Risk & Treasury training resource guide
Over the last 18 months we have published a great deal of free content focused on risk and treasury training themes. For newcomers to the field and the training site, it is sometimes difficult to locate our most powerful and potent posts. This guide serves as a quick reference to the most recent and most relevant training materials available for no charge on our site for treasury and risk students interested in self study or self paced learning.
In total there is enough material for a full semester load of work in derivative pricing and risk management. Which would be about 5 x 3 credit hour courses or about 15 credit hours of course work in pricing and risk management. It is enough to prep for that interview for the quant, treasury, sales & trading or risk management desk. Course and materials build upon earlier content and posts so you may have to look around a bit to find a missing link, but it’s all here.
Without further ado, here is a list of our most popular free resources covering risk and treasury training available on FinanceTrainingCourse.com. They include:
The Advance Risk Management Course
Based on the RM-I & RM-II courses taught at the SP Jain campus in Dubai and Singapore. The course is a sequel to the original Risk Management I and an extension of the materials covered in the Financial Derivatives & Risk Management Finance (FDRM) elective that I have taught at the Dubai and Singapore campus for the last 5 years. Topics cover five themes – Risk Frameworks, Delta hedging, Greeks, Portfolio Optimization, Asset Liability Management & Kill the Bank in one day interactive simulation.
Free Risk & Treasury Case studies.
Sample cases, exams, solved solutions & weekend quant challenges. Case studies include Jet Fuel (Aviation Fuel) Hedging, Hedge Fund Margin Lending (Prime Brokerage), Value at Risk, Interest Rate Swap pricing, Understanding Greeks, Fixed Income portfolio optimization, probability of default (Barclays Bank) and other topics.
Risk & Treasury model building course in Excel
Two separate themes that focus on treasury pricing and risk management models in Excel. The risk models in excel course links to the original risk management course that I teach at SP Jain.
Asset Liability Management (ALM) Training Guide
A complete online guide to Asset Liability Management for beginning and intermediate users. Includes a review of sample report formats as well as a detailed step by step case model building session on basic reports.
The Monte Carlo simulation post collection
Our entire collection of Monte Carlo simulation posts in one convenient location. From building simulators to interest rate models on your desktop using Excel as your canvas and tool. Don’t miss the model building exercise and free video course that shows you the difference between N(d1) and N(d2).