Market Risk Management 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
Speaker is experienced and used many examples. Best course I have attended in 17 years!
- Agenda highlights
- Who should attend
Market Risk Management Training Course Highlights
- 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
- Financial Institution Market Risk Asset & Liability Management (ALM)
- Market Risk Management Issues for Corporate Liabilities
- Market Risk Management Issues for Options and Warrants
- 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.
- 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 customers say about our Market Risk Management:
“The instructor did an excellent job of suplementing the course material with relevant market information and illustrations.”
-S.A.H., ABN Amro Bank, Hong Kong
“Practical. Handled situations in relation to actual market conditions/situations well.”– A.B., AVP, ABN Amro Bank, Singapore
“This was exactly what I was looking for…The 3 biggest benefits of attending this training course were the take away materials, clear presentation and the up-to-date market focus.” – C.B., Loan Exposure Management Group, Deutsche Bank,
18 Seats Only
Only 18 seats available per session so you get more personal attention.
You also receive a Course Reference Kit to take away for future reference. (Value of $200.00)
All our trainings are built for interaction and for you to get the most out of the training for your job and situation.
Ask questions specific to your situation. It's the closest you can get to getting personalised coaching.
Certificate of Completion
After completing the training, you receive an Ethan Hathaway gold-embossed certificate of completion to mark your achievement.
Ethan Hathaway is accredited by the British Accreditation Council for Independent Further and Higher Education as an International Centre.