image for course 金融风险管理硕士
MSc Financial Risk Management

金融风险管理硕士

课程速览

  • 由全球风险管理专业人士协会(GARP)认证。作为学位的一部分,学生将获得GARP FRM第一部分的学习材料,并将注册参加GARP FRM第一部分资格考试。
  • 可免于参加国际风险管理师协会(PRMIA)的第一和第二部分考试。
  • 旨在为您在风险管理和风险分析等具有挑战性领域的职业生涯做准备。
学历等级
硕士
学科领域
金融
授予学位
理学硕士
学习时长
9个月 / 12个月
上课时间
全日制

概况

所有ICMA中心的课程都是由特许金融分析师(CFA认证的课程  

金融风险管理硕士课程 (FRM) 由全球风险管理专业人士协会GARP)认证。这个硕士课程是根据快速发展的金融市场的需求而设置的,让你深入了解风险管理领域的创新内容。为了准备新的监管框架,金融金融体系经历了重大重组,影响了很多现有的岗位和职能,并在金融机构的风险管理部门内创造了不同的技能需求。通过我们长期的学术合作伙伴和领先的专业机构的认证,金融风险管理硕士课程提供了相关的学习经验,教学方法不仅注重实践还结合了当前的市场情报。你还将获得全球领先专业机构的专业认证免考资格。本课程将应用学术知识与行业需求相结合,为你提供竞争优势。与学术课程密不可分的是对GARP FRM第一部分证书的平行学习。成功完成本学位后,你将注册参加FRM第一部分考试。 

专业课程范例如下:

  • 课程范例 学分
  • This course introduces students to a set of newly developed techniques to measure and manage credit risk in bank portfolios. In recent years financial institutions have been looking at ways to quantify risk in their corporate loan and mortgage books. The lack of market prices for these types of illiquid assets implies that standard risk assessment procedures can not be employed.

    20
  • Having established the theoretical basis for security valuation in Part I, this module extends students’ understanding to the valuation of financial instruments and their applications. The module has a significant practical component with seminars that are designed to support the lecture material. Students will be introduced to all types of risks that are embedded in listed and OTC derivatives across all asset classes. They will become familiar with exotic equity options, understand their pay-offs and some simple analytic pricing approximations. They will value some of the most popular swap varieties, and understand how they may be used for managing risk. They will value caps, floors and swaptions, convertible bonds and understand the interplay between market and credit risk factors. They will outline the basic credit derivatives, including total return swaps, default swaps and collateralized debt obligations.

    20
  • The purpose of the module is to provide an understanding of the latest developments in banking regulations that are the main driving force behind changes in our approaches to risk measurement. It focuses on the foundations of market risk analysis and the basic models for assessing market risk. Participants utilise market risk measurement techniques that are used daily in the front and middle offices of banks; particular emphasis is placed on the appraisal of the covariance matrices that are used to measure the market risk of portfolios. They also learn to build various Value-at-Risk (VaR) models for market risk for international portfolios of equities, FX, interest rate products, commodities, derivatives etc. The module has a significant practical component with computer-based workshops that are designed to support the lecture material.

    20
  • This module equips you with the quantitative tools used by market participants. The module uses a mixture of (1) lectures where the theory and concepts are introduced and (2) seminars and workshops where we apply the knowledge to practical cases.

    It is an introductory applied econometrics module with an emphasis on finance.

    20
  • This module focuses on cash securities evaluation (fixed income, equity, and FX) and the use of these securities for investments (derivatives and portfolio theory).

    Part I of the module applies general valuation methods to specific financial instruments: fixed income, equity securities, and FX. It describes the characteristics of each security/market and develops practical strategies for finding its value and assessing its risk.

    Part II of the module provides an in-depth introduction to financial derivatives (futures and options) and their evaluation. Part III of the module analyses the main framework behind portfolio theory and optimum asset allocation, followed by the introduction of the main pricing models, their applications and limitation.

    Equity and FX trading simulations sessions (INVEST sessions) are paired with the modules. Exercises based on Eikon, and Bloomberg data will be used.

    30

全球风险管理专业人士协会(GARP) 

金融风险管理硕士是由GARP认证的,学位课程的教学大纲以风险管理领域最新的专业实践为基础,将应用学术知识与行业需求相结合,为毕业生提供竞争优势。与学术课程不可分割的是对GARP FRM第一部分证书的平行学习。成功完成学位后,学生将注册参加FRM第一部分考试。 

国际风险管理师协会(PRMIA

金融风险管理硕士课程由PRMIA认证,并与PRM手册紧密相连。成功的毕业生将获得PRM III考试的免考资格,这构成了PRM认证计划的大部分。 

特许金融分析师(CFA)协会

在学习的同时,你也将有机会准备CFA一级考试。世界领先的金融培训机构之一Fitch Learning每周都会为考试举办重点培训课程。所有的培训费用和CFA考试报名费都包含在该课程的学费中。ICMA中心是CFA认证的大学附属机构,这因为该学位涵盖了至少70%的CFA课程候选人知识体系、CFA协会的道德和专业标准以及其他要求的认可 

特许证券与投资协会(CISI)

ICMA中心是特许证券与投资协会(CISI)认可的卓越培训中心。参加CISI认可的金融相关硕士课程的学生有资格获得考试豁免资格和会员资格。注册并成功完成两个CISI资本市场模块(证券模块和债券及固定利息市场模块)的学生,有资格获得第三个模块(金融市场)的免考资格 

完成本课程后,你将为在银行、监管机构、投资组合经理、公司财务部、风险管理软件公司、专业金融机构和对冲基金等具有挑战性的风险管理或风险分析领域的职业生涯做好充分准备。监管机构、政府、顾问和评论员都一致赞同呼吁更多、更合格的风险经理和分析师加入金融业。 

联系我们

Shu Hampson亨利商学院区域招生经理(中国)
邮箱:s.hampson@henley.ac.uk
电话:+44 (0)118 378 8876
微信:ShuHenley

Josh Jedrzejczyk亨利商学院高级招生官(中国)
邮箱:j.jedrzejczyk@henley.ac.uk
电话:+44 (0)118 378 5815
微信:JoshHenley

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