PRM Risk Management Course
See the information link at PRMIA
Enroll in this course for a structured study programme for professionals to undertake PRM examinations, timely completion of the certification program, maximum value added to study time for full time professionals, a flexible learning structure tailored to your individual needs.
For a PRMIA course forum at RiskLab Global society, please click here .
For sample exam questions and other information related to PRMIA course we offer, please click here
Course Content:
The course is composed of 12 weekly three hour sessions. The content is related, though it is not exhaustive, to the PRM handbook. The course fee includes a 25% discount code for the PRM Handbook digital copy, slides, a certificate issued by RiskLab at the University of Toronto, membership at RiskLab Global society (http://risklab.utoronto.ca/rg, there is a PRMIA course online board where we conduct quizes/sample question trainings), and coffee breaks.
Classes will be conducted at Fields Institute. PRMIA and the Fields Institute reserve the right to alter the timing and speaking if necessary. Modules can be attended separately under request.
Please contact Prof. Desheng Dash Wu at prmia@risklab.ca.
Part I
Markets and Instruments September 22
Portfolio Management September 29
Fixed Income Instruments October 6
Part II
A Review of the Mathematical Foundations of Risk
October 13
Part III
Pricing Options and Futures October 20
Part IV
Risk Management, Capital Management and Regulations October 27
Market Risk: Value-at-Risk (VaR) November 3
Advances in VaR Models November 10
Basic Credit Risk Models November 17
Advanced Credit Risk Models November 24
Operational Risk Management December 1
Part IV
Case Studies December 8
Curriculum Program:
Part I (3 hours): A REVIEW OF THE MATHEMATICAL FOUNDATIONS OF RISK MANAGEMENT
Part 2 (12 hours): FINANCE THEORY, MARKET AND INSTRUMENTS
Part 3 (9 hours): RISK MANAGEMENT IN PRACTICE: MARKET RISK
Part 4 (12 hours): CREDIT RISK, OPERATIONAL RISK & CASE STUDIES
Modes of Instruction:
Lectures will be given on Thursday evenings, from 5:00 – 8:00 PM. Worked examples are to be developed during lectures.
Course Fee:
Can $3,000 (USD $3,000)
Early Registration before August 22
Can $2,500 (USD $2,500)
Registration:
Registration Deadline: September 15, 2011
(limited space is available so it is strongly recommended to register early)
For registration of separated modules please contact Prof. Desheng Dash Wu at prmia@risklab.ca
Registration and Payment:
Payment can be made by cheque. The cheque must be payable to the University of Toronto
Please either send the check to:
Prof. Luis Seco
Department of Mathematics
40 St. George Street,
Toronto ON M5S 2E4
or
In-person delivery of your check is accepted at
RiskLab (to Dash Wu)
University of Toronto
1 Spadina Crescent Room 205.
Teachers
Professor Pablo Olivares, Assistant Professor, Ryerson University
Professor Luis Seco, Director of Masters of Mathematical Finance Program, Director of RiskLab, University of Toronto
Professor Thomas S. Salisbury, President of the Canadian Mathematical Society, Mathematics and Statistics, York University
Professor David Saunders, Assistant Professor, University of Waterloo
Professor Matt Davidson, Canada Research Chair in Quantitative Finance, University of Western Ontario
Dr. Andrew Aziz, Managing Director, Market Risk and Buy-Side Solutions, Algorithmics
Professor Desheng Dash Wu, Affiliate Professor and Managing Director- RiskLab, Director of RiskChina Research Center, University of Toronto