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Home > Academics > Divisions > Social Sciences > Risk Management > RM-CertificateProgram
Risk Management

Risk Management Certificate Programs

Certificate in Risk Transfer
Upon satisfactory completion of both RM109 and RM110, students will obtain a certificate in Risk Transfer.

RM109, Section MW21
Risk Transfer to Financial Markets: Options, Futures and Other Derivatives

Certain prerequisites must be met for registration. For details, please call Elvira Casper in the Risk Management Office, 718-997-5507, or send an email to elvira.casper@qc.cuny.edu.
Recommended: Investment analysis
The primary emphasis of this course is on the structure, pricing, hedging, and strategies of futures and options contracts and their applications in a risk management context. The economic role of options and futures markets is examined. Specific topics include determinants of forward and futures prices, option valuation using binominal trees and Monte Carlo simulation, implied binominal trees, relation between puts and calls, uses of options in investment strategies, hedging techniques, exotic options, applications to corporate securities and other financial instruments. 42 hrs.

Spring 2014 and Fall 2014

$1400 • 14 sessions • Georges Courtadon
 

RM110, Section TR21
Risk Transfer to Insurance Markets

Certain prerequisites must be met for registration. For details, please call Elvira Casper in the Risk Management Office, 718-997-5507,
or send an email to elvira.casper@qc.cuny.edu.
This course examines risk transfer to insurance markets. Topics covered will include the variety of ways that risk transfer can occur including quota share and excess of loss agreements, catastrophe bonds, captives, reciprocals, segregated cells, and their structuring, such as retentions, limits, corridors, collateralization, reinstatement, and commutation provisions, and structured/financial insurance. Insurance products will be evaluated for their efficiency in risk transfer. How effective insurance markets are relative to capital markets will be evaluated in terms of terms and conditions, pricing, and basis risk. 42 hrs.

Spring 2014 and Fall 2014

$1400 • 14 sessions • Orin Linden

 

 


 

Certificate in Credit Risk Management
Upon satisfactory completion of both RM111 and RM112, students will obtain a certificate in Credit Risk Management.

RM111, Section TH21 -
Accounting for Risk Management

Certain prerequisites must be met for registration. For details, please call Elvira Casper in the Risk Management Office, 718-997-5507, or send an email to elvira.casper@qc.cuny.edu.
This course is intended to provide professional and graduate-level exposure to accounting theory as it relates to risk management. The course will cover essentials of the conceptual framework of accounting and will focus on issues affecting recognition and measurement of the economic events that affect financial statements in particular, those that affect the firm's risk profile and risk transfer.

Fall 2014

$1400 • 14 Sessions • Jeffrey Satenstein/Sylvain Bouteille

RM112, Section WE21
Financial Statement Analysis and Credit Risk Management
Certain prerequisites must be met for registration. For details, please call Elvira Casper in the Risk Management Office, 718-997-5507, or send an email to or elvira.casper@qc.cuny.edu.
This course is intended to guide students through origination, assessment and management of credit exposures, including governance and compliance, assessment of both individual and portfolio exposures, and credit risk transfer.
Analyses are made of financial statements of public companies from the perspective of investors, management, creditors, accountants, and auditors. Financial statements and related disclosures will be analyzed to gain perspective on a company’s health. Business valuation models and techniques to develop forecasts and pro forma results will be discussed and illustrated. Ratio analysis and key performance indicators will be emphasized with a case study approach as well as alternative estimations of credit quality. Structured credit products, such as CLOs, will be covered, as well as current credit risk transfer techniques including credit derivatives.

Spring 2014

$1400 • 14 Sessions 

 
     



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