INTRO TO FINANCE

• M 8:10 p.m.-10 p.m.
• T 8:10 p.m.-10 p.m.
• Instructor: Christakis Droussiotis
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• Instructor: Seydina Fall
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• 3 points

MANAGING HUMAN BEHAVIOR IN THE ORGANIZAT

MNG HUMAN BEHAVIOR IN THE

• M 8:10 p.m.-10 p.m.
• T 6:10 p.m.-8 p.m.
• Instructor: Raymond Lamanna
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• Instructor: Patti Ippoliti
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• 3 points

VALUE-BASED ENTERPRISE RISK MGMT

VALUE-BASED ERM

• T 6:10 p.m.-8 p.m.
• Instructor: Mary Ellen Luning
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• 3 points

VALUE-BASED ENTERPRISE RISK MGMT

VALUE-BASED ERM (ONLINE)

• R 2:10 p.m.-4 p.m.
• R 8:10 p.m.-10 p.m.
• Instructor: Sim Segal
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• Instructor: Duncan Campbell
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• 3 points

TRADITIONAL ERM PRACTICES

• T 6:10 p.m.-8 p.m.
• R 6:10 p.m.-8 p.m.
• T 6:10 p.m.-8 p.m.
• M 8:10 p.m.-10 p.m.
• W 8:10 p.m.-10 p.m.
• Instructor: Peter Barnes
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• Instructor: Mary Ellen Luning
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• Instructor: Marianna Belyavskiy
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• Instructor: Rajat Baijal
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• Instructor: Fenton Aylmer
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• Instructor: Sandra del Guercio
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• Instructor: Paula Pavlou
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• Instructor: Sherry L Stevens
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• Instructor: Cecil R House
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• Instructor: James S Kim
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• Instructor: Maria Papadaki
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• Instructor: Chris Magno
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• Instructor: Gemini Yadav
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• 3 points

EXTERNAL STAKEHOLDER REQUIREMENTS

• W 6:10 p.m.-8 p.m.
• Instructor: Jean Michel Ngalikpima
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• 3 points

EXTERNAL STAKEHOLDER REQUIREMENTS

EXT STAKEHOLDER REQ (ONLINE)

• M 6:10 p.m.-8 p.m.
• Instructor: Alan Cheung
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• 3 points

STRATEGIC COMM FOR RISK PROFESSIONALS

STRAT COMM FOR RISK PROF

• W 2:10 p.m.-4 p.m.
• T 6:10 p.m.-8 p.m.
• W 6:10 p.m.-8 p.m.
• T 4:10 p.m.-6 p.m.
• M 8:10 p.m.-10 p.m.
• R 6:10 p.m.-8 p.m.
• M 6:10 p.m.-8 p.m.
• Instructor: Sim Segal
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• Instructor: Neil Barman
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• Instructor: Daniel D Walker
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• Instructor: Kiran Bhujle
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• Instructor: Alison L Bird
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• Instructor: Joseph Cina
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• Instructor: Yana Parfenyuk
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• Instructor: Eleanor Schwartz
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• Instructor: Shahryar Shaghaghi
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• Instructor: Ben Steiner
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• Instructor: Tristan C Tafolla
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• Instructor: Eleanor Schwartz
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• Instructor: Neil Barman
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• Instructor: Anthony Wong
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• Instructor: Helda Rock
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• Instructor: Saba Zahid
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• Instructor: Mobarka F Ansari-Sheikh
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• Instructor: Bruce Fox
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• 3 points

STRATEGIC COMM FOR RISK PROFESSIONALS

STRAT COMM FOR RISK PROF (ONL)

• W 8:10 p.m.-10 p.m.
• T 6:10 p.m.-8 p.m.
• R 6:10 p.m.-8 p.m.
• Instructor: Jennifer C Hoffman
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• Instructor: Henali R Shah
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• Instructor: Merci Decker
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• 3 points

STRATEGIC RISK MANAGEMENT

STRATEGIC RISK MGMT

• W 6:10 p.m.-8 p.m.
• R 8:10 p.m.-10 p.m.
• T 6:10 p.m.-8 p.m.
• R 6:10 p.m.-8 p.m.
• Instructor: H.S. Bob Kostakopoulos
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• Instructor: Carlo Di Florio
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• Instructor: Celia Kapsomera
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• Instructor: Raj Mittal
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• 3 points

STRATEGIC RISK MANAGEMENT

STRATEGIC RISK MGMT (ONLINE)

• M 8:10 p.m.-10 p.m.
• Instructor: Yvonne Pytlik
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• 3 points

OPERATIONAL RISK MANAGEMENT

OPERATIONAL RISK MGMT

• R 6:10 p.m.-8 p.m.
• W 6:10 p.m.-8 p.m.
• R 8:10 p.m.-10 p.m.
• M 6:10 p.m.-8 p.m.
• Instructor: Prasad Kodali
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• Instructor: Rossano Rossi
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• Instructor: Raj Mittal
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• Instructor: Francis Tobin
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• 3 points

