Likviditetsrisiko – måling og styring
Kursus i København
– Enterprise Risk Management
– Fundamental Review of the Trading Book
– Value at Risk
– Delta Normal Approach
– Historical Simulation-based VaR
– Delta VaR, Component VaR and Incremental VaR
– Duration and Key Rate Duration
– Capital Requirements for Market Risk
– The Greeks
– Simple, Exponentially Weighted Moving Average and GARCH-volatility
– Stresstesting and backtesting
– Risk Managers
– Risk Controllers
– Backoffice employees
– Internal auditors
– Financial authorities
You have an introductory knowledge about risk management since concepts like duration will only be explained briefly.
The course gave me a deeper understanding of the underlying market risk factors. Great combination of teaching (theory) and practical exercises.
Erik Ruud Fredriksen
Very interactive due to small number of participants. Hands on part very important.
Philipp Huchler, Sector Fund Services AS
Sector Fund Services AS
Really good. Good communication and knowledge.
Jesus Serrano Biarnes
Nordea Asset Management
Very good. I learned a lot from this course.
- great examples
Ficope Risk Management AB
It's very good relation between theory and practice. Everything was excellent and very good
Fulfilled my expectations. Applicable in daily work. Good balance between theory and practice. Liked that theory was illustrated with examples (calculations etc.) Clear and concise communication. Very good at making the subjects and theoretical aspects understandable.
Very good course. Not too basic level and a good mix between theory and exercises. Very good teaching methods. The instructor had very good knowledge on the topic and no problem answering questions.
Exceeded my expectations - very high quality of content and teaching methods. Will be able to apply this in my work. The instructor was extremely skilled - knowledgeable and had very good teaching skills.
The module gave a good view not only on the "number" of VAR but on the word behind the number. Good with a lot of easy examples. Good combination of theory and reality. The instructor was easy to understand and it was free to ask questions. Good body language - felt like "one of us", not a teacher and a class.
Evelina Kalmnäs Lindqvist
Very good course!
B3 Management AB
Very good mix of theory and exercises. Excellent instructor.
I have learned a lot on risk during the course even though I have no financial background. There was a perfect combination of theory and practice. The instructor was highly motivating! It was an intense course yet pretty fun and interesting.
B3IT Management AB
I have got a better understanding of market risk and many new ideas of how to improve our risk methods and reports. The teaching methods was very good with examples, exercises and use of white board. The instructor was easy to understand and gave good examples.
Volvo Car Corporation
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Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.
He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.
Jørgen has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).
He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.
He holds an M.Sc. (international finance) and an HD (accounting).
Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income