The Mechanics of Market Risk (Online)
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Market risk has become a dramatically more complex discipline over recent years, with increased focus on internal risk standards, evolving market conditions and significantly increased regulatory requirements being the major drivers of change. This pace of change shows no signs of abating anytime soon and as a result the magnitude of challenge that market risk professionals face is of a different order to other functions. There’s a lot to take in and learn at the moment with topics like FRTB and IRRBB being just a few of the elements risk managers needs to get up to speed on very quickly. The course also looks at the evidence that illustrates the manner in which most major asset classes are more correlated than they were historically. This obviously presents both challenges and opportunities to asset allocators and risk managers. The biggest challenges are those which increase the likelihood of systemic risk as unorthodox monetary policies proliferate, the changing micro-structure of markets with HFT platforms which can heighten market liquidity risk and the consequential lack of a proper assessment of diversification with a bank’s trading book or investment portfolio. Issues which are all addressed in this ground breaking course.
- Unit 1 – Fundamentals of Trading Activities and Risk Metrics
- Unit 2 – Interest Rate Risk and Overview of Basel III’s Capital Adequacy
- Unit 3 – Liquidity Risk and Market Micro-Structure
- Unit 4 – Systemic Risk and Case Studies from The 2007/8 Crisis
- Unit 5 – Derivatives, Collateral and CCPs
- Unit 6 – Tail Risk, Stress Testing and ICAAP
- Unit 7 – Legislation and Regulations Regarding Market Risk
HOW YOU WILL LEARN
Through distance learning you can enjoy the benefits of studying, whilst minimising disruption to your existing professional commitments. You can set the pace at which you learn; applying the knowledge, skills and expertise gained from the materials to your work straight away. There’s also the huge savings of cost and time by not having to travel to a training location.
There are two routes of study you can take: the university-validated route and the standard non-validated route. Approaching the topics in a modular format, the course will enable you to grasp the key concepts in a practical way and thus helping you build a firm platform on which to expand your knowledge.
You can study the units online, save them to your computer or print them out. You can also take advantage of the online forum to meet your fellow participants and share knowledge, ideas and information at any time.
At the end of each unit there is a practical assessment that will allow you to benchmark your growth in knowledge and understanding and will also show you what a tangible ROI distance learning provides.
Each unit is complimented by a video from the course director, taking you through the components of the course with particular emphasis on complex areas.