معهد الدراسات المصرفية

المملكة الأردنية الهاشمية

Quantitative Tools for Risk Management Professionals


المحاضر تاريخ البداية تاريخ النهاية توقيت البداية توقيت النهاية مكان الانعقاد عدد الساعات سجّل الآن
د. عادل شرف الدين بينو
2018-02-11 2018-02-13 17:00 20:00 عمان 9

(Objectives / الأهداف)

:

- Familiarize participants with quantitative methods used in risk management.


(Contents / المحتويات)

:

- The process of assessing risk.

- Measures of Central Tendency: Mean, Median, and Mode.

- Portfolio Return as a Weighted Mean.

- Measures of Dispersion:

- Variance / Standard Deviation / The Coefficient of Variation.

- Distributions:

- Frequency Distributions.

- Describe the Properties of Data Presented as a Histogram.

- Quartiles, Deciles, and Percentiles.

- Discrete Distributions; Binomial, Bernoulli & Poisson.

- Continuous Distributions: Normal, Log-Normal, Chi-Square, T-Student.

- Probability Distributions:

- The Range of Possible Outcomes of a Specified Random Variable.

- Expected Value, Variance, and Standard Deviation with a Probability Distribution

- Key Properties of the Normal Distribution.

- Confidence Intervals for a Normally Distributed Random Variable.

- Covariance and Correlation.

- Expected Return and Variance for Return on a Portfolio.

- Linear Regression.

- Coefficient of Determination.

- Predicting a Value for the Dependent Variable.

- Limitations of Regression Analysis.

- Hypothesis testing.

- The Null Hypothesis.

- Null Hypothesis and the Alternative Hypothesis.

- One-Tailed and Two-Tailed Hypothesis.

- Significance Levels in Hypothesis Testing  – z Statistics.

- Type I and Type II Errors.

- Hypothesis Testing with Known and Unknown Variance.

- The t Statistic.              



(Participants / المشاركون)

:

- Bank employees keen to acquaint quantitative methods used in risk management in general , basic knowledge in financial instruments is preferable.