UNIVERSITY OF PARIS DAUPHINE

Certification Program in Finance

UNIVERSITY OF PARIS DAUPHINE

Certification Program in Finance
Academic year 2011-2012
PRM Track

SYLLABUS OF THE COURSE:

CASE STUDIES . STANDARDS OF BEST PRACTICE

CONDUCT AND ETHICS . PRMIA GOVERNANCE

This course will be taught by: Rgis LOWE, certification.prm@lowe.fr

n integral part of the study of risk management is the lessons to be learnt

from failures that have occurred globally. The case studies in this course
describe the failures, their causes and the lessons to be learnt from them.
The course will also deal with the use of derivatives and recommendations about
their management; the ten principles of corporate governance and the articles of
incorporation of PRMIA.

CASE STUDIES

BANKERS TRUST
BANKGESELLSCAFT
BARINGS
CHINA OIL
FANNIE MAE/FREDDIE MAC
LTCM
METALLGESELLSCHAFT
NAB-FX OPTIONS

PRM Track - Mathematical Foundations of Risk Measurement

UNIVERSITY OF PARIS DAUPHINE

Certification Program in Finance

NORTHERN ROCK
ORANGE COUNTY
TAISEI FIRE AND MARINE INSURANCE
WASHINGTON MUTUAL
WORLD COM

STANDARDS: GOVERNANCE, BEST PRACTICES, ETHICS

PRMIA BYLAWS
PRMIA GOVERNANCE PRINCIPLES
PRMIA STANDARDS OF BEST PRACTICE, CONDUCT AND
ETHICS
GROUP OF THIRTY DERIVATIVES BEST PRACTICES

Saturday April 21st

INTRODUCTION
FANNIE MAE-FREDDIE MAC
WASHINGTON MUTUAL
NORTHERN ROCK

Saturday May 05th

NAB
CHINA AVIATION OIL
WORLDCOM
BANKGESELLSCHAFT

Saturday April 28th

Saturday May 12th

LTCM
METALGESELLSCHAFT
ORANGE COUNTY
BARINGS

BANKERS TRUST
TAISEI FIRE AND MARINE
INSURANCE
G30 RECOMMANDATIONS
ETHICS-PRMIA
GOVERNANCE
EXAM SIMULATION

Global Derivative Debacle, From theory to malpractice, by Laurent L Jacque,

ISBN 9812837701
PRM Track - Mathematical Foundations of Risk Measurement

UNIVERSITY OF PARIS DAUPHINE

Certification Program in Finance

The Financial Crisis Inquiry Report: Final Report of the National

Commission on the Causes of the Financial and Economic Crisis in the
United States, http://www.gpo.gov/fdsys/pkg/GPO-FCIC/content-detail.html
The collapse of Fannie Mae and Freddie Mac: victims or villains? Dale A.
Oesterle , Entrepreneurial Business Law Journal, Vol. 5, No. 2, 2010
Hedge Funds, Leverage, and the Lessons of Long-Term Capital
Management, Report of The Presidents Working Group on Financial Markets,
April 1999
Options, Futures, and Other Derivatives, sixth edition, by John C. Hull,
ISBN 0131499084
Bank of England, 2007, Financial Stability Report, October 25, issue 22

www.certifications-professionnelles-en-finance.fr
www.primia.org/
https://webct.cip.dauphine.fr/webct/entryPageIns.dowebct

PRM Track - Mathematical Foundations of Risk Measurement