- 16
- 102 621
Anne Jones
Приєднався 13 лип 2012
Professional Risk Managers' International Association
PRMIA
PRMIA
PRMIA Webinar - Defining, Influencing and Measuring Risk Culture by Dr. Ariane Chapelle
A strong risk culture is the necessary condition to operate a risk management framework effectively. This 40 minutes webinar covers three main steps to define, embed and measure appropriate risk culture in an organisation.
Step one relates to the definition of what is the desirable risk culture for your institution. Having a strategic view of what risk management is supposed to achieve is an essential step that has sometimes been overlooked by organisations, with disastrous consequences.
Step two details the effective actions to deploy a risk culture at all levels, inspired by the Influencer methodology. The Influencer uses three levels of human motivation: personal motivation, defined by our individual preferences, social motivation, led by what others do, and structural motivation, driven by how we are assessed. This method is proven to be effective in many industries, from financial services to healthcare.
Step three is about measuring the progress made. The webinar will present different ways of measuring risk culture, from data observation to full cultural value assessment.
This webinar will last 60 to 75 minutes.
Step one relates to the definition of what is the desirable risk culture for your institution. Having a strategic view of what risk management is supposed to achieve is an essential step that has sometimes been overlooked by organisations, with disastrous consequences.
Step two details the effective actions to deploy a risk culture at all levels, inspired by the Influencer methodology. The Influencer uses three levels of human motivation: personal motivation, defined by our individual preferences, social motivation, led by what others do, and structural motivation, driven by how we are assessed. This method is proven to be effective in many industries, from financial services to healthcare.
Step three is about measuring the progress made. The webinar will present different ways of measuring risk culture, from data observation to full cultural value assessment.
This webinar will last 60 to 75 minutes.
Переглядів: 2 191
Відео
Advanced Stress Testing for Financial Institutions
Переглядів 3,3 тис.11 років тому
This course is available to purchase at prmia.nextthought.com
Does the Tail Wag the Dog with Subrahmanyam-NYU 03.22.12
Переглядів 33611 років тому
Concerns have been raised, especially since the global financial crisis, about whether trading in credit default swaps (CDS) increases the credit risk of the reference entities. We use a unique, comprehensive sample covering 901 CDS introductions on North American corporate issuers between June 1997 and April 2009 to address this question. The evidence from the study shows that The probability ...
Risk Data Aggregation and Risk Reporting - by Allan D. Grody
Переглядів 8 тис.11 років тому
This Webinar will provide an overview of the challenges banks will face in meeting the Basel Committee's new Principles for Effective Risk Data Aggregation and Risk Reporting and the Financial Stability Board's recommendations for the development and implementation of a Global Legal Entity Identifier (LEI) System to facilitate counterparty risk aggregation. It will discuss leading edge techniqu...
PRMIA Webinar: Financial Cartography by Dr. Kimmo Soramak.wmv
Переглядів 1,3 тис.11 років тому
This recording covers: As the financial system becomes more complex, new methods to understand the inherent risks and dynamics are needed. Kimmo Soramäki will discuss how network analysis of large‐scale financial transaction data can be used to improve our understanding systemic risk. He will also show case studies how visual analytics and accurate data driven maps of asset correlations and tai...
PRMIA Webinar: The Importance of Due Diligence for Institutional Fund Investors by Stephen Brown.wmv
Переглядів 88011 років тому
Professor Stephen Brown, NYU Stern School of Business, presents Basel II defines operational risk as the risk of direct or indirect loss resulting from inadequate or failed internal processes people or systems or from external events abstracting from market risk and reputational risk. The challenge is to develop quantitative measures of operational risk exposure in an institutional hedge fund a...
3.1 Building a Stress Library (short)
Переглядів 39611 років тому
3.1 Building a Stress Library (short)
PRMIA Webinar - Transfer Pricing of Liquidity Risk with Robert Fiedler.wmv
Переглядів 10 тис.11 років тому
Click "Show More" to read about this webinar and Robert Fiedler's upcoming classroom training being provided by PRMIA. This webinar will cover: •What do we mean: illiquidity or insolvency, illiquidity risk or liquidity induced value risk? •(Funds) Transfer Pricing Methods and Processes •How does Basel III fit into these concept? •The Total Net Cash Outflows as a simplified FLE •The Stock of Hig...
