LO 1.e: Interpret the relationship between risk and reward and explain how conflicts of interest can impact risk management. LO 1.d: Distinguish between expected loss and unexpected loss and provide examples of each. LO 1.c: Evaluate and apply tools and procedures used to measure and manage risk, including quantitative measures, qualitative assessment and enterprise risk management. LO 1.b: Describe elements, or building blocks, of the risk management process and identify problems and challenges that can arise in the risk management process. LO 1.a: Explain the concept of risk and compare risk management with risk taking. The topical coverage corresponds with the following CFA Institute assigned reading:ġ. Learning Objectives and Reading AssignmentsĪnatomy of the Great Financial Crisis of 2007-2009
Module 1.1: Introduction to Risk Management Module 2.2: Risk Management Methods and Instruments Module 3.2: Risk Governance Implementation Module 3.1: Corporate Governance and Risk Management Module 4.1: Credit Risk Transfer and Mitigation Module 5.3: Performance Evaluation Measures Module 5.2: Deriving and Applying the Capital Asset Pricing Model Module 5.1: Modern Portfolio Theory and the Capital Market Line Modern Portfolio Theory and Capital Asset Pricing Model Module 6.1: Multifactor Model Assumptions and Inputs The Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Module 7.2: Risk Data Aggregation and Reporting Capabilities Module 7.1: Data Quality, Governance, and Infrastructure Principles for Effective Data Aggregation and Risk Reporting Module 8.2: Risk Culture and Scenario Analysis
Module 9.3: Case Studies on Financial Engineering, Reputation Risk, Corporate Governance, and Cyber RiskĮnterprise Risk Management and Future Trends Module 9.2: Case Studies on Model Risk and Rogue Trading Module 9.1: Case Studies on Interest Rate Risk, Liquidity Risk, and Hedging Strategy Anatomy of the Great Financial Crisis of 2007–2009
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