IIM Kashipur Executive Development Programme in Applied Financial Risk Analytics - Batch 02

Overview

Financial risk encompasses the uncertainty and potential for loss in financial investments or decisions. Introducing the Executive Development Programme in Applied Financial Risk Analytics by IIM Kashipur, your gateway to exploring unparalleled opportunities in the world of finance. Equip yourself with training in cutting-edge tools that quantify market, credit, and operational risks. Experience a... Read More

Content

Check the course details of the applied financial risk management IIM Kashipur programme here

Highlights

Contextually designed 8-month programme for finance professionals

Focus on real business use cases

2 days of campus immersion

Sessions by eminent faculty and industry experts

Details

Pedagogy

This applied financial risk management IIM Kashipur is an online programme; the primary method of instruction will be through LIVE lectures that will be delivered online via the internet to participants’ desktops/laptops or classrooms. The lectures will be delivered by eminent faculty from IIM Kashipur and expert(s) from the industry. The programme will be primarily taught through a combination of class exercises, presentations, take-home exercises, simulation, and case studies. The course contents are organised in a way to provide the participants with an introduction on the application of content to various business aspects.

Learning Outcomes

• Understand the basics of risk estimation, portfolio analysis, and financial derivatives
• Learn how to quantify financial risk as a number with the perspective of measuring it
• Comprehend what Is Value-at-Risk (VaR) and Expected Shortfall (ES)
• Learn how to estimate VaR and ES (using Historical Simulation, Monte Carlo Simulation, GARCH, EGARCH, GJR-GARCH and other GARCH family models, range-based models, and Extreme Value Theory) of a single asset, portfolio, and single asset influenced by many factors using various tools
• Understand the basics and implementation of estimating VaR for fixed income security, financial derivatives (options), and from the perspective of credit risk measurement and operational risk
• Know how to measure credit risk
• Apprehend the probability of default/expected default frequency and how to estimate it
• Learn aggregate loss distribution/loss distribution approach and liquidity risk

Programme Delivery

Sessions of the applied financial risk management IIM Kashipur programme will be conducted via a state-of-the-art Interactive Learning (IL) platform and delivered in Direct-to-Device (D2D) mode that can be accessed by learners on their Desktop, Laptop, Tablet, or Smartphone.

Campus Immersion

There will be a 2-day in-campus module at IIM Kashipur. The in-campus modules are subject to the conditions that prevail at that point in time. These conditions pertain to the pandemic or other unavoidable reasons. In case the on-campus module is not confirmed due to the COVID-19 situation, the same will be included in the total number of online sessions.

Who Should Attend?

• Graduates looking for a career in finance and analytics
• Working professionals aspiring to grow into senior roles within Risk and Compliance, Risk Consulting, Financial Risk Management, etc.
• Finance-based executives like Analysts, Consultants, Risk Managers, Treasurers, Auditors, Investors, Regulators, etc., who are interested in learning practical application of risk measurement techniques
• Business unit heads and managers who desire to gain a deeper understanding of Financial Risk Management
• Business analysts who are involved in doing quantitative risk measurement
• RBI and bank professionals

Eligibility Criteria

• Diploma (10+2+3)/Bachelor’s Degree or equivalent (10+2+3 or 10+2+4)/2-year Master’s Degree or equivalent from a recognised university (UGC/AICTE/DEC/AIU/State Government) in any discipline
• 2 years of work experience* is preferable after completion of the qualifying education
• Participants who fulfil the above criteria but are not working currently are also eligible for this applied financial risk management IIM Kashipur programme

*Internships and training experiences will not be considered as full-time work experience.

Admission Criteria

Admission to this applied financial risk management IIM Kashipur programme will be based on the candidate’s overall profile evaluation, subject to meeting the eligibility criteria.

Programme Director

Financial Management and Research (IFMR) Chennai. Before joining IIM Kashipur, he was a faculty member in the financial engineering department of IFMR Chennai. He has taught various courses such as Simulation Techniques in Finance, Financial Derivatives, Financial Risk Measurement and Management, Financial Engineering using MATLAB etc at both graduate and undergraduate level.
His research interests include extreme value volatility estimator, bias correction procedures for efficient estimation of volatility, robust volatility estimators, Modeling extreme value conditional volatility, risk spillover, dynamics in market efficiency under the impact of structural changes in market etc. His current research focuses on developing bias correction procedure for various extreme value volatility estimators. Another segment of his current research is about developing a robust extreme value volatility estimator and proposing a bias correction procedure for the same. He was also an Editorial Associate of the "Journal of Emerging Market Finance" published by sage publication. He is also a Chartered Financial Analyst (CFA) charter holder from the Institute of Chartered Financial Analyst of India.
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Dr. Dilip Kumar

Professor, Indian Institute of Management Kashipur

Certificate and Assessment

Evaluation

There are periodic evaluations built in throughout the duration of the applied financial risk management IIM Kashipur course. These may be in the form of a quiz, assignment, group project, case study, or other objective/subjective assessment. The evaluations are designed to ensure continuous student engagement with the course and encourage practical learning. Students who successfully clear the same along with the requisite attendance criteria will be awarded a Certificate from IIM Kashipur as appropriate. A minimum of 60% marks are required in the assessments to qualify for the Certification.

Attendance Criteria

A minimum of 75% attendance is a prerequisite for the successful completion of the applied financial risk management IIM Kashipur programme.

Certification* & Alumni Status

A Certificate of Completion will be issued to the participant who will fulfil all criteria (Attendance and Evaluation) related to completion of the course.

Sample Certificate

*All certificate images are for illustrative purposes only and may be subject to change at the discretion of IIM Kashipur.

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How It Works

1

Select the course of your interest and register

2

Receive Counselling from our Programme Advisors

3

Pay the Application Fee

4

Obtain the Offer Letter and Give your Acceptance

5

Complete Onboarding and commence Course

Date & Fees

Programme Fee

Note:

• *Taxes will be added as applicable.
• **Processing Fee contains ₹5,400 towards Registration Fee and ₹4,600 towards the Programme Fee. Processing Fee of ₹7,500 is refundable in case the participant’s profile is rejected by IIM Kashipur.
• This is with reference to the refund of the Processing Fee, please note that the Applied Financial Risk Management IIM Kashipur Programme Processing Fee shall not be refunded in the following circumstances:
• In case candidate rejects the offer issued by the Institute; and
• In case the application is rejected due to submission of incomplete documents and/or providing incomplete information and/or eligibility criteria not fulfilled.

FAQs