Market risk management
This course provides participants an understanding of the frameworks that can be used by financial institutions, institutional investors and corporations to identify, measure, and report market risks. It provides a detailed overview of the state of market risk management, including measurement, limit systems, policy and key controls.
After discussing specific market risks, the instruments and methods used to manage individual risks will be discussed in more detail and supported with case studies from practice. At the end of the seminar, we will introduce the concept of Value at Risk (VaR), as an important measure of market risk, and demonstrate how it is calculated and used.
After the seminar, participants will understand the important types of risk in market activities and which types of limits and procedures are necessary to effectively manage these risks.