Location: Available Globally

An intensive 2 day course covering basics in risk management for financial institutions

This is a risk management course designed for professionals who want to get a basic understanding of the financial market risk analysis in fixed income, equities, foreign exchange and portfolio management. It is a unique, intensive, information-packed program combining training, exercises, case studies and workshops. The course director has over 20 years financial markets experience in trading, structuring and analysing fixed income, derivatives, indices and hedge funds. He has taught market professionals and graduate students for more than 20 years.

Objectives for the course:

• Delegates can demonstrate a basic understanding of risk profiles
• Delegates can calculate risk factors in equities and fixed income
• Delegates can use options risk factors
• Delegates can understand the risks of leverage and ALM
• Delegates can understand strength and weakness of VaR models

Course categories:Risk Management Courses, Risk Management Inhouse

COVERED TOPICS

Day 1: Risk Factors

• Overview of risk factors, concepts of linear and non linear risk factors, risk-return profiles
• Equity risk factors, fixed income risk factors, options risk factors
• FX risk factors, commodities risk factors
• Specific risk factors of leveraged financial institutions: leverage, ALM

Day 2: Understanding VaR

• Outline of VaR
• VaR as Tool in Supervision
• Profile of VaR methods – the variance – covariance approach
• Historical Method vs. MC Simulation

REGISTRATION & PRICING INFORMATION

For more information or to be contacted by the event provider please fill this form:

Registration price

1,980.00

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Price: 1,980.00 GBP
Location: Available Globally
Event date: Open date - Open date
Event duration: -
Event time: 09.00 h - 17.00 h

ADDITIONAL DATES

CONTACT US

Email: info@financialveritas.com

Phone: +44 208 133 5917