Operational Risk

Related Courses

This program is suitable for people in Risk Management, particularly those who focus on operational and credit risk models for their organizations

Should be comfortable with Microsoft Excel
The participant should also be familiar and have working knowledge of operational risk concepts

Introduction to operational risk modeling
Basic concepts related to probability distributions
Modeling number of losses using Excel: Frequency distributions
Modeling size of losses using Excel: Severity distributions
Fitting distributions to data: Parameter estimation
Examining goodness of fit
Aggregate loss modeling
Aggregating VaR estimates across Business Lines and Event types
Precautions while using EVT/GPD to avoid overestimation of capital reqt
How confident are you about parameter estimates?
Using External data in OpVaR estimation
Combining capital estimates based on internal data, external data and scenario analysis
Operational risk modeling software
Introduction to R: an open-source operational risk modeling software

Duration
- 20 Hrs of Operational Risk training
Hands-on Case Study (Real Life) based learning
Participants create models from scratch
Step by Step Instruction on Creating the model
Practicing Faculty (Investment Bankers, PE background) hand holds the participants

Access to Step by Step Model Templates
Example workbooks – both Empty & Completed ones
24x7 Online Access* to Course Material (Unlocked Excel Models, Presentations, etc.)
Forums to interact with faculty & fellow students
Certificate of Participation for all the Candidates
* Access is valid for 6 months

Loss Distribution Approach

Quantile Function (Inverse CDF)

Pristine is a leader in Financial modelling training having trained 2000+ participants across sectors (FMCG, Infrastructure, Real Estate, Oil and Gas, Internet Startups) and geographies (40+ countries).
Conducted serves a list of reputed corporate clients such as JP Morgan, Bank of America, Mizuho Bank, E&Y and B-schools such as IIM C, IIM I, NUS Singapore, FMS in the area of financial modelling.
Pristine is also a leader in finance Certifications trainings such as CFA (registered with CFA Institute), FRM (Registered with GARP) and PRM (Registered with PRMIA).
Pristine Prides itself to provide "Value for Money Training courses" that respect the time commitment of professionals.

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		Leonidas

This is Leonidas from National Bank of Greece. I d’ like to congratulate especially Dinesh and Paramdeep for the seminar, which I find to be EXCELLENT so far. I’m looking forward to the next sessions, especially regarding correlations/copulas and External Data usage.