7
From XLRI Jamshedpur
Executive Development Program In
TRANSFORMATIONAL LEADERSHIP Batch 2 | From IIM Kozhikode
Professional Certificate Program In
APPLIED FINANCIALRISK MANAGEMENT
PROGRAM OVERVIEW
The increasing complexity and growth in 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 financial risk measurement and management.
This program is designed to introduce various risk management concepts, tools, and techniques. Using
integrated approach, the program will emphasize on the design and implementation of risk management
practices in financial institutions. It also deals with the mathematical ideas and the algorithms behind the
constructionconstruction of models for analyzing and managing risk in financial markets. Basically, this program
purports to familiarize students with and deepen their understanding of modern risk management
concepts, theories, practices and trends.
At the end of this program, the participants would 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 & evaluate financial risks
Learn the dynamics of implementation of Risk Management practices inorganizations
SLLAYBUS
• Introduction to Risk Management and Basic risk types
• Probability and Statistics for Risk Management
• Understanding Financial Returns, Volatility and Correlation
• Portfolio Theory and CAPM
Module 1 – Basics
• Financial markets, Institutions and Regulations
• Introduction to Trading and Market Microstructure
• Features and Valuation of Forwards, Futures, Swaps, and Options
Module 2 - Financial Instruments and Their Markets
• VaR, Expected Shortfall (ES) and other Risk Measures
• Parametric, Historical Simulation and Monte Carlo Simulation
• Bonds, Interest Rate and Interest rate Sensitivity
• VaR Mapping and Backtesting VaR
• Hedging with Derivatives
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, Economic Capital and Risk Reporting
• Enterprise Risk Management (ERM) and Review
Module 5 - Other Topics
WHO SHOULD ATTEND?
WORK EXPERIENCE
ELIGIBILITY
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: 24 May 2020
Schedule of classes: Every Sunday from 03.00 p.m. to 06.00 p.m.
Duration: 5 Months
Program Fee
PROGRAM DETAILS
For Indian Residents: Rs. 75,000 + GST
For International Residents: USD 1700
FOR MORE DETAILS
Visit us at - www.talentedge.com
Write in to - [email protected]
or call at +91-8376000600
For registration and any other information, please get in touch with us:
[email protected] 0495 - 2809 556/673/208 https://iimk.ac.in/
