Risk management with ERP approach in oil, gas and energy industry

Risk management with ERP approach in oil, gas and energy industry

"You can watch the first session for free."

Introducing the educational package: 

In this course, the participants learn the basics of management and analysis of various financial and banking risks in accordance with the FRM course headings and the Basel International Committee guidelines, and learn how to manage risk in the Iranian capital market using existing tools. In this course, the risk measurement of various asset portfolios including stocks, fixed income bonds and derivatives with different risk metrics and how to analyze it in adopting appropriate trading strategies to reduce risk are taught.

Syllabus

• Introduction of various financial and banking risks
• Familiarization with various coherent and non-coherent measures of risk measurement (VaR, CVaR, CFVaR, LPM,...)
• Historical simulation and Monte Carlo
• Identification of risk factors
• Freyn Value Theory (EVT)
• Risk and copula
• Market risk measurement models
• Liquidity risk measurement models
• Credit risk measurement models
• Operational risk measurement models
• Models for measuring systemic risk and concentration risk
• Project financing risk management
• Absolute and relative risk
• Breakdown into exposure and risk factor
• Linear hedging
• Non-linear hedging

Course contacts

• CEOs and board members of petrochemical companies, refining and power plants
• Managers and risk experts of companies active in the field of energy
• Credit experts of banks active in the field of energy
• Students and those interested in the field of risk