Banques et Finance

Market Risk - Measuring and Managing it

Objectives

Market risk is a vast area that focuses on the chance that an investment’s value will change as a result of forces in the marketplace. Managing those forces and the interaction between them is the core of market risk management. The objective of this course is to provide participants with a good understanding of market risk and how to manage it.

Programme
  • Introduction
    • Market risk typology
    • Definitions
    • History and evolution
    • Organizational aspects and best practices
  • Market Risk Reporting
    • Reporting line
    • Examples
      • Basics components of Market Risk
        • Equity Risk
        • Interest Rate Risk
        • Forex Risk
        • Commodity Risk
      • Market Risk on Derivatives and Portfolios
      • VaR
        • Definition
        • Different approaches
        • Implementation and backtesting
      • Risk Management Software
        • Examples
        • Differences
Formation
Formation
& Examen
Examen
EN
3 heures
Chambre de Commerce du Grand-Duché de Luxembourg
voir affichage sur place (Chambre de Commerce du Grand-Duché de Luxembourg)
7, rue Alcide de Gasperi
Luxembourg, L-2981
Luxembourg
45,00 EUR