Risk Management - Market Risk for Funds
In collaboration with
Nouveau
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Sur demande
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16 h
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Cours du jour
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Formation présentielle
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English
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BQ167CJ
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(+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 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.
Objectives
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
Programme
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.
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 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.
Lieu
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Chambre de Commerce Luxembourg7, rue Alcide de Gasperi
L-1615 Luxembourg
Luxembourg - Calculer l'itinéraire
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Durée
3 h
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Lieu
Chambre de Commerce Luxembourg
Tue 12.01.2021
08h45
Tue 19.01.2021
08h45
Tue 26.01.2021
08h45
Thu 28.01.2021
08h45
Tue 02.02.2021
08h45
Tue 09.02.2021
08h45
Tue 23.02.2021
08h45
Thu 25.02.2021
08h45
Tue 02.03.2021
08h45
Tue 09.03.2021
08h45