The Risk Awareness Week 2021 is upcoming! It will be 5 days of the most interesting workshops and will occur between 11th and 15th of October. This event is considered to be the biggest virtual conference about Risk Management topics, delivering more than 50 interactive workshops with more than 30 speakers, including the best Risk […]
Risk Training
FREE COURSE: Financial Engineering and Risk Management Part I
Created by Columbia University, this course ranges concepts from finance, economics, mathematics, statistics, engineering and computational methods. The main focus if the course is on financial engineering and risk management, where the use of simple stochastic models to price derivative securities in various asset classes including equities, fixed income, credit and mortgage-backed securities is also […]
FREE COURSE: Financial Markets
This is a great opportunity for anyone who wants to improve their knowledge in Financial Markets. It’s a FREE course created by Yale University and starts on Jan 23. A summary of the course content and syllabus is explained below. Course Syllabus Week 1: Basic Principles of Finance and Risk Management (5 videos, 1 reading) Reading: Optional […]
10 Essential Risk Management Videos – Part 2
In part 1 of this article I’ve included a series of relevant Risk Management videos, covering conceptual topics around investing with derivatives securities such as Forwards, Futures, Hedging, Hedging with Futures, Put/Call Options, etc. This article covers additional videos focusing on Risk and Reward concepts such as Systematic Risk (not to be confused with Systemic Risk), Total Risk, Portfolio Risk […]
How to Create a Risk Heatmap in Excel – Part 2
In the previous article (part 1), I’ve introduced the concept and possible applicability of a risk heat map, when capturing and managing operational risk. This article explains how to achieve the two heat maps described in part 1, including the data setup and necessary adjustments in Excel in order to plot all the risks (roughly 100) into an ineligible chart. […]
FREE COURSE: Introduction to Programming with MATLAB
Today we share another Coursera free course this time focusing on programming with MATLAB. For those unfamiliar, MATLAB is a high-performance language for technical computing. It integrates computation, visualization, and programming in an easy-to-use environment (high level) where problems and solutions are expressed in familiar mathematical notation. Typical uses include math and computation, modelling, scientific and engineering, data […]
How to Create a Risk Heatmap in Excel – Part 1
Risk heat maps are commonly used in operational risk management and are specially useful to represent a firm’s risks in a visual manner, highlighting the ones that need to be managed more closely. When assessing operational risk, the risk manager will typically use a spreadsheet to record its firm’s key risks and rate the impact and likelihood (or probability) assessment scores for […]
10 Essential Risk Management Videos – Part 1
This article includes a series of Risk Management videos, covering several topics which are relevant specially for Market Risk professionals. The videos included cover the following topics (click on the different topics below to access directly the embedded video). Forwards Futures Hedging Hedging with Futures Put options Call options Put-Call Parity Combining Payoffs Payoffs Total […]
