This module introduces the fundamental concepts of credit risk, focusing on how financial institutions identify, measure, and manage exposure arising from borrower and counterparty defaults.

This module explores market risk measurement with a focus on extreme value theory, emphasizing the modeling of tail risk and the limitations of traditional distributional assumptions.

This module examines fraud risk from an analytical and governance perspective, highlighting detection methods, behavioral indicators, and lessons from major financial misconduct cases.

This module focuses on liquidity risk management, examining deposit pricing, borrowing markets, and repo instruments used to support short-term funding needs.

This module addresses internal liquidity pricing, cost of carry, and the complexities of managing liquidity across global banking operations.

This module examines exchange rate determination, interest rate parity relationships, and the impact of regulatory and funding constraints on foreign exchange markets.

This module focuses on asset–liability management techniques used to control interest rate and liquidity risk, emphasizing balance sheet alignment and long-term stability.