Morningside Campus Access Updates

Yellow Level from 7 a.m. to 7 p.m.: Open to all. Orange Level from 7 p.m. to 7 a.m.: CUID holders and pre-authorized guests only; limited campus entry points. Read more.

Build It in a Day Seminar, Presented by the ERM Program

Build It

May 24 – August 16 , 2024
Time for all workshops: 1:00 pm – 4:00 pm ET

These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.

How To Join a Session

Click here at 1:00 pm ET on the day of your desired workshop to join virtually. Each workshop ends at 4:00 pm ET.

Workshop Info 

Friday, May 24 | 1:00 pm to 4:00 pm ET
Economic Capital Model
Understand the concept of economic capital and its application in assessing and managing risk at the enterprise level, including methodologies for quantifying capital requirements and optimizing risk-return trade-offs.

Friday, June 7 | 1:00 pm to 4:00 pm ET
Mutual Fund Performance Modeling
Analyze performance measurement and attribution techniques for mutual funds, including risk-adjusted performance measures, benchmarking, and factor-based models, to evaluate and improve fund performance.

Friday, June 14 | 1:00 pm to 4:00 pm ET
FRTB (Fundamental Review of the Trading Book) 1
Delve into the revised market risk framework. Build the standardized model to understand the impact on capital requirements and risk management practices for financial institutions.

Friday, June 21 | 1:00 pm to 4:00 pm ET
FRTB (Fundamental Review of the Trading Book) 2
Delve into the revised market risk framework. Build the Internal model to understand the impact on capital requirements and risk management practices for financial institutions.

Friday, June 28 | 1:00 pm to 4:00 pm ET
Generative AI in Finance
We will review how a strong foundational model benefits downstream analytics. We will also explore how risk management work processes can be made more efficient using generative AI. Lastly, we will explore the limitations of new proposed tools such as agentic gen AI.

Friday, July 12 | 1:00 pm to 4:00 pm ET
FRTB Counterparty Credit Risk 1
CANCELLED (RESCHEDULED BELOW)

Friday, August 2 | 1:00 pm to 4:00 pm ET
FRTB Counterparty Credit Risk 1
TBA.

Friday, August 9 | 1:00 pm to 4:00 pm ET
FRTB Counterparty Credit Risk 2
TBA.

Friday, August 16 | 1:00 pm to 4:00 pm ET
Factor Models
TBA.