Financial Risk ANalytics

FORE School of Management is pleased to announce a comprehensive Faculty Development Programme (FDP) designed to empower researchers and educators with the advanced analytical tools necessary to navigate today’s volatile financial landscapes.

In an era where risk quantification is a critical pillar of a firm’s financial stability, "Financial Risk Analytics" offers educators and professionals a robust analytical framework to identify, measure, and manage financial risks with precision and real-world insight.

✨ Programme Highlights:

1. Comprehensive Risk Understanding: Master the conceptual foundations of major financial risks, including Market, Credit, and Operational risk.

2. Quantitative Modelling: Deep dive into advanced techniques such as Value-at-Risk (VaR) estimation, Logit Models for default probability, and GARCH models.

3. Regulatory & Market Frameworks: Navigate the complexities of Basel norms, Credit Ratings, and Altman Z-score for bankruptcy prediction.

4. Market Risk Analytics: Gain expertise in Historical and Monte Carlo Simulations to model uncertain economic environments.

5. Practical Methodology: Enhance analytical skills through hands-on training and case-based discussions using MS Excel for decision support.