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b evaluate strengths and weaknesses of a company’s risk management process; Flashcards Preview
L3 27 Risk Management
> b evaluate strengths and weaknesses of a company’s risk management process; > Flashcards
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b evaluate strengths and weaknesses of a company’s risk management process;
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L3 27 Risk Management
Class (13):
A Discuss Features Of The Risk Management Process, Risk Governance, Risk Reduction, And An Enterprise Risk Management System;
B Evaluate Strengths And Weaknesses Of A Company’s Risk Management Process;
C Describe Steps In An Effective Enterprise Risk Management System;
D Evaluate A Company’s Or A Portfolio’s Exposures To Financial And Nonfinancial Risk Factors;
E Calculate And Interpret Value At Risk (Var) And Explain Its Role In Measuring Overall And Individual Position Market Risk;
F Compare The Analytical (Variance–Covariance), Historical, And Monte Carlo Methods For Estimating Var And Discuss The Advantages And Disadvantages Of Each;
G Discuss Advantages And Limitations Of Var And Its Extensions, Including Cash Flow At Risk, Earnings At Risk, And Tail Value At Risk;
H Compare Alternative Types Of Stress Testing And Discuss Advantages And Disadvantages Of Each;
I Evaluate The Credit Risk Of An Investment Position, Including Forward Contract, Swap, And Option Positions;
J Demonstrate The Use Of Risk Budgeting, Position Limits, And Other Methods For Managing Market Risk;
K Demonstrate The Use Of Exposure Limits, Marking To Market, Collateral, Netting Arrangements, Credit Standards, And Credit Derivatives To Manage Credit Risk;
L Discuss The Sharpe Ratio, Risk Adjusted Return On Capital, Return Over Maximum Drawdown, And The Sortino Ratio As Measures Of Risk Adjusted Performance;
M Demonstrate The Use Of Var And Stress Testing In Setting Capital Requirements.