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Market Risk Management Workshop Training Course

This course gives you an understanding of the frameworks that can be used by institutional investors, corporations, and financial institutions to identify, measure, and report market risks - including price risks (marked-to-market or model against spot prices/rates, yields, credit spreads, volatilities, and correlations), cash flow or yield risks, liquidity risks, counterparty performance risks, and operational risks in markets activities.

Are you taking on more market risk to generate higher returns?

Institutional investors, corporations, financial institutions, and central banks around the world are increasingly taking on more and more market risks in various aspects of their businesses as a way to improve performance by generating higher returns, or lowering costs.

This course provides an understanding of the frameworks that can be used by institutional investors, corporations, and financial institutions to identify, measure, and report market risks - including price risks (marked-to-market or model against spot prices/rates, yields, credit spreads, volatilities, and correlations), cash flow or yield risks, liquidity risks, counterparty performance risks, and operational risks in markets activities.

In addition, this course provides tools for establishing risk management policies and a summary of important risk management techniques.

By the end of this 3-day Market Risk Management training course, you will:

• Understand the important types of risks in market activities, including various types of price risks; counterparty risks; credit market risks; liquidity risks; operations risks; and legal, regulatory and accounting risks
• Learn the types of limits and procedures necessary - and the reasons for these - in markets risk management
• Understand the applications of market risk analyses and solutions in various types of financial institutions, institutional investors and corporations
• Understand how various market risk metrics (e.g. Value-at-Risk) are calculated and used
• Be able to interpret suitability and appropriateness issues in taking markets risks and the use of markets risks management products, including various derivatives solutions
• Understand how current and expected changes in accounting, regulations (including Basel II), and products will impact the future of market risk management

Have a question? Email us at: or call us at: (+852) 2273-4393

Market Risk Management Training Course Highlights

DAY ONE

• Overview of Market Risks and Risk Management
• Identifying and Measuring Market Price Risks for Equity and Foreign Exchange
• Managing Trading and Investment Market Risks in International Equity Positions

DAY TWO

• Financial Institution Market Risk Asset & Liability Management (ALM)
• Market Risk Management Issues for Corporate Liabilities
• Market Risk Management Issues for Options and Warrants

DAY THREE

• Conclusion of Market Risk Management Issues for Options and Warrants
• Market Risk Management in Energy
• Markets Counterparty Performance Risk Management
• Credit Risks in the Market Context

All modules include Excel and Bloomberg short exercises and case studies.

Who should attend this Market Risk Management training course?

• Portfolio managers at institutional investors (including retirement funds, insurance companies, investment companies, unit trusts, mutual funds, and central banks)
• Treasury, finance, and capital markets professionals at medium- to-large companies that face market risks as part of executing their business or financing strategies
• Bank traders and sales professionals covering corporate and institutional investor clients with markets and risk management strategies and products
• Professionals at banks, savings organisations, stock and derivatives exchanges, and other financial institutions that are charged with understanding and managing risks in their organisations (or asset-liability management)
• Supervisory agencies and regulators who need to understand how various market participants incur, measure, report, and manage market risks
• Legal, accounting, ratings, financial advisors, and other professionals that are involved in their clients? risk analyses, reporting, and management activities

This is an intermediate level course and requires that participants have some basic understanding of finance and derivatives topics.

What you will need

Please bring to the course a laptop computer with a full installation of Excel. Be sure that your Excel has the Data Analysis Toolpack installed under Tools (if not, click data analysis under Tools Add-ins).

Endorsed by

Wilmott.com is the leading quantitative finance community website, a free service for quants, risk managers, academics and IT. Visit for the articles, the reviews, the bookshop, and be sure to join in the discussion Forum. Exchange ideas, code and modelling tips with your peers, or find a new position from the Jobs Board. Wilmott magazine is published six times a year and serves quantitative finance practitioners in finance, industry and academia across the globe. It publishes new work from the world's leading authors in the field alongside columns from industry greats, and editorial reflecting the interests of a demanding readership.

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Have a question? Email us at: or call us at: (+852) 2273-4393

What do you get from Ethan Hathaway courses?

