The objective of this course is to provide participants with a good understanding of market risk and how to manage it.
- Define market risk and explain its evolution
- Describe and understand the basis components of market risk
- Understand the interaction between market risk and other risks
- Evaluate the market risk of derivatives and portfolios
- Understand and apply risk factors, valuation models and normal distribution calculations
- Explain the use of value at risk (VaR) in measuring and managing market risk
- Understand other methods and tools for managing market risk
For this training course, an optional exam is available. In case of interest, candidates can choose a date from the list of proposed examination sessions. Registration for the exam must be made at least five days before the chosen exam date. The exam is subject to a registration fee.
The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.
This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 13 days of training in Risk Management and pass the exam for each course.
More details here: Professional Risk Management Certification
This training course has been designed for anyone who already has good knowledge of risk management and who wishes to acquire a solid understanding of market risk.
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Risk Management - Liquidity Risk
Risk Management (Funds) - UCITS Funds
Risk Management (Funds) - Alternative Funds