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Home > Professional & Continuing Studies > Programs > Professional Development > Risk Management
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Risk Management

Certificate in Risk Transfer
Enrollment is by permission of the Risk Management program director.
Upon satisfactory completion of RM109, RM110, and RM113, students will obtain a certificate in Risk Transfer.
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.


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

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.
Dates TBA
$1400 • 14 sessions • Georges Courtadon

 
RM110
Risk Transfer to Insurance Markets

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.
Dates TBA
$1400 • 14 sessions
Orin Linden

RM113
Applied Financial Analysis

This is a course designed to teach you how to effectively utilize technology for quantitative finance. Specifically, you will use advanced features of Microsoft Excel and you will learn how to write programs in Visual Basic for Applications. The focus will be on the development of financial models and the use of large financial datasets.
Dates TBA
$1400 • 14 sessions •
Cara Marshall
   
Certificate in Credit Risk Management
Enrollment is by permission of the Risk Management program director.
Upon satisfactory completion of both RM111, RM112 and RM113 students will obtain a certificate in 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 elvira.casper@qc.cuny.edu.


RM111
Accounting for Risk Management

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. 
Dates TBA
$1400 • 14 sessions  Renee Weiss


RM112
Financial Statement Analysis and Credit Risk Management
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.
Dates TBA
$1400 • 14 sessions Jeffrey Satenstein & Sylvain Bouteille

RM113
Applied Financial Analysis
This course will introduce students to programming for quantitative analysis with finance applications. The course will start with a review of advanced Excel Functions ( Financial Functions, Data Tables, Regression Functions, Conditional Functions, Dates, Lookup Functions, Pivot Tables, Matrices) and then will cover VBA, including recording macros, creating and using functions in VBA, creating and using VBA Sub Procedures, incorporating user interaction, loops and arrays, objects and add-ins. Students will work with dynamic datasets, construct Bloomberg formulas, extract Bloomberg data into Excel and use Bloomberg's function builder. Students will also cover documentation and good practices for database and model management..
Dates TBA
$1400 • 14 sessions Cara Marshall
Certificate in Quantitative Methods for Risk Management
Enrollment is by permission of the Risk Management program director.
Upon satisfactory completion of both RM113, RM114 and RM115 students will obtain a certificate in 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 elvira.casper@qc.cuny.edu.


RM113
Applied Financial Analysis
This course will introduce students to programming for quantitative analysis with finance applications. The course will start with a review of advanced Excel Functions ( Financial Functions, Data Tables, Regression Functions, Conditional Functions, Dates, Lookup Functions, Pivot Tables, Matrices) and then will cover VBA, including recording macros, creating and using functions in VBA, creating and using VBA Sub Procedures, incorporating user interaction, loops and arrays, objects and add-ins. Students will work with dynamic datasets, construct Bloomberg formulas, extract Bloomberg data into Excel and use Bloomberg's function builder. Students will also cover documentation and good practices for database and model management..
Dates TBA
$1400 • 14 sessions Cara Marshall

RM114
Risk Measurements

This course provides an in-depth review of the fundamentals of probability and statistics, followed by the measurements of various risk types. The course examines instances of market failure, the role of collateralization requirements, the impact of term, time horizon, and covariance, and extreme value theory. The course also covers probabilistic and stochastic risk modeling calculations of value-at-risk, stress testing, and other risk metrics, and the limitations of each of these measures.
Dates TBA
$1400 • 14 sessions • Cara Marshall

 
RM115
Financial Econometrics

This course covers modern statistical and econometric techniques necessary for both professional and academic quantitative research in finance. Particular emphasis will be placed on measuring and analyzing the risk of holding and trading financial assets.
Dates TBA
$1400 • 14 sessions
Tao Wang

 

 Information

 

Powdermaker Hall, Room 331
(718) 997-5507
elvira.casper@qc.cuny.edu

Professor Diane Coogan is available by appointment. Please contact Elvira Casper (elvira.casper@qc.cuny.edu) to set up an appointment.
Office Hours:
Tuesday 2:00pm-3:00pm
Thursday By Appointment

To Register please call
(718)997-5700
Hours: (Mon-Fri) 9am-5pm
Bldg: Queens Hall Room: 105

 

 

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