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EXECUTIVE CERTIFICATE COURSE

CERTIFIED
QUANTITATIVE
RISK
MANAGEMENT

WE FORM EUROPES TOP EXECUTIVES!


CERTIFIED QUANTITATIVE RISK MANAGEMENT
(CQRM) COURSE

Risk management is becoming increasingly important in The CQRM programme1 offered at the University of Applied
many areas of the financial sector. New risk types are Sciences BFI Vienna brings your company up to date with
constantly emerging and, due to global interdependencies, the latest developments in quantitative risk management.
these can have significant impacts worldwide. National The practiceoriented curriculum ensures that graduates are
financial regulators across the globe require detailed able to master a wide range of risk management
quantitative analyses of existing and emerging risks. No applications.
company can afford to ignore risk management if it wants
to satisfy regulatory requirements and keep up with its
competitors.

BENEFITS OF A CQRM CERTIFICATE TARGET GROUP

Recognised U.S. risk certificate. Employees of


Short but intensive training in quantitative risk management. ... financial institutions (e.g. banks and insurance
Topics covered are of interest not only for the financial companies, asset managers),
industry, but also for participants from other branches of ... other companies (e.g. construction, logistics and
business. manufacturing companies) which need to hedge
Teaching of practical applications is wellgrounded in their risks,
a theoretical background for risk analysis methods. ... financial authorities,
Teaching by an expert with a proven track record in risk ... municipalities and regional authorities and
management. ... individuals seeking to gain a sound overview of
quantitative risk management in a short time.

PROGRAMME PREREQUISITES GENERAL INFORMATION

A bachelors degree (preferably, but not necessarily, Duration: 32 course units


in business administration or economics) or Lecturer: Prof. Dr. Timotej Jagric, CQRM, Director of the
... equivalent training plus at least two years working Institute of Finance and Banking at the University of Maribor.
experience in financial analysis. Dates: 22nd - 25th March 2017. Lectures will be from
A basic knowledge of Excel as well as understanding of 09.00 - 17.00 on each of these days.
mathematics and statistics at a bachelors degree level Language (including the examination): English
is of benefit to participants in the programme. Cost: 2.700,- including examination fee, programme
Very good spoken and written English proficiency (B2). materials and refreshments.
Final admission by programme director. Deadline for applications: 1st March 2017
Application form see homepage.

1
The programme was developed by the International Institute of Professional Education and Research (IIPER).
It has been accredited by the National Certification Commission and is a member of the AACSB academic accreditation unit in the USA.
Programme and dates, subject to change, also see General terms and conditions of business on www.fh-vie.ac.at/postgradual
CONTENTS CQRM SEMINAR TOPICS

MODULE 1: MODULE 6:
Introduction to Risk Analysis Forecasting
Chapter 1: Introduction to the Training and what to expect Chapter 1: Forecasting Techniques and Data Types
Chapter 2: How Are Business Decisions Made? Chapter 2: Forecasting Without Data
Chapter 3: What is Risk and Why Should it be Considered? Chapter 3: Time-Series Analysis Forecasting
Chapter 4: Overview of Risk Analysis Software Applications Chapter 4: Nonlinear Extrapolation
Chapter 5: Multivariate Linear and Nonlinear Regression
MODULE 2: Chapter 6: Stochastic Processes
Monte Carlo Risk Simulation with Risk Simulator Chapter 7: Advanced Forecasting: Box-Jenkins ARIMA
Chapter 1: Overview of Risk Simulator Software and Auto ARIMA, GARCH, J-Curve, S-Curves,
Chapter 2: Profiles, Assumptions, Forecasts Markov Chains, Data Diagnostics, Statistical
Chapter 3: Interpreting the Forecast Statistics Properties, Basic Econometrics
Chapter 4: Simulation Run Preferences and Seed Values
Chapter 5: Reports and Extracting Simulation Data MODULE 7:
Real Options Analysis: Theory and Background
MODULE 3: Chapter 1: Real Options: What, Where, Who, When, How and Why?
Advanced Simulation Techniques Chapter 2: Sample Applied Business Cases
Chapter 1: Correlating and Truncating Distributions Chapter 3: Overview of Options Valuation Techniques
Chapter 2: Alternate Parameters Chapter 4: Risk-Neutral Probability Technique
Chapter 3: Multidimensional Simulations Chapter 5: Solving European and American Call Option
Chapter 4: Distributional Fitting Chapter 6: Using Excel to Solve a Basic European
Chapter 5: Due Diligence and Pitialls in Simulation and American Call Option
Chapter 7: Abandonment, Expansion, Contraction,
MODULE 4: and Chooser Options
Simulation and Analytical Tools
Chapter 1: Static Tornado and Spider Charts MODULE 8:
Chapter 2: Dynamic Sensitivity Analysis and Scenarios Real Options Analysis: Application with SLS Software
Chapter 3: Hypothesis Test on Different Distributions Chapter 1: Overview of the Different SLS Modules
Chapter 4: Nonparametric Bootstrap Simulation and Volatility Estimates
Chapter 2: Volatility Estimates
MODULE 5: Chapter 3: Options with Changing Inputs and
Optimization with Risk Simulator Customized Exotic Options
Chapter 1: Introduction to Optimization Chapter 4: MSLS: Multiple Sequential Compound Options
Chapter 2: Continuous Optimization Chapter 5: MNLS: Solving Mean-Reverting, Jump-Diffusion,
Chapter 3: Integer Optimization and Dual-Asset Rainbow Options using Trinomial,
Quadranomial, and Pentanomial Lattices
Chapter 6: Framing Real Options Structuring the Problem
Chapter 7: The Next Steps ...

