Banques et Finance

Risk Management in Investment Funds - Mastering it


By the end of the course, participants will be able to:

  • Understand the context and regulatory environment of risk management in investment funds and its future trends
  • Understand and monitor market risks in investment funds
  • Understand and monitor credit risk components and their influence on investment funds
  • Understand and monitor liquidity and other risks in the context of investment funds
  • Understand and mitigate operational risks faced by investment funds
  • Introduction : definitions; risk management in funds; regulatory framework
  • Market risks and global exposure : equity risk; interest rate risk; foreign exchange risk; commodity risk; portfolio risks; measures of global exposure
  • Credit risk: issuer risk; default and credit spread risks; counterparty risk; collateral management
  • Liquidity risk: characteristics of liquidity risk; managing liquidity risk in investment funds
  • Operational risks: overview of operational risks; operation risks in TA, FA, custody; operational risks in outsourced activities
  • Other risks impacting funds: pricing risk; compliance risk; systemic risk
  • Conclusion and future trends of risk management in investment funds
& Examen
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
cliquez ici pour voir le plan
45,00 EUR