Market Risk

Market Risk

Market Risk This 5 day workshop will provide delegates with a framework for understanding and applying a robust market risk trading strategy, and managing the major financial asset products.

KEY COURSE OUTCOMES

By the end of this workshop, which comprises a series of classroom presentations, combined with a series of practical qualitative and quantitative case studies, delegates will be able to:
  • Understand the necessity for rigorous application of statistical techniques
  • Identify the crucial errors frequently made in the practice of market risk management
  • Assess the importance of the credit crisis in giving impetus to new Market Risk capital requirements and risk management techniques
  • Understand the importance and weaknesses of probability and distribution functions
  • Promote understanding of Excel-based risk management techniques
  • Identify the differences and necessity for different measures of VAR, including trading liquidity
  • Assess the differences that are required in modeling different asset groups
  • Analyse the importance of applying derivatives as a key aspect of market risk mitigation
Apply the core features in a context of portfolio market risk management