Prof. Dr. Timotej Jagric, CRM/CQRM is Professor of Applied Economics and Econometrics
and Associate Professor of Finance at the Faculty of Economics and Business,
University of Maribor in Slovenia (EU). He holds a PhD from the University of Maribor,
and a PhD from University of Primorska in Slovenia. He is Head of the Institute of
Foto Tatjana: T. Jagric

Finance and Banking. He gives lectures on risk management, econometrics, financial


markets and institutions, monetary economics, corporate finance, and insurance.
The focus of his research is on risk modelling, financial integration, business cycles
forecasting, quantitative models for financial markets, banking systems, financial crises.
His bibliography includes papers published in JRC/SSCI journals.
WE FORM EUROPES TOP EXECUTIVES!

IN COOPERATION WITH:

Real Options Valuation, Inc. is a Silicon Valley based consultancy, training and software
firm, specialized on strategic real options, financial valuation, Monte Carlo simulation,
stochastic forecasting, optimization and risk analysis. Its founder, chairman and CEO,
Dr. Jonathan C. Mun, creator of several powerful risk management tools and software,
is also the chairman of the International Institute of Professional Education and
Research (IIPER). IIPER is a global institute with offices and partners around the
world including United States, Switzerland, Hong Kong, Mexico, Portugal, Singapore,
Nigeria, Malaysia and others.

CONTACT: HOW TO FIND US


Barbara Lischka
Director of Postgraduate Programmes Main Office - opening hours:
University of Applied Sciences BFI Vienna Mondays - Fridays 8.00 am - 7.00 pm
Phone: +43/1/720 12 86 - 47 Saturdays 8.00 am - 12.00 noon
E-Mail: barbara.lischka@fh-vie.ac.at
How to reach us by public transport:
Silvia Helmreich Underground U2 - Messe/-Prater Station,
Director of Studies Staircase exit: Prater - 3 minutes on foot,
Quantitative Asset & Risk Management U1 - Vorgartenstrae Station,
University of Applied Sciences BFI Vienna Staircase exit: Radingergasse - 7 minutes on foot
Phone: +43/1/720 12 86 - 972
E-Mail: silvia.helmreich@fh-vie.ac.at How to reach us by car:
From Praterstern: Ausstellungsstrae,
For hotel/accommodation booking information take the 4th side street on the left - Wohlmutstrae.
near the University of Applied Sciences BFI Vienna, From Handelskai: Machstrae, Elderschplatz,
please contact alena.kubicek@fh-vie.ac.at, Ausstellungsstrae, take the 4th side street -
+43/1/720 12 86 - 29. Wohlmutstrae

For your directions to 1020 Vienna:

The University
of Applied Sciences BFI Vienna
A-1020 Vienna | Wohlmutstrae 22
Phone.: +43/1/720 12 86
info@fh-vie.ac.at

www.fh-vie.ac.at