program faculty members
Learn from the best
DILIP KUMAR
ASSISTANT PROFESSOR (FINANCE AND ACCOUNTING)
Dr. Dilip Kumar holds PhD in Finance and has done his PhD research work at Institute for Financial Management and Research (IFMR) Chennai. Before join...
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About the institute
IIM KASHIPUR
- The Institute is set up with the objective of providing quality management education while sensitizing students towards the needs of the society.
- The faculty at IIM Kashipur represent the best mix of academic and industrial experiences.
- The Institute is located in one of the most densely industrialized regions in the country with over 180 industries having plants in and around the region. This places the Institute at a vantage point when it comes to ‘Learning by Doing’ via frequent industry interactions and live projects.
- The rigorous curriculum seeks to instil a passion for knowledge and ability to apply that knowledge to real life scenarios.
The Indian Institute of Management Kashipur is a new entrant in the elite league of IIMs. The institute is set up with the objective of providing quality management education while sensitizing students towards the needs of the society.
IIM Kashipur commenced operations from July 2011 under the mentorship of IIM Lucknow. The institute offers Post Graduate Programme in Management (PGPM), a two year full time residential programme. The rigorous curriculum seeks to instil a passion for knowledge and ability to apply that knowledge to real life scenarios. The programme lays emphasis on all-round personality development and inculcates the values of leadership and integrity.
The institute is located in one of the most densely industrialized regions in the country with over 180 industries having plants in and around the region and many more coming up. This places the institute at a vantage point when it comes to ‘Learning by Doing’ via frequent industry interactions and live projects.
The Institute also offers a two year weekend Executive Post Graduate Programme (EPGPM) for working executives. Fellow Programme in Management (FPM) and Executive Fellow Programme (EFPM) are the two doctoral programmes launched in 2015 and 2014 respectively.The faculty at IIM Kashipur represent the best mix of academic and industrial experiences.
IIM Kashipur believes in a strong industry connect and has invested in developing relationships with local industries.
EMI Options / Plans
Partner
Tenure
EMI
1
Rs. 60000 + 18% GST
2
Rs. 60000 + 18% GST
6
Rs. 7662 Monthly
9
Rs. 7662 Monthly
12
Rs. 7662 Monthly
Down Payment for Course is 6000 + 18% GST
Please Note
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Processing Charges may be applicable as per bank rules.
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10% down payment of the course fees shall be paid to Nulearn.
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No loan facility is available for foreign students.
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Click here to apply by loan. (loan partner propelld)