E-Learning Course: Market Risk - Basic (Library of 8 courses)

  • ID: 3007180
  • Training
  • Region: Global
  • KESDEE Inc
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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

Learning Objective

- Describe and analyze different categories of market risk
- Demonstrate various financial and statistical concepts involved in the calculation of market risk
- Describe the concept of Value-at-Risk (VaR) and demonstrate its calculation methods

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 KESDEE’s 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
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1. Interest Rate Risk
Topics covered include:

Concept of interest rate risk
Different types of interest rate risk
Impact of interest rate risk on target measures such as Net Interest Income (NII) and Economic
Value of Portfolio Equity (EVPE)
Techniques of measuring interest rate risk such as Gap Analysis, Duration and Convexity

2. Liquidity Risk
Topics covered include:

Concept of liquidity and liquidity risk and its importance to banks
Various liquidity measurement systems
Practical tools and techniques to monitor liquidity
How to incorporate liquidity into VaR Limits

3. Equity Risk
Topics covered include:

Equity risk and its components
The various methods of measuring equity risk
The growing importance of diversification and its impact on equity risk

4. Foreign Exchange Risk
Topics covered include:

Concept of foreign exchange exposure, rate and risk
Sources of foreign exchange risk
Various regulatory issues

5. Commodity Risk
This course gives an introduction to commodity risk. It helps the user understand:

The concept of commodity risk
The determination of price in the commodity market
The measurement of commodity risk using maturity model and simplified approach

6. Portfolio Risk
This course explains the concept of portfolio risk. It helps the user understand:

The concept of portfolio risk
The importance of diversification of portfolio
The different types of risk exposures
The methods of measuring portfolio risk
How to minimize portfolio risk using the techniques of indexing and immunization

7. Value at Risk
Topics covered include:

Concept of value at risk
Parameters associated with value at risk
Various facets of value at risk
Advantages, disadvantages and application of value at risk

8. Regulatory Issues
This course deals with regulatory issues in Market Risk. It helps the user understand:

How market risk can be regulated
The purpose of regulatory capital
The various approaches applied to capital charges
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