Risk Management - Market Risk for Banks

En collaboration avec
535,00 EUR

*

(+3% TVA)
*Prix d'inscription de base, variable selon options choisies.

Introduction


The objective 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

Télécharger le planning PDF

mar. 04.02.2020 à 08h30

icon 8H

Market Risk for Banks

  • icon Chambre de Commerce Luxembourg

mer. 05.02.2020 à 08h30

icon 8H

Market Risk for Banks

  • icon Chambre de Commerce Luxembourg
Télécharger le planning PDF

mer. 06.05.2020 à 08h30

icon 8H

Market Risk for Banks

  • icon Chambre de Commerce Luxembourg

jeu. 07.05.2020 à 08h30

icon 8H

Market Risk for Banks

  • icon Chambre de Commerce Luxembourg
Télécharger le planning PDF

jeu. 15.10.2020 à 08h30

icon 8H

Market Risk for Banks

  • icon Chambre de Commerce Luxembourg

ven. 16.10.2020 à 08h30

icon 8H

Market Risk for Banks

  • icon Chambre de Commerce Luxembourg
  • Durée

    icon

    3 h

  • Lieu

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    Chambre de Commerce Luxembourg

Thu 19.12.2019

08h45

Tue 07.01.2020

08h45

Tue 14.01.2020

08h45

Tue 21.01.2020

08h45

Tue 28.01.2020

08h45

Thu 30.01.2020

08h45

Tue 04.02.2020

08h45

Tue 11.02.2020

08h45

Tue 25.02.2020

08h45

Thu 27.02.2020

08h45

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