Foundations of Risk Management
-
Building Blocks of Risk Management
-
How do firms manage Financial Risk
-
Credit Risk Transfer Mechanisms
-
Q & A: Credit Risk Transfer Mechanisms
-
Risk Management Process
-
Types of Financial Risk a Firm should manage
-
Modern Portfolio Theory
-
Q&A: Modern Portfolio
-
Capital Asset Pricing Model
-
Arbitrage Pricing Theory
-
Q & A: Arbitrage Pricing Theory
-
Q & A: 2007/2008 Financial Crisis
-
Q & A: Bank Failure
-
Learning From Financial Disasters - Liquidity Crisis (38:15)
Quantitative Analysis
-
Introduction to Probability (12:41)
-
Mutually exclusive events (7:49)
-
Conditional Probability (17:24)
-
Q & A: Probability (5Qs)
-
Random Variables (35:07)
-
Q & A: Random Variables (5Qs)
-
Bernoulli & Binomial distribution (17:23)
-
Poisson Distribution (15:35)
-
Uniform Distribution (17:30)
-
Normal Distribution (14:38)
-
Student's T and Chi Squared distribution (29:57)
-
F Distribution (14:26)
-
Q & A: Distributions(4Qs)
-
Probability Matrix (12:17)
-
Covariance and Correlation (16:59)
-
Q&A: Multivariate Random Variables (6Qs)
-
Sample Mean (10:11)
-
Sample variance (12:27)
-
Skew & Kurtosis (10:00)
-
Law of Large Numbers
-
Central Limit Theorem
-
Sample Mean of Two Variables
-
Q&A: Sample Moments
-
Introduction to Hypothesis Testing
-
Q & A: Statistical inference and hypothesis testing
-
linear regression
-
linear regression - hypothesis testing
-
Multiple regression
-
Multiple regression hypothesis
-
Q&A: Linear & Multiple regression
-
Regression Diagnostics - Omitted variables
-
Heteroskedacity
-
Multicollinearity
-
Stationary Time Series
-
Introduction to Moving Average Model
-
Introduction to Auto Regressive Model
Financial Markets & Products
-
Introduction to Banks - Part 1
-
Introduction to Banks - Part 2
-
Insurance and Pension Plans - Introduction
-
Calculating Mortgage Payments
-
Q & A: Mutual Funds
-
Linear Derivatives
-
Non Linear Derivatives
-
Call Options
-
Put Options
-
Exchanges and OTC Markets
-
Central Clearing - OTC Trades
-
Futures Basics
-
Commodity Forwards
-
Forward Rate Contracts - Part 1
-
Introduction to Foreign Exchange Rates
-
Q & A: Forward Contracts (7Qs)
-
Forward Rate Agreement
-
Futures Margin Requirements
-
What is Basis Risk?
-
Minimum Variance Hedge Ratio
-
Calculate forward rate based on spot rate
-
Introduction to Treasury Bond Futures
-
Lower Bound European Call
-
Upper Bound Put Option
-
Upper Bound Call Option
-
Interest Rate Risk - DV01
-
Interest Rate Risk - Duration
-
Principal Protected Notes
-
Protective Put & Covered Call
-
Option Spreads - Part 1
-
Q & A : Option Trading Strategies (10Qs)
-
Corporate Bonds - Part 1
-
Corporate Bonds - Part 2
-
Introduction to Swaps
-
Q & A: Swaps (7Qs)
-
Currency Swaps
-
Treasury Bond Futures - Introduction
-
Day Count Conventions
-
Futures Conversion Factor
Valuation & Risk Models
-
Mean Variance Framework
-
3 Approaches to calculate VaR
-
Delta Normal VaR
-
VaR - Historical Simulation
-
Q & A: VaR and Expected Shortfall (9Qs)
-
External Rating Agencies - Part 1
-
External Rating Agencies - Part 2
-
Q & A : External Rating Agencies (8Qs)
-
Country Risk
-
Credit Risk - Mean & Standard Deviation of Credit Losses
-
Credit Risk - Vasisek Model
-
Introduction to Stress Testing
-
Treasury Bills & Treasury Bonds
-
Bonds - Gross & Net Return
-
Bonds - Yield to Maturity
-
Bonds - Replicating bonds cashflows
-
Option Greeks - Vega
-
Option Greeks - Delta
-
Option Greeks - Theta
-
Option Greeks - Gamma
-
Introduction to Key Rate Shifts
-
Option Valuation - 1 step binomial tree
-
Option Valuation - 2 step binomial
-
Black Scholes Model - Log Normal Property of Stock Price
-
Black Scholes Model - Continuous Compounding % of Return of a Stock
-
Black Scholes Model - European Call Option
-
Black Scholes Model - European Put Option
Questions and Answers
