Finansiel risikostyring i ikke-finansielle virksomheder i Grønland
Kursus i Grønlandsbanken, Nuuk
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Tilmeld dig før 9 Jan 2027 og få 10% rabat.
– 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
– Treasurers
– Dealers
– Analysts
– Backoffice employees
– Internal auditors
– Financial authorities
– IT-employees
– Compliance
You have an introductory knowledge about risk management since concepts like duration will only be explained briefly.
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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 also works as an external lecturer at CBS (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
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