Special Topics in Risk Management of Banking and Financial Markets

PC Narayan, IIMBx

Learn about structured financial products (ABS, CDS, CDO) as well as Value-at-Risk (VaR), stress testing and related risk management techniques.

In this advanced course, part of the Professional Certificate program ‘Risk Management in Banking and Financial Markets’, we will look at structured financial products such as Asset Backed Securities (ABS), Residential Mortgage Backed Securities (RMBS), Credit Default Swaps (CDS), Collateralized Debt Obligations (CDO) and their role in transferring/diversifying the risks to several entities in the financial markets.

We will also examine the unintended consequences and outcome of those risk transfer instruments that accentuated the systemic risk and eventually lead to the 2008 global financial meltdown.

In addition, we will look at special topics in risk management such as Value at Risk (VaR) and stress testing, as well as recent trends in regulation including the Basel-III guidelines on capital adequacy that have been implemented in several countries to manage risk in a proactive and consistent manner.

More importantly, we will examine how far have those regulatory measures and guidelines been able to achieve the well-intentioned goal of safeguarding the stability of financial systems across countries and whether they would, in the future, be able to anticipate and avert cascading adverse outcomes as witnessed in the 2008 global financial crisis.  

This course is part of IIMBx's Professional Certificate program ‘Risk Management in Banking and Financial Markets’. 

What will you learn

In this course you will learn:

  • The basic attributes and structure of Asset Securitization
  • Various types of asset-backed securities such as Residential Mortgage Backed Securities (RMBS), Credit Card Securitization, etc.
  • Credit Default Swaps (CDS) and Collateralized Debt Obligations (CDO) and their role in managing (sometimes, augmenting) risks in any financial system
  • How to measure, analyze and proactively manage the degree of risk embedded in the financial assets portfolio of any entity, using various tools and techniques such as ‘Value at Risk’ (VaR), ‘Stress Testing’ and similar guidelines issued by the Bank of International Settlement (BIS) and other regulatory bodies
  • How well could the Basel-III guidelines on capital adequacy: (a) achieve the well-intentioned goal of safeguarding the stability of financial systems across countries and (b) anticipate / avert cascading adverse outcomes as witnessed in the global financial crisis of 2008

Dates:
  • 5 April 2019
Course properties:
  • Free:
  • Paid:
  • Certificate:
  • MOOC:
  • Video:
  • Audio:
  • Email-course:
  • Language: English Gb

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