Risk Management - Market Risk for Banks
In collaboration with
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Sur demande
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16 h
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Cours du jour
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Formation présentielle
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English
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BQ087CJ
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(+3% TVA) *Prix d'inscription de base, variable selon options choisies.Cette formation est proposée sous forme de formation présentielle. En savoir plus
Introduction
In the wake of multiple financial crises, Risk Management has become essential. Today practically every provider of financial services is concerned about the multitude of risks to manage. More specifically, the aim of this course is to provide participants with a good understanding of market risk and how to manage it.
Objectives
Define market risk
Describe and understand the basic 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
Programme
Introduction
Fundamental concepts of market risk
Equity risk
Systematic - Specific
Beta
Interest rate risk
Duration/convexity
FX risk
Transaction risk
Translation risk
Economic risk
Commodity risk
Derivatives
Black & Scholes
Greeks
Portfolio
CAPM
APT
Leverage
Hedging strategies
ALM
Gap analysis
Duration gap analysis
BPV & NPV
Value at Risk
VaR calculation methods
Backtesting
Stress testing and scenario analysis
Market risk reporting
Future trends
Target Audience
This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.
Exam
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.
Certificate
This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 12 days of training in Risk Management and pass the exam for each course.
More details here: Professional Risk Management Certification
Course material
The training material will be handed out at the beginning of the course.
Lieu
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Chambre de Commerce Luxembourg7, rue Alcide de Gasperi
L-1615 Luxembourg
Luxembourg - Calculer l'itinéraire
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Durée
3 h
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Lieu
Chambre de Commerce Luxembourg
Thu 28.10.2021
08h45
Thu 11.11.2021
08h45
Thu 18.11.2021
08h45
Tue 23.11.2021
08h45
Thu 25.11.2021
08h45
Tue 30.11.2021
08h45
Thu 02.12.2021
08h45
Tue 07.12.2021
08h45
Thu 09.12.2021
08h45
Tue 14.12.2021
08h45