Corporate Training - Risk Modeling

Risk Management - Essential function for every business. Creating effective Risk Models for Forecasting, Market, Credit and Operations Risk will enable the companies to act at the right time on right problems and mitigate risks effectively.

Topics Covered

Risk Modelling

Modelling Credit & Operations Risk

Options Basics

Option Pricing Dynamics

Option Trading Strategies

Market Risk Modelling Techniques

Black-Scholes Model for Optio Pricing

Arbitrage Pricing Relationships

Black-Scholes Option Pricing Model

 Binomial Pricing Models Volatility Models

Calculaton of Value at Risk and Greeks

Monte Carlo Simulation

 Pricing Models for Derivatives Optimal Portfolio of Stocks Risk & Return Profiles of Securities
Sharpe, Treynor & Alpha Ratios Variance - Covariance Matrix Historical Volatility Method BASEL II (Understanding & Requirements) Case Study with Questions

The training can be customized as per requirement

  • After Training SUPPORT for 1 YEAR to the participants.
  • Support via Email/Phone/Chat/One on One session (with prior appointment).