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About the course
Picking up where many other courses leave off, it explores the connected nature of risk across market, credit, operational, liquidity, reputational and other risks. Key benefits:
- Gain insight into cutting-edge market risk methodologies
- Develop the tools and techniques needed to measure market risk effectively
- Practical exercises on successful stress and scenario testing
- Examine credit and liquidity risk modelling and management
- Gain knowledge of how credit derivatives can be used to manage credit risk
- Clarify of the role of capital and the relationship to other risks
- Fully understand the impact of Basel III and FRTB – the latest developments in regulation and capital requirements in light of the credit crisis
- Insights into the lessons learned from the credit crisis and attempted global recovery
- Examine how Brexit might affect risk both pre and post article 50
The course is a perfect balance of theory & practice with great emphasis on practicality & real-life issues. It examines techniques such as value-at-risk, credit modelling, stress testing & scenarios. It also looks at how Basel II & III impact risk management, as well as risk management techniques in fund management. Case studies, discussion & practical sessions include: Simple portfolio credit risk modelling; Basket credit products; The demise of Lehman Brothers
- Market Risk Management
- Market Risk - Methodology
- Market Risk – Stress and Scenarios
- The Division Between Market and Credit Risk
- Funding and Liquidity Risk Management
- Market Risk Management for Funds
- Credit Risk
- Portfolio Credit Risk
- Managing Credit Risk
- Credit Derivatives
- Managing Credit Risk Collectively
- The Role of Capital and the Relationship to Other Risks
- Basel III and Further Developments
- What Risks Have Been Missed?
- Risk Measures and Reporting in Major Banks
Workshops, Exercises, Case Studies and Discussions
- Market risk measures
- Simple portfolio credit risk modelling
- Basket credit products
- Based on Chief Credit Office Role
- The demise of Lehman Brothers – what went wrong?
- Q&A Discussion session
Andrew Street was formerly Executive Director - Head of Arbitrage & prior to that, Director - Head of Equity & Commodity Derivatives at Mitsubishi Finance International (now bank of Tokyo-Mitsubishi). He has been a senior financial regulator including being Head of Traded Risk at the Fin...
Videos and materials
Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.
We are happy to help you find a suitable online alternative.