OPERATIONAL RISK MANAGEMENT

OPERATIONAL RISK MGMT (ONLINE)

• T 6:10 p.m.-8 p.m.
• Instructor: Umesh Akki
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• 3 points

INTRO TO QUANTITATIVE RISK MANAGEMENT

INTRO TO QUANT RISK MGMT

• R 6:10 p.m.-8 p.m.
• M 6:10 p.m.-8 p.m.
• M 8:10 p.m.-10 p.m.
• T 6:10 p.m.-8 p.m.
• R 8:10 p.m.-10 p.m.
• M 6:10 p.m.-8 p.m.
• Instructor: David Weltz
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• 3 points

INTRO TO QUANTITATIVE RISK MANAGEMENT

INTRO TO QRM (ONLINE)

• W 8:10 p.m.-10 p.m.
• T 8:10 p.m.-10 p.m.
• Instructor: Michael Ding
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• Instructor: Witold Czubala
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• 3 points

CODING FOR RISK MANAGEMENT

• W 6:10 p.m.-8 p.m.
• T 8:10 p.m.-10 p.m.
• Instructor: Marcus Eich
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• Instructor: David J Romoff
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• 3 points

FINANCIAL RISK MANAGEMENT

FINANCIAL RISK MGMT

• W 8:10 p.m.-10 p.m.
• Instructor: Justin Hon
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• 3 points

FRM PRACTICES

• W 8:10 p.m.-10 p.m.
• Instructor: David J Romoff
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• 3 points

INSURANCE RISK MANAGEMENT

INSURANCE RISK MGMT

• M 8:10 p.m.-10 p.m.
• Instructor: Melissa Miller
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• 3 points

CREDIT RISK MANAGEMENT

• W 6:10 p.m.-8 p.m.
• R 8:10 p.m.-10 p.m.
• Instructor: Igor Axenov
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• Instructor: Rahmi E Aktug
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• 3 points

MARKET RISK MANAGEMENT

This course provides the tools to measure and manage market risk in the context of large financial institutions. The volume and complexity of the data itself, at large institutions, makes it a challenge to generate actionable information. We will take on this challenge to master the path from data to decisions. We cover the essential inputs to the engines of financial risk management: VaR, Expected Exposure, Potential Exposure, Expected Shortfall, backtesting, and stress testing as they apply to asset management and trading. We explore the strengths and weaknesses of these different metrics and the tradeoffs between them. We also cover how regulatory frameworks impact both the details and the strategy of building these engines. Lastly, we cover counterparty-credit methodologies, mainly as they apply to Trading Book risk.

• M 6:10 p.m.-8 p.m.
• Instructor: Michael Zwecher
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• 3 points

CREDIT RISK ANALYTICS

The field of credit risk management is undergoing a quiet revolution as subjective and manually-intensive methods give way to digitization, algorithmic management, and decision-making. This course provides a practical overview and hands-on experience with different methods, and it also provides a view of future technologies and discussions of potential future directions. Participants in this course should be well-positioned to take entry-level analytic positions and help drive strategic decisions. The first half of the course explores analytics used today for credit risk management. You will learn to create rating and scoring models and a macro scenario-based stress testing model. In the second half of the course, we explore more advanced tools used by the more prominent organizations and fintech firms, including neural net and XGBoost decision tree models.

• R 8:10 p.m.-10 p.m.
• Instructor: Christopher Mann
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• 3 points

COMPANY FAILURES

• M 6:10 p.m.-8 p.m.
• W 8:10 p.m.-10 p.m.
• Instructor: Adam H Litke
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• Instructor: Steve Lindo
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• 3 points

RISK REGULATIONS IN FINANCE

This course examines post-financial crisis regulations including Basel III, Fundamental Review of the Trading Book (FRTB), Dodd-Frank Act, Supervision and Regulation Letter 11-7 (SR 11-7), and others.  Case studies will explore the technical details of these new rules; and guest lectures from industry experts will bring the material to life.  Areas of focus include: model risk management, stress testing, derivatives, and insurance.  By the end of this course students will be able to:

Evaluate the purpose and limitations of risk regulations in finance.

Identify and communicate weaknesses in a financial firm.

Communicate with regulators.

Understand Recovery and Resolution Plans or “Living Wills” for a financial firm.

• T 8:10 p.m.-10 p.m.
• R 6:10 p.m.-8 p.m.
• Instructor: Michael Leibrock
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• Instructor: Juan Echeverri
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• 3 points

DERIVATIVES RISK MANAGEMENT

This course explores financial derivatives across different asset classes with in-depth analysis of several popular trades including block trades, program trades, vanilla options, digital options, and variance swaps.  Their dynamics and risks are explored through Monte Carlo simulation using Excel and Python. The daily decisions and tasks of a frontline risk manager are recreated and students have the opportunity to see which trades they would approve or reject. Students will gain a working knowledge of financial derivatives and acquire technical skills to answer complex questions on the trading floor.

