Module #1 Introduction to Risk Management Overview of risk management, importance, and objectives
Module #2 Types of Risks Understanding various types of risks, including market, credit, liquidity, operational, and strategic risks
Module #3 Risk Management Framework Understanding the risk management framework, including risk identification, assessment, mitigation, and monitoring
Module #4 Risk Assessment Techniques Introduction to risk assessment techniques, including sensitivity analysis, scenario analysis, and Monte Carlo simulations
Module #5 Portfolio Optimization Basics Introduction to portfolio optimization, including the concept of efficient frontier and portfolio construction
Module #6 Mean-Variance Optimization Understanding mean-variance optimization, including the Markowitz model and its limitations
Module #7 Risk-return Tradeoff Analyzing the risk-return tradeoff and its implications on portfolio construction
Module #8 Diversification Strategies Understanding diversification strategies, including asset allocation and portfolio rebalancing
Module #9 .Asset Allocation Models Introduction to asset allocation models, including the Black-Litterman model and the Mean-Variance-Skewness model
Module #10 Portfolio Risk Measures Understanding portfolio risk measures, including Value-at-Risk (VaR), Expected Shortfall (ES), and Stress Testing
Module #11 Maximum Diversification Portfolios Understanding maximum diversification portfolios, including the construction and benefits of these portfolios
Module #12 Factor-based Investing Introduction to factor-based investing, including the concepts of smart beta and factor tilting
Module #13 Risk Parity Portfolios Understanding risk parity portfolios, including the construction and benefits of these portfolios
Module #14 Quantitative Risk Management Introduction to quantitative risk management, including the use of statistical models and machine learning algorithms
Module #15 Model Risk Management Understanding model risk management, including the identification, assessment, and mitigation of model risks
Module #16 Operational Risk Management Understanding operational risk management, including the identification, assessment, and mitigation of operational risks
Module #17 Stress Testing and Scenario Analysis Understanding stress testing and scenario analysis, including the application of these techniques in risk management
Module #18 Backtesting and Performance Evaluation Understanding backtesting and performance evaluation, including the use of metrics such as return, risk, and information ratio
Module #19 Regulatory Requirements and Guidelines Overview of regulatory requirements and guidelines for risk management and portfolio optimization
Module #20 Case Studies in Risk Management Real-world case studies in risk management, including examples of successful risk management strategies and failures
Module #21 Behavioral Finance and Risk Management Introduction to behavioral finance and its implications on risk management and portfolio optimization
Module #22 ESG and Sustainable Investing Introduction to ESG (Environmental, Social, and Governance) and sustainable investing, including the integration of ESG factors in portfolio optimization
Module #23 Advanced Portfolio Optimization Techniques Introduction to advanced portfolio optimization techniques, including robust optimization and machine learning-based approaches
Module #24 Risk Management in Practice Real-world applications of risk management and portfolio optimization, including examples from various industries and asset classes
Module #25 Course Wrap-Up & Conclusion Planning next steps in Risk Management and Portfolio Optimization career
