Risk Management - Market Risk for Banks

In collaboration with
  • Icon Sur demande
  • Icon 16 h
  • icon Cours du jour
  • icon Formation présentielle
  • Icon English
  • Icon BQ087CJ
535,00 EUR

*

(+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

  • Durée

    icon

    3 h

  • Lieu

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    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

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