• W 6:10 p.m.-8 p.m.
• Instructor: Alberto Scalari
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• 3 points

TOOLS FOR RISK MANAGEMENT

Tools for Risk Management examines how risk technology platforms assess risks. These platforms gather, store, and analyze data; and transform that data into actionable information. This course explores how the platforms are implemented, customized, and evaluated. Topics include business requirements specification, data modeling, risk analytics, reporting, systems integration, regulatory issues, visualization, and change processes. Hands-on exercises using selected vendor tools will allow students to gain valuable practice in applying them in realistic situations.

• T 8:10 p.m.-10 p.m.
• Instructor: Barney Baldwin
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• 3 points

MODEL RISK MANAGEMENT

Given the ever growing reliance on models, Model risk affects financial institutions at almost every level of their organization including pricing, risk, finance, and marketing.  Model risk management (MRM) is now one of the primary focuses of operational risk management at modern financial institutions.  In this class, the ERM skill sets of risk identification, risk quantification, and risk decision making are applied to the kinds of models seen in large, complex financial institutions.  Through readings, lecture, assignments, and in-class discussions, students learn the principles and concepts that a robust MRM function uses to manage model risk.

• R 8:10 p.m.-10 p.m.
• Instructor: Peter L Russo
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• 3 points

ERM MODELING

• W 6:10 p.m.-8 p.m.
• Instructor: Matthew Frank
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• 3 points

MACHINE LEARNING FOR RISK MANAGEMENT

The exponentially increasing availability of data and the rapid development of information technology and computing power have inevitably made Machine Learning part of the risk manager’s toolkit. But, what are these tools? This class provides the driving intuitions for machine learning. Students will see how many of the algorithms are extensions of what we already do with our human minds. These algorithms include regularized regression, cluster analysis, naive bayes, apriori algorithm, decision trees, random forests, and boosted ensembles. Through practical and real-life applications of ML to Risk Management, students will learn to identify the best technique to apply to a particular risk management problem, from credit risk measurement, fraud detection, portfolio selection to climate change, and ESG applications.

• T 6:10 p.m.-8 p.m.
• 3 points

SYSTEMIC RISK

SYSTEMIC RISK (ONLINE)

• M 6:10 p.m.-8 p.m.
• Instructor: Sam Soltani
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• 3 points

INFORMATION TECHNOLOGY RISK MANAGEMENT

IT RISK MGMT

• M 6:10 p.m.-8 p.m.
• Instructor: Ondrej Krehel
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• 3 points

INFORMATION TECHNOLOGY RISK MANAGEMENT

IT RISK MGMT (ONLINE)

• T 8:10 p.m.-10 p.m.
• Instructor: Roota Almeida
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• 3 points

COGNITIVE BIAS & ERM

• M 6:10 p.m.-8 p.m.
• Instructor: Rich Lauria
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• 3 points

COGNITIVE BIAS & ERM

COGNITIVE BIAS & ERM (ONLINE)

• R 6:10 p.m.-8 p.m.
• Instructor: John Burkhardt
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• 3 points

CAPSTONE

TBA

• T 6:10 p.m.-8 p.m.
• M 6:10 p.m.-8 p.m.
• W 6:10 p.m.-8 p.m.
• R 6:10 p.m.-8 p.m.
• M 8:10 p.m.-10 p.m.
• W 8:10 p.m.-10 p.m.
• R 8:10 p.m.-10 p.m.
• Instructor: Rich Lauria
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• Instructor: Rajeev Dave
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• Instructor: Aristargos Christodoulou
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• Instructor: Xue Bai
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• Instructor: Benjamin M Perlman
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• Instructor: Rich Lauria
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• Instructor: David A. Bartholomew
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• 3 points

Internship In Industry

This course requires you to experience firsthand a program-related job in a real working environment. You will engage in personal, environmental and organizational reflection. The ideal Internship will provide you an opportunity to gain tangible and practical knowledge in your chosen field by taking on a position that is closely aligned with your coursework and professional interests. Before registering for this course, you must have completed the Internship Application Form in which you will describe your internship sponsor and provide details about the work that you will be doing. This form must be signed by your internship supervisor and approved by your program director BEFORE you register for this course. To receive instructor approval, the internship: ● Must provide an opportunity for the student to apply course concepts, either at the organizational or team level ● Must fit into the planned future program-related career path of the student You must identify your own internship opportunities. The internship must involve a commitment to completing a minimum of 210 hours over the semester.   At the end of your course, you will submit an evaluation form to your internship supervisor. The evaluation form should be returned directly to the instructor

• T 6:10 p.m.-8 p.m.
• Instructor: Karen Acampado
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• 3 points