Computer Techniques for Risk Management

MODULES

DESCRIPTION OF THE MODULE

CONTENTS

PROFESSOR

MODULE I: Introduction to concepts and statistical foundations for risks

Statistical Fundamentals for risks

4 HOURS (in person)

Introduction to the decision process under risk and uncertainty conditions

Elementary concepts of statistics: data ordering, measures of position and dispersion, skewness, kurtosis

Probabilities: expected values ​​and standard deviation of a probability distribution

Discrete probability distributions

Continuous probability distributions

Parametric and nonparametric statistics (goodness of fit tests)

mg. Luis Gabriel Pinos Luzuriaga     

MODULE II:

Use of financial software for risk analysis

Introduction to risk analysis using computer tools

4 HOURS (in person)

Definition of input and output variables of the model

Define distributions

Simulation settings

Monte Carlo simulation and sensitivity analysis with software

Valuation of a deterministic and stochastic investment project

Interpretation of distributions of output variables

mg. Ximena April Fajardo

Module III:

Exercises and case studies

Resolution of cases and risk exercises

4 HOURS (in person)

Exercises and Case studies:

Discounted cash flow and project valuation.

Value at risk

Analysis and interpretation of Results

mg. Boris Quinde Maldonado

Module IV.

 Obtaining and interpreting reports from the computer tool

Obtaining, analysis and Interpretation of reports for decision making.

4 HOURS (face-to-face)

Regression tornado

Correlation tornado

Impact Tornado

Spider graphic

Scatter plots to define correlation

Standard reports

Custom reports

Analysis and interpretation of results

mg. Esteban Crespo Martinez

TOTAL: 16 HOURS;