FIBA e-Learning en Gerencia de Riesgos

Como parte de su compromiso para facilitar servicios rentables para la comunidad financiera, FIBA ofrece ahora más de 750 cursos acreditados en formato e-Learning sobre diferentes temas en Banca, Finanzas, Contabilidad, Seguro y Administración de Riesgo, cubriendo cerca de 2.250 horas de e-Learning.

Gerencia de Riesgos – 18 Librerias

(199 cursos)

Capital Adequacy Planning – Basel I

1 Library (7 courses)

Covers regulatory capital requirements for credit risk and market risk based on 1988 capital accord, RAROC techniques and capital allocation within the goals of profit maximization and regulatory compliance.

Credit Analysis

1 Library (13 courses)

Provides understanding of the credit risk analysis process and financial statement analysis, which includes ratio and cash flow analysis. Also covers non-financial factors that affect creditworthiness.

Basel II – University

1 Library (63 courses)

Helps the learner comprehend aspects of Operational Risk such as Methodology, Risk Mitigation, Measuring and Managing Operational Risk. Helps understand Risk Models, Legal Risk, Emerging Challenges and Operational Risk Systems and Software.

Credit Ratings
1 Library (3 courses)

Deals with methodologies for rating credits, and criteria for credit analysis and scoring. Describes credit rating practices of specialized rating agencies and Basels internal rating based approach.

Basel III – Liquidity Risk Management

1 Library (5 courses)

This eLearning module comprises of a series of units or "core themes" to collectively cover the complete scope of norms and requirements as prescribed by the Basel II mandate. Beginning with an explanation of the components that form the ORM framework, describing then the risk assessment process, the subsequent units delve in to the qualitative and quantitative details in support of effective Ops/Risk Management. The final two units look at management application, as well as realization/ deployment challenges.

Counterparty Credit Risk

1 Library (9 courses)

Covers techniques for measuring credit risk for derivative products and techniques for the mitigation of pre-settlement/settlement risks such as netting, margin and collateral requirements.

Credit Risk Modeling
1 Library (6 courses)

Explains conceptual approaches to Credit Risk Modeling. The most widely accepted credit models such as JP Morgan CreditMetrics, CSFB Credit Risk , McKinsey Credit Portfolio View and KMV Credit Monitor are elucidated.

CTM – Interest Rate Risk Management

1 Library (4 courses)

Financial markets have seen an enormous growth in fixed-income obligations, which in turn has increased volatility of interest rates. The management of interest rate risk using various derivative instruments (futures, swaps and options) forms the focus of this course. The mechanics and application of these instruments for hedging, arbitrage and speculation purposes are discussed. Caselets and simulation exercises facilitate better understanding of interest rate risk management.