Certified in Risk Management (CRM)®
2006 Schedule
March 21-24, 2006 in Kansas City
April 11-14, 2006 in San Francisco
May 23-26, 2006 in Mexico City
June 13-16, 2006 in New York City
July 17-21, 2006 in Singapore
Aug 22-25, 2006 in San Francisco
Sep 19-22, 2006 in Hong Kong
Oct 17-20, 2006 in Mexico City
Nov 7-10, 2006 in San Francisco
Nov 27-30, 2006 in Nigeria (Port Harcourt)
The Certified in Risk Management (CRM) program is an innovative lecture and hands-on 4-day seminar targeted at analysts and managers in corporations who require practical risk analysis and risk management knowledge. In a world where risk abounds and the regulatory environment is risk-adverse, and where economic and market environments are highly volatile, risk management is critical in making optimal business decisions. Real Options Valuation, Inc. is the global preferred provider for the IIPER and has been granted the worldwide exclusive rights to teach CRM certification courses. Upon completion of the 4-day seminar and the successful completion of a live test administered on the last day, participants will be granted the CRM designation. Courses are held worldwide and year-round. Please check the Real Options Valuation's website for the latest schedules and course locations.
So, how do our seminars compare to others? Surprisingly, our 4-day training seminars are lower in price than other so-called simulation courses, and at the completion of the training, you will receive your CRM certification, something that other firms cannot provide. In addition, the training will be conducted by the exclusive CRM-designated trainer, Dr. Johnathan Mun, founder and CEO of Real Options Valuation, Inc.; a professor; a world-renowned expert on risk analysis; author of 7 books on the topics of risk, valuation, and strategy; as well as the developer of our Risk Simulator and Real Options SLS software. Compare that to being trained by a fresh college graduate with less than two years of experience at other firms or a general MBA with insufficient grounding in the theory application of risk analysis. You will not only learn the practical applications of risk analysis, but also the theoretical underpinnings of these applications. Our philosophy of the CRM is not to make you a world-famous expert on risk or know everything that there is to know about risk, but to make you an informed user. One who can ask the right questions and even perform some of the analysis. All analytical training in class will be software based, using Risk Simulator and Real Options SLS software.
The main benefits of our CRM program include:
The right to use the Board Certified "CRM" Designation after your name on your business card and on your promotional materials such as your resume.
The receipt of an IIPER CRM diploma (this typically takes up to 2 weeks upon successful completion of the seminar).
The accumulation of detailed and advanced knowledge on risk analysis techniques which is a prerequisite for the CRM.
A rigorous 4-day training seminar on various advanced topics on risk analysis.The prerequisite for the CRM program is a minimum of a Bachelor's degree or its equivalent and 2 years of experience in financial analysis. Knowledge of basic Excel modeling is a plus but not required.
CRM Seminar Curriculum and Details
MODULE 1: Introduction to Risk Analysis
Chapter 1: Introduction to the Training and what to expect
Chapter 2: How Are Business Decisions Made?
Chapter 3: What is Risk and Why Should Risk be Considered?
Chapter 4: Overview of Risk Analysis Software Applications
Chapter 1: Introduction to the Training and what to expect
Chapter 2: How Are Business Decisions Made?
Chapter 3: What is Risk and Why Should Risk be Considered?
