E-Learning Course - Market Risk: Basic Level

KESDEE Inc

An e-learning product that covers several basic concepts in Market Risk

This product is available in three levels viz., Basic, Intermediate and Advanced.

Topics covered at the Basic Level include:

- Building Blocks of Market Risk
- Financial Mathematics such as Time Value of Money
- Statistical concepts such as Probability Distribution, Volatility, Correlation and Regression
- Bond Pricing and Yield Analysis
- Risk measurement concepts such as Gap Analysis, Duration Analysis, Simulation
- Analysis and Basis Point Value

The Basic Level courses are packed with interactive practical examples, calculators, and intuitive explanations that form a solid foundation for Market Risk Management.

Target Audience

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from our innovative solutions.

- Supervisory Agencies
- Central Banks
- Financial Institutions
- Commercial Banks
- Investment Banks
- Housing Societies/Thrifts
- Mutual Funds
- Brokerage Houses
- Stock Exchanges
- Derivatives Exchanges
- Insurance Companies
- Multinational Corporations
- Accountancy Firms
- Consultancy Firms
- Law Firms
- Rating Agencies
- Multi-lateral Financial Institutions
- Others

Course Level & Number of Courses: Basic Level, Library of 8 Courses

Instructional Method: Dynamic, Interactive e-learning

Recommended Background: Familiarity with basic financial concepts

Library of 8 Courses

Market Risk: Basic Level

Time taken to complete each Course: Two - Three hours

1. Interest Rate Risk

Objectives
Introduction
Types of Interest Rate Risk
Impact of Interest Rate Risk
Measuring Interest Rate Risk I
Measuring Interest Rate Risk II

2. Liquidity Risk

Objectives
Introduction
Liquidity Measurement Systems
Liquidity Management
Practical Tools and Techniques
Liquidity Risk and VaR

3. Equity Risk

Objectives
Introduction
Capital Asset Pricing Model
Measuring Equity Risk
Diversification and Equity Risk

4. Portfolio Risk

Objectives
Introduction
Types of Risk Exposure
Measuring Portfolio Risk
Portfolio Management

5. Foreign Exchange Risk

Objectives
Introduction
Regulations

6. Commodity Risk

Objectives
Introduction
Commodity Market
Methodology

7. Regulatory Issues

Objectives
Aim of Regulation
Basel Accord
Approaches to Capital Charges

8. Value at Risk

Objectives
Risk Measures
Introduction
Value at Risk Parameters
Role of VaR
Regulators and VaR
Determining VaR
Evaluating VaR
Application of VaR

Job Aids

- Measurement Tools
- Disclosures
- Regulations
- Global Best Practices
- Benchmarking Data

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