EXECUTIVE MASTER OF SCIENCE IN RISK MANAGEMENT

Content & Dates 2010 - 2011

Location	Dates	Subject	Topics	Faculty
Distance Learning	Pre-program	Current Issues in Risk Management
Amsterdam Institute of Finance	Course 1 April 7, 2010	Corporate Finance	Company Valuation : the general framework Estimating Free Cash Flows and Continuing Value Estimating the Weighted Average Cost of Capital Leverage, Risk, Return and Earnings per share Determinants of Optimal Capital Structure	Theo Vermaelen, INSEAD
	Course 2 April 8 - 10, 2010	Quantitative Techniques in Risk Management I	Risk and Equity Markets - risk analytics - risk management Risk and fixed income markets	Pierre Hillion, INSEAD
	Course 3 April 12 - 14, 2010	Quantitative Techniques in Risk Management II	Forwards and futures Swaps Basics of options Option pricing - the binomial approach - the Black-Scholes approach Option Greeks and risk management	Lucie Tepla, INSEAD
NYU Stern	Course 4 July 26 - 29, 2010	Credit Risk Management and Credit Derivatives	Measuring credit risk Credit risk capital Rating systems Credit risk modeling Predicting financial distress Corporate restructuring and leveraged finance	Viral Acharya and Anthony Saunders, NYU Stern
	Course 5 July 30 - 31, 2010	Bankruptcy and Reorganization	Bankruptcy and the credit risk industry High yield and distressed markets	Edward Altman, NYU Stern
	Course 6 August 2 - 6, 2010	Strategic, Operational and Reputational Risk	Management, analysis and hedging of operational risk Strategic framework of risk control Truth, disclosure and market efficiency Fiduciaries and their responsibilities Social responsibility and shareholder value Governance, compliance and conflicts of interest	Ingo Walter, NYU Stern
Distance Learning	October 1, 2010	Current Issues in Risk Management
Amsterdam Institute of Finance	Course 7 November 29 - December 1, 2010	Market Risk, VaR Modeling and RAROC	Economic capital and regulatory capital RAROC and risk-adjusted performance VaR models in practice Stress testing and back testing	Dan Galai, Hebrew University
Amsterdam Institute of Finance	Course 8 December 2 - 4, 2010	Hedging Market Risk	Price volatilities across markets and across time Hedging market risk using derivative instruments Hedging and liquidity risks Linkages between market risk, credit and country risk	Günter Franke, University of Konstanz
Amsterdam Institute of Finance	Course 9 February 7 - 9, 2011	Sovereign and Forex Risk Management	Foreign exchange markets Managing foreign exchange risk Managing country risk	Richard Levich, NYU Stern
Amsterdam Institute of Finance	Course 10 February 10 - 12, 2011	Risk and Structured Finance	Structured finance techniques and asset-backed securities Mortgage-based securities: residential and commercial Securitization: CDOs and synthetics	Stijn Van Nieuwerburgh, NYU Stern Otto van Hemert, VP & Head of Fixed Income Arbitrage, AQR Capital Management
Distance Learning	March 4, 2011	Current Issues in Risk Management
Amsterdam Institute of Finance	Presentation of Integrative Project April 5, 2011	The integrative risk project requires program participants to build on their own professional experience and their exposure to the academic content of the program to create a meaningful project that demonstrates their ability to take an integrated view of risk management in global finance.
Amsterdam Institute of Finance	Graduation April 6, 2011