Risk Management - Market Risk for Banks (virtual classroom)

En collaboration avec
  • Icon Sur demande
  • Icon 16 h
  • icon Formation à distance
  • Icon English
  • Icon BQ087CJ
535,00 EUR

*

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

Virtual classroom


In response to the current situation related to the coronavirus COVID-19, the House of Training is delighted to announce that this training is now accessible as a virtual class.


This format, perfectly adapted to any staff member aiming to develop their skills remotely, has various benefits:

  • It allows you to train yourself while avoiding any physical movement

  • Maximum efficiency is guaranteed due to an adaptation of session durations according to this kind of training

  • Regular interaction between the trainer and the learners is assured thanks to modern technology tools

Registration is easy!


If you wish to attend this training, please click on “S'inscrire” and choose “virtual classroom”.


In order to conveniently attend the virtual classroom, kindly review the following recommendations.

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

  • Durée

    icon

    3 h

  • Lieu

    icon

    Chambre de Commerce Luxembourg

Tue 27.10.2020

08h45

Thu 29.10.2020

08h45

Tue 10.11.2020

08h45

Thu 12.11.2020

08h45

Tue 17.11.2020

08h45

Thu 26.11.2020

08h45

Tue 01.12.2020

08h45

Thu 03.12.2020

08h45

Tue 08.12.2020

08h45

Thu 10.12.2020

08h45

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