PRMIA Webinar - Bank Internal Funds Transfer with Moorad Choudhry.wmv
Переглядів 20 тис.11 років тому
Click "Show More" to read about this webinar and Moorad Chaudhry's upcoming classroom training being provided by PRMIA. Webinar Description: A clear lesson of the financial crash was the need for robust and appropriate internal fund pricing methodologies in banks. We present an appropriate model to implement to ensure correct liquidity pricing, resource allocation and PnL reporting. The lecture...
PRMIA Webinar - NonGaussian Models by Dr. Jörg Kienitz.wmv
Переглядів 1,6 тис.11 років тому
Non-Gaussian Models In this webinar we consider Non-Gaussian models. We are especially interested in market structures which reflect to use other than the standard Black-Scholes model or a Value-at-risk methodology based on the Gaussian modelling assumption. In this setting we focus on the observed skew/smile in option markets. We provide a general overview and explain the need for Non-Gaussian...
PRMIA: Counterparty Credit Risk and Credit Value Adjustment by Jon Gregory.wmv
Переглядів 31 тис.11 років тому
Counterparty Credit Risk and Credit Value Adjustment: The Continuing Challenge for Global Financial Markets Presented by Jon Gregory, Partner at Solum Financial This webinar recording covers: Failures of large financial institutions and sovereigns, leading to bankruptcies and dramatic bailouts have thrust counterparty credit risk heavily into the spotlight as the key element of financial risk m...
PRMIA - The Future of Global Banking presented by Roy Smith, NYU Stern School of Business.wmv
Переглядів 92511 років тому
Learn more from Roy Smith by joining the MSc in Risk Management for Executives of NYU Stern: www.stern.nyu.edu/programs-admissions/global-degrees/ms-risk-management-executives/index.htm This webinar is an analysis of the cyclical, structural and reputational problems of the world's largest banks after the financial cataclysm of 2008 and the future of global finance in the new environment.
PRMIA webinar - Global Systemic Risk Rankings A Wake Up Call Robert Engle NYU
Переглядів 42312 років тому
Learn more from Rob Engle by joining the MSc in Risk Management for Executives of NYU Stern: www.stern.nyu.edu/programs-admissions/global-degrees/ms-risk-management-executives/index.htm
PRMIA Webinar - Risk Management and the Financial Crisis by Hersh Shefrin of NYU
Переглядів 1,8 тис.12 років тому
Join PRMIA as a sustaining member to enjoy weekly webinars and more: prmia.org/index.php?page=membership. 25% off by using this discount code: MEM_JN_L52XH6 No physical events, such as a tsunami, war, or climate change precipitated the global financial crisis, whose effects will continue for many years. Instead, the root cause of that crisis was psychological. In the events which led up to the ...
PRMIA Webinar - Market Making Under the Proposed Volcker Rule by Darrell Duffie
Переглядів 1,2 тис.12 років тому
Join PRMIA as a sustaining member to enjoy weekly webinars and more: prmia.org/index.php?page=membership. 25% off by using this discount code: MEM_JN_L52XH6 The Volcker Rule has stirred a lot of conversation about second and third order consequences on the financial industry. Dr. Darrell Duffie, the Dean Witter Distinguished Professor of Finance at the Graduate School of Business, Stanford Univ...
PRMIA Webinar - Counterparty Credit Risk, Central Clearing and CVA by John Hull
Переглядів 20 тис.12 років тому
PRMIA Webinar - Counterparty Credit Risk, Central Clearing and CVA by John Hull
Best thing related to FTP on internet. 👍
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51:41
Lecturer mumbling and fumbling; monotonous voice. I am not convinced he is fluent in his subject, and thus I understood little.
Hi , how can i pass in APRM exam ? I have to focus on what ? I set once for the exam and i failed ..
thanks
Very interesting.
Great explanation - many thanks
Great lecture! Thanks
Interesting, Thanks!
Well explained introductory presentation for practitioners on the subject. Look forward an updated one. Well done
Financial ponzi scheme engineer of the year no doubt ! Maybe this one will be among the criminlas put in jail when the house of cards he helped build collapses !
Very good!!
in my opinion this is one of the most important presentations given to the risk managers community in the recent years. Risk Management is indeed more about Leadership, HR (human relations), wise decision taking than about building another generation of quant models. Models are important but they are only tools in hands of accountable people, who take decisions responsibly. Thank You for this presentation.