Portfolio Management
Basics in financial mathematics
Asset allocation
Bond and equity valuation
Diversification with alternative investments
Performance- and risk-measurement
Behavioral Finance
Risk profiling of customers
Rational vs. irrational investment decisions
Irrationality of laymen and professional market participants
Implications on asset allocation and portfolio management
Market Risk
Capital market products
Models for derivate valuation
Interest rate, foreign exchange and liquidity risks
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Risk in Asset Management
Risk vs. compliance
Default- and counterpart risk measurement for funds
Risk-adjusted return measurement for hedge funds
Usage of derivatives
Risk management and governance for ETFs
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Credit Risk
Scoring models
Counterpart risk
Credit-portfolio models
Credit derivatives and structured credit-products
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Commodities Risk
Special problems of commodity hedging approaches
Management of price volatilities
Management of energy risks
Pricing of insurance- and weather derivatives
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Financial Engineering
Pricing of Credit Derivatives and Credit structured Products
Interpolating and bootstrapping the OIS (overnight index swap) Curves
Pricing of Linear Fixed Income Derivative Products
Pricing of non-linear Interest rate Derivative Products
Stochastic Interest Rate Models
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ALM / Treasury
Best Practices in Asset Liability Management
Economic Capital Management under Basel III/ICAAP
Modern Treasury Risk Management Models
Replicating Portfolio Models for Retail Banking Assets and Liabilities
Contingent Liquidity Planning – Best Practices
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Enterprise Risk
Correlation of capital adequacy models
Model risks
Economic capital vs. regulatory capital
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Operational Risk
Capital adequacy compliance
Indicator approaches and their enhancements
Pro-active operational risk management
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