This Specialization provides an advanced, practice-oriented exploration of financial risk management, focusing on credit, market, liquidity, capital adequacy, stress testing, and institutional resilience. Learners build strong analytical judgment by examining quantitative risk frameworks, governance structures, regulatory expectations, and real-world market disruptions that shape decision-making in complex financial institutions. Through integrated coverage of intelligent analytics, capital planning, stress scenarios, and organizational oversight, participants develop the ability to critically evaluate models, challenge assumptions, and support resilient, enterprise-wide risk decisions aligned with global financial standards.
Applied Learning Project
Learners complete scenario-driven projects that simulate real institutional risk challenges, including capital stress outcomes, funding disruptions, governance failures, and market shocks. Projects require applying quantitative analysis, policy interpretation, and governance judgment to evaluate resilience and recommend informed risk actions.
