The objective of this course is to provide participants with a good understanding of market risk and how to manage it.
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
Fundamental concepts of market risk
Systematic - Specific
Interest rate risk
Black & Scholes
Duration gap analysis
BPV & NPV
Value at Risk
VaR calculation methods
Stress testing and scenario analysis
Market risk reporting
This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.
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 12 days of training in Risk Management and pass the exam for each course.
More details here: Professional Risk Management Certification
The training material will be handed out at the beginning of the course.
Chambre de Commerce Luxembourg7, rue Alcide de Gasperi
Chambre de Commerce Luxembourg