E-Learning Course - Market Risk: Intermediate Level

  • ID: 308256
  • Training
  • KESDEE Inc
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An e-learning product that covers some critical concepts in Market Risk

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

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: Intermediate Level, Library of 8 Courses

Instructional Method: Dynamic, Interactive e-learning

Recommended Background: Familiarity with basic financial concepts

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Library of 8 Courses

Market Risk: Intermediate Level

Library of 8 Courses

Time taken to complete each Course: Two - Three hours

1. Emerging Market Risk

Objectives
Introduction
Emerging Market Risks
Measuring Emerging Market Risk
Supervision in Emerging Market

2. Market Risk Models

Objectives
Introduction
Parametric Models
Historical Simulation Models
Monte Carlo Simulation Models
Value at Risk Implementation

3. Stress Testing

Objectives
Need for Stress Testing
Incorporating into Market Risk Models
Implementation
Evaluating Stress Tests

4. Supervisory Requirements

Objectives
Introduction
Backtesting
Supervision

5. Risk Management Systems

Objectives
Choosing a Risk Solution
Algorithmics
RiskMetrics
Askari
SunGard Trading and Risk Systems
Financial Engineering Associates

6. Case Study – Orange County

Objectives
History
Crisis
Analyzing through Measures

7. Case Study – Barings Bank

Objectives
Kobe Earthquake and it Fallout
Trading Mechanics
Applications of Value at Risk

8. Case Study – Metallgesellshaft

Objectives
Introduction
Hedging Alternatives
Analysis of MGRM's Methods
Lessons Learnt

Job Aids

- Measurement Tools
- Disclosures
- Global Best Practices
- Benchmarking Data
- Policy Templates

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