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

  • ID: 3007182
  • Training
  • Region: Global
  • KESDEE Inc
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This product is available in three levels viz., Basic, Intermediate and Advanced.

The Intermediate Level covers:

- Several important topics in the industry such as Back Testing and Stress Testing that are presented with practical examples in an engaging and interactive fashion

- A comprehensive annual survey on Value at Risk methodologies (assumptions, choice of models and the amount/type of exposure) used by leading financial institutions worldwide

Learning Objective

- Describe the concept of emerging market risk, its types, and methods for its measurement
- Describe various methods of value-at-risk measurement and comparing each of them
- Explain the concept of stress testing and backtesting and their importance for risk managers and supervising authorities
- Illustrate the important steps involved in choosing the risk management software vendor and list out the common software solution products prevalent in the market
- Determination of the need and importance of market risk management with the help of various case studies

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. Emerging Market Risk
Topics covered include:

Concept of emerging market risk
Difference between developed and developing market
Different types of emerging market risk and the methods to measure them
Role of supervision in emerging markets

2. Market Risk Models
Topics covered include:

Various methods to measure value at risk such as parametric, historical simulation and Monte Carlo simulation
Comparison among the various methods according to their characteristics, advantages and disadvantages
Process of Value at Risk implementation

3. Stress Testing
Topics covered include:

Concept of stress testing as a complimentary tool to Value at Risk analysis
Creation of hypothetical and historical scenarios
Implementation of stress test scenarios into market risk modeling
Growing use of stress testing to risk managers

4. Supervisory Requirements
Topics covered include:

Importance of supervision of banks
Technique of backtesting
Different types of backtesting

5. Risk Management Systems
This course gives an introduction to the risk management systems. It helps the user understand:

The important steps involved in the choice of risk management software vendor
The main software solution vendors in the market; products they offer and their salient features

6. Case Study-Orange County

This course deals with the Orange County case study analysis through commonly used market risk measures namely Duration and Value at Risk.
It helps the user gain an insight into the Orange County case and comprehend the investment techniques which led to its disaster

7. Case Study-Barings Bank

This course deals with Barings Bank case study and analyzes how with the application of VaR measurement methodology the crisis could have been avoided.
It helps the user understand the impact of the Kobe earthquake on Japanese equity and currency markets and also comprehend Nick Leesons trading operations in Singapore International Monetary Exchange (SIMEX).
It helps the user understand how Kobe earthquake caused huge losses to Leesons reported and unreported positions on SIMEX and OSE.

8. Case Study-Metallgesellschaft

This course deals with the background of Metallgesellshaft case study, the investment deals which led to the disaster and the strategies adopted by Metallgesellshaft.
It also provides an analysis of what was amiss, and the lessons to be learnt from it.
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