Risk Management - Market Risk for Funds

En collaboration avec
  • Icon Sur demande
  • Icon 16 h
  • icon Cours du jour
  • Icon English
  • Icon BQ167CJ
535,00 EUR


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


In the fund industry, market risk plays a central role, since it directly impacts a fund’s value and thus its NAV. The objective of this course is to provide participants with a good understanding of market risk in the fund industry and how to manage it.


  • Describe and understand the basic components of market risk in the fund industry

  • Understand the interaction between market risk and other risks in the fund industry

  • Understand and measure leverage for funds

  • Evaluate the market risk of derivatives and portfolios

  • Learn how to measure a fund’s global exposure:

    • Commitment approach

    • Value at risk (VaR) approach


  • Fundamentals of Market Risk

  • Equity Risk

  • Interest Rate Risk

  • FOREX Risk

  • Commodity Risk

  • Derivative Risk

    • Black & Scholes

    • Greeks

  • Portfolio Risk

    • Models

    • Leverage

    • Hedging strategies

  • Global exposure

    • Commitment approach

    • Value at Risk approach

  • Stress testing and scenario analysis

  • Market Risk reporting

  • Future trends

Target audience

Financial service professionals who want to gain a good understanding of market risk in the fund industry.


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 for funds Certification. To obtain their certificate, candidates must complete 12 days of training in Risk Management for funds and pass the exam for each course. 

More details here :Professional Risk Management Certification for Funds

Course material

The training material will be handed out at the beginning of the course.


  • Durée


    3 h

  • Lieu


    Chambre de Commerce Luxembourg

Thu 19.12.2019


Tue 07.01.2020


Tue 14.01.2020


Tue 21.01.2020


Tue 28.01.2020


Thu 30.01.2020


Tue 04.02.2020


Tue 11.02.2020


Tue 25.02.2020


Thu 27.02.2020


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