Overview

This eCourse consists of two modules. Module 1 covers the main risk types, such as credit and market risk and operational risk, and the measurement of these and other types of risk that banks face.
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Module 2 provides an introduction to risk modeling, covering topics such as the components of risk models, the model development and validation process, and the management of model risk. The module also details the reasons why data quality is a challenge for banks and the potential impact of poor data quality.

Objective

On completion of this course, you will be able to:
- Identify the main risk types and how they influence the risk management framework
- Recognize the main risk measures and the benefits and issues associated with their use
- Describe the components of risk models, the model development and validation process, and the management of model risk

Content

Module 1: Risk Management - Risk Types & Measurement
Topic 1: Risk Types
Topic 2: Risk Measurement

Module 2: Risk Management - Risk Modeling
Topic 1: Introduction
Topic 2: Risk Models
Topic 3: Model Risk
Topic 4: Data Issues