Chapter 4: Overview of Risk Analysis Software Applications
MODULE 2: Monte Carlo Simulation with Risk Simulator
Chapter 1: Overview of Risk Simulator Software
Chapter 2: Profiling, Assumptions, Forecasts and Running Simulations
Chapter 3: Interpreting the Forecast Statistics
Chapter 4: Simulation Run Preferences and Seed Values
Chapter 5: Running Reports, Saving and Extracting Simulation Data
Chapter 1: Overview of Risk Simulator Software
Chapter 2: Profiling, Assumptions, Forecasts and Running Simulations
Chapter 3: Interpreting the Forecast Statistics
Chapter 4: Simulation Run Preferences and Seed Values
Chapter 5: Running Reports, Saving and Extracting Simulation Data
MODULE 3: Advanced Simulation Techniques
Chapter 1: Correlating and Truncating Distributions
Chapter 2: Alternate Parameters
Chapter 3: Multidimensional Simulations
Chapter 4: Distributional Fitting
Chapter 5: Due Diligence and Pitfalls in Simulation
Chapter 1: Correlating and Truncating Distributions
Chapter 2: Alternate Parameters
Chapter 3: Multidimensional Simulations
Chapter 4: Distributional Fitting
Chapter 5: Due Diligence and Pitfalls in Simulation
MODULE 4: Simulation and Analytical Tools
Chapter 1: Static Tornado and Spider Charts
Chapter 2: Dynamic Sensitivity Analysis
Chapter 3: Hypothesis Test on Different Distributions
Chapter 4: Nonparametric Bootstrap Simulation
Chapter 1: Static Tornado and Spider Charts
Chapter 2: Dynamic Sensitivity Analysis
Chapter 3: Hypothesis Test on Different Distributions
Chapter 4: Nonparametric Bootstrap Simulation
MODULE 5: Forecasting
Chapter 1: Overview of Forecasting Techniques and Data Types
Chapter 2: Forecasting Without Data
Chapter 3: Time-Series Analysis Forecasting
Chapter 4: Nonlinear Extrapolation
Chapter 5: Multivariate Regression Analysis
Chapter 6: Stochastic Processes
Chapter 7: Box-Jenkins ARIMA
Chapter 1: Overview of Forecasting Techniques and Data Types
Chapter 2: Forecasting Without Data
Chapter 3: Time-Series Analysis Forecasting
Chapter 4: Nonlinear Extrapolation
Chapter 5: Multivariate Regression Analysis
Chapter 6: Stochastic Processes
Chapter 7: Box-Jenkins ARIMA
MODULE 6: Real Options Analysis: Theory and Background
Chapter 1: Introduction to Real Options: What, Where, Who, When, How, and Why?
Chapter 2: Sample Applied Business Cases
Chapter 3: Overview of Different Options Valuation Techniques: Comparison between financial and real options
Chapter 4: Risk-Neutral Probability Technique
Chapter 5: Solving a Basic European and American Call Option
Chapter 6: Using Microsoft Excel to Solve a Basic European and American Call Option
Chapter 7: Solving Basic Abandonment, Expansion, Contraction, and Chooser Options
Chapter 1: Introduction to Real Options: What, Where, Who, When, How, and Why?
Chapter 2: Sample Applied Business Cases
Chapter 3: Overview of Different Options Valuation Techniques: Comparison between financial and real options
Chapter 4: Risk-Neutral Probability Technique
Chapter 5: Solving a Basic European and American Call Option
Chapter 6: Using Microsoft Excel to Solve a Basic European and American Call Option
Chapter 7: Solving Basic Abandonment, Expansion, Contraction, and Chooser Options
MODULE 7: Real Options Analysis: Application with SLS Software
Chapter 1: Overview of the Different SLS Modules and Volatility Estimates
Chapter 2: Volatility Estimates
Chapter 3: Solving Options with Changing Inputs and Customized Exotic Options
Chapter 4: MSLS: Multiple Sequential Compound Options
Chapter 5: MNLS: Solving Mean-Reverting, Jump-Diffusion, and Dual-Asset Rainbow Options using Trinomial, Quadranomial, and Pentanomial Lattices
Chapter 6: Framing Real Options - Structuring the Problem
Chapter 7: The Next Steps…
Chapter 1: Overview of the Different SLS Modules and Volatility Estimates
Chapter 2: Volatility Estimates
Chapter 3: Solving Options with Changing Inputs and Customized Exotic Options
Chapter 4: MSLS: Multiple Sequential Compound Options
Chapter 5: MNLS: Solving Mean-Reverting, Jump-Diffusion, and Dual-Asset Rainbow Options using Trinomial, Quadranomial, and Pentanomial Lattices
Chapter 6: Framing Real Options - Structuring the Problem
Chapter 7: The Next Steps…
MODULE 8: Optimization with Risk Simulator
Chapter 1: Introduction to Optimization
Chapter 2: Continuous Optimization
Chapter 3: Integer Optimization
Chapter 1: Introduction to Optimization
Chapter 2: Continuous Optimization
Chapter 3: Integer Optimization
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