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About the course
Attend this intensive two-day training course and benefit from:
- A critical look at risk and how it can be managed and controlled
- Understanding and justifying current best practice in risk management
- A critical look at Value-at-Risk: Why do regulators like it, where does it fail and what can be done about it?
- Alternatives to VaR, including ‘Expected Shortfall’ and ‘Stress Tests and Scenarios’
- Looking at modellable and non-modellable risks and other risks not in VaR
- Incorporating and managing non-linear risks
- Risk measurement and management for hedge fund and traditional fund managers
- Regulatory impact and requirements for risk management and capital
- Incorporating new products and risks
How You Will Learn?
Packed with real-life practical case studies, keeping the course up-to-date Case studies and workshops include: Banking blow-ups; Developing scenario and stress
tests; Looking at market risk disclosures by major banks; What elements are vital for effective risk management? How can you tell if you have them?
- Introduction - Market Risk in Banking
- Case Study - Banking blow-ups – What went wrong?
- Risk Management Tools for Market Risk
- Portfolio Market Risk Tools
- Value-at-Risk & Its Short Comings
- Adjuncts to the Value-at-Risk Tools
- Practical Workshop - Developing scenario and stress tests
- New Products & New Challenges
- What Can Derivatives Tell Us About Market Risk?
- Incorporating Derivatives into Market Risk Portfolios
- Market Risk for Fund Managers
- The Role of Back Testing for VaR
- Market Risk Capital
- Case Study - Looking at market risk disclosures by major banks
- Case Study - What elements are vital for effective risk management? How can you tell if you have them?
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...
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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.