Effective Market Risk

IFF Training

IFF Training

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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?

Agenda Summary

  • 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?

Experts

Andrew Street

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

Effective Market Risk at IFF Training

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Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

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Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.

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