The certification program is delivered as e-learning through our digital learning platform. The program combines narrated presentations, videos with whiteboard explanations, Excel exercises, quizzes and reading materials, allowing you to learn at your own pace – whenever and wherever it suits you.
You should allow approximately 2 working days for each module, including assignments and the exam – a total of approximately 6 working days. The program includes 6 months’ access.
Module 1 Market Risk Measurement and 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
Module 2 Credit Risk Measurement and Management
Credit Risk Modelling
Credit Risk and Capital Requirements
Managing Credit Risk using Credit Derivatives
KMV Moody’s
CreditMetrics
Counterparty Risk
CVA, DVA, FVA and BCVA
Stresstesting
Module 3 Operational Risk and Liquidity Risk
Operational Risk Management
Framework for Operational Risk Management
Key Risk Indicators
Heat Maps
Risk Control Self Assessment
Building a Loss Database
Using External Data
Mitigation of Risk
Capital Requirements for Insurance, Pension and Credit Institutions
Liquidity Risk Management
BIS recommendations on Liquidity Risk Management
Gap analysis
Net Stable Funding Ratio
Liquidity Coverage Ratio
Funding analysis
Stresstesting
Liquidity Risk and the Sub Prime Crises
Market Liquidity Risk
Anyone wanting a deep as well as broad knowledge of how to measure and manage risk in a financial institution; among others:
– Risk Managers
– Internal Auditors
– Financial Authorities
– Middle Office Employees
– Back Office Employees
– Analysts
– Consultants
– Compliance
– Treasurers
– Regulators
– Operations
– Account Managers
The education requires an introductory understanding of risks in the financial industry.
Jørgen er adm. direktør og stiftede Financial Training Partner A/S i 2002.
Han har mange års undervisningserfaring fra Financial Training Partner og som chefkonsulent i SimCorps kursusafdeling, hvor han startede i 1996. Før SimCorp arbejdede han i Danske Bank med salg og analyse af obligationer.
Jørgen arbejder desuden som ekstern lektor på CBS (Copenhagen Business School), hvor han blev kåret som årets underviser på HD, Finansiel Rådgivning.
Han er forfatter til bøgerne Finansiel Risikostyring og Finansielle Derivater udgivet på Djøf Forlag.
Han er uddannet cand.merc.int og HD(R)
Jørgen underviser i Derivater, Risikostyring, Porteføljestyring og Fixed Income
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