The comprehensive Market Risk Management Training Course equips professionals with essential skills to navigate the dynamic landscape of financial markets. Delving into risk assessment, portfolio optimization, and regulatory compliance, participants gain a profound understanding of market volatility and strategies to mitigate potential pitfalls. This course is a pivotal resource for honing proficiency in safeguarding investments and ensuring informed decision-making in the realm of market risk.
The course covers building blocks of market risk, financial mathematics such as time value of money, statistical concepts such as probability distribution, volatility, correlation and regression, bond pricing and yield analysis, risk measurement concepts such as gap analysis, duration analysis and simulation analysis and basis point value. It also covers several important topics in the industry such as back testing and stress testing and a comprehensive annual survey on value at risk methodologies (assumptions, choice of models and the amount/type of exposure) used by leading financial institutions worldwide.
COURSE OUTLINE
- Interest Rate Risk
- Liquidity Risk
- Equity Risk
- Foreign Exchange Risk
- Commodity Risk
- Portfolio Risk
- Value at Risk
- Regulatory Issues
- Emerging Market Risk
- Market Risk Models
- Stress Testing
- Supervisory Requirements
- Risk Management Systems
- Description of Advanced VaR Models
- Advanced Measuring Volatility and Correlation
- Advanced Scenario Analysis and Stress Tests
- Risk-adjusted Performance Measurement