Kursusbeskrivelse
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Academic course description:
The exam preparation course in Risk Management is for all students, whether you are unsure about passing the exam and want a thorough review of the harder parts of the curriculum, or if you have a good understanding of the curriculum and want to improve this into more detail.
The course is geared towards solving the exam, which means we focus on problem solving in Excel and how to generate the best possible exam solution.
Since the course is only 12 hours, we expect that you are comfortable with the easier and more basic subjects of the exam curriculum.
The majority of the instruction will be solving assignments on an exam level. The assignments are variants of previous Cand.merc exam questions, so you will only experience "new" assignments.
The course will give you tools to:
- Recognize and identify the question type
- Set up and apply relevant models and methods correctly and thereby solve the question
- Use relevant Excel functions to solve assignments
- Check your answer
- "Save time" at the exam
Since time is a scarce resource, the focus will be on the most difficult and exam-relevant parts of the syllabus.
This Means that the course does not contain a general review of the entire syllabus.
Curriculum:
Asset level
- Options and hedging
- The Greeks
- Term structure of interest rates
- Yield curve
- Bootstrapping
- Duration
- Convexity
- Fisher-Weil correction
Portfolio level
- VaR/Expected shortfall
- Liquidity adjustment
- Marginal VaR
- Aggregate VaR
- Linear and quadratic approximation
- Cornish-Fisher expansion
- Historical VaR, backtesting and extensions for non-stationarity
- Timevarying volatility, EWMA and weighting
- Financial regulation
- RWA
- BASEL I-IV
- Credit risk
- Credit rating
- Spreads
- The Merton Model
- Default probability
- Strutural models
The course is held as an exam course
When you attend an online exam course at Aspiri, you get the same high communication and professional quality that you know from our attendance courses, but with the possibility of full flexibility. You can follow the course WHERE and WHEN it suits you.
Aspiri´s online exam courses are held on our own platform AspiriPlay and are structured as a complete course, where we help you with everything from video review, comprehensive course material, self-training, questions, ongoing interaction with the teacher and more.
We look forward to seeing you at our online exam course!