Risk Management

<H3> The Need for Risk Management Systems.<H3> The New Regulatory and Corporate Environment.<H3> Structuring and Managing the Risk Management Function in a Bank.<H3> The New BIS Capital Requirements for Financial Risks.<H3> Measuring Market Risk: The VaR Approach.<H3> Measuring Market Risk: Extensions of the VaR Approach and Testing the Models.<H3> Credit Rating Systems.<H3> Credit Migration Approach to Measuring Credit Risk.<H3> The Contingent Claim Approach to Measuring Credit Risk.<H3> Other Approaches: The Actuarial and Reduced-form Approaches to Measuring Credit Risk.<H3> Comparison of Industry-sponsored Credit Models and Associated Back-Testing Issues.<H3> Hedging Credit Risk.<H3> Managing Operational Risk.<H3> Capital Allocation and Performance Measurement.<H3> Model Risk.<H3> Risk Management in Nonbank Corporations. <H3> Risk Management in the Future.