• Practical. Learn from experienced and active industry practitioners and what's being practiced by your peers.
• Applicable. Apply what you learn in your job and your career
• Specially designed courses by industry active experts for industry practitioners
• Valuable. Earn more revenue or save your organisation from monetary loss. You and your organisation will quickly earn back your investment on the course fee and more
• Enjoyable. Speakers who have a passion for their topic
• Clear. Turning complex concepts into easy to understand concepts
• You gain knowledge and skills that make you valuable to your company and your career
• Instruction by industry experts
• Course notes and reference materials package
• Daily lunch, snacks and refreshments
• Certificate of completion
• Meeting your industry peers
• Ask questions relevant to your job
• Limited seats - each session is limited to between 18-25 seats
• Much, much more
• Download the course brochure to learn more

Your course instructor

William Allan: Mr Allen is the founder and executive managing director of a capital markets consulting firm, with offices in California, New York, Ireland, and other locations worldwide, providing consulting and executive education in the areas of derivatives, corporate finance, structured finance, mergers and acquisitions, capital markets, risk management, investment management, and asset/liability management for a number of major banks, securities firms, multinational corporations, and institutional investors around the world.

Mr Allen is recognised as a leading senior training consultant in the global financial arena, having dedicated the last 15 years to promoting education in these areas. He has trained and consulted for most large financial institutions and many large corporates and investors in major markets around the world.

He has published over 30 articles, notes, and books on various finance, capital markets, derivatives, and risk management topics.

Before consulting, Mr Allen worked with J.P. Morgan in various capital markets, risk management, securities and derivatives trading, arbitrage, hedging, and marketing activities in London and New York. He was a principal in a boutique M&A firm covering specialised industries. He worked as a portfolio manager and then Chief Investment officer of a university endowment. Mr Allen is a private advisor to a hedge fund manager for market-neutral and derivatives strategies. He actively trades his proprietary portfolio of securities and derivatives in order to test and refine new strategies.

Mr. Allen pursued MBA and Doctoral studies in capital markets at the Harvard Business School and was involved in various research and teaching roles in academia. He received the Elijah Watts Sells Award and the John S. Glenn Gold Medal for outstanding performance on the Certified Public Accountants (CPA) examination while with Ernst and Whinney (now Ernst and Young). Mr Allen was awarded the Robert Beyer Bronze Medal for outstanding performance on the Certified Management Accounting (CMA) examination. And he earned the professional designation of Chartered Financial Analyst (CFA) while a buy-side portfolio manager and then chief investment officer of a university.

William is a member in the Professional Risk Manager's International Association (PRMIA) and the Global Association of Risk Professionals (GARP), as well as participating in their respective continuing professional education and certification programmes.

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Dates & Locations & Fees

Sorry, there are presently no public dates for this course, however, this course is available on an in-house basis.

Date	Location	Venue	Course Fee	Early Bird Fee	Register

Early Birds Save Up To 30% Off the Regular Fee, download the brochure to learn more

Limited seats - Email us: for availability.

* Venue, dates, course fees, promotions, course content, course instructor are all subject to change

Can't find a session in a city near you?

If there's no session scheduled in a city near you, you have the following options:

• In-house training: If you have a group of 8 or more, consider having us run this course in-house for you
• Co-sponsored training: Between 5-7 people, consider a co-sponsored course - you agree to send this set number of people to the course if we run it in a city near you and Ethan Hathaway sells the remaining seats to other companies
• Distance learning: Less than 5 people, consider distance training format: live trainer presents over phone lines/web at pre-scheduled times (available only for select courses)
• Just tell us where you want the course: Let us know which city you'd like us to run this course in - we'll plan it if there's enough demand

Email us at: for more information regarding the above options.

Register for the course

You may book your place on the course by any of these methods:

1. Online booking - simply click on the "Register Me" button next to the course date you wish to register and it will take you through our quick online registration procedure.
2. Email us at: - please include your full contact details.
3. Fax us the booking form (included in the brochure) to: +852 3014-0721
4. Or call: +852 2273-4393 during normal office hours

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Related Courses

• Asset & Liability Management and Capital Adequacy Planning
• Treasury Management School - Singapore, Hong Kong & Kuala Lumpur
• Treasury Management - UK, Europe & Dubai
• Interest Rate & Foreign Exchange Currency Exposure Management
• Treasury Risk Management Workshop
• Risk Management School
• Asset & Liability Management for Financial Institutions

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Learn more about this course

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