E-Learning Course - Market Risk: Advanced Level

  • ID: 308257
  • Training
  • KESDEE Inc
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An e-learning product that covers advanced concepts in Market Risk

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

Topics covered at the Advanced Level include:

- An in-depth coverage of Advanced Market Risk Models, Statistical Models, Stress Testing & Scenario Analysis, and Risk-adjusted Performance Measurement

- Complex theories and concepts that are presented in a simple and easy-to-understand manner with practice exercises, calculators and other interactive features

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: Advanced Level, Library of 4 Courses

Instructional Method: Dynamic, Interactive e-learning

Recommended Background: Familiarity with basic financial concepts

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Library of 4 Courses

Market Risk: Advanced Level

Time taken to complete each Course: Two - Three hours

1. Description of Advanced VaR models

- Objectives
- New forms of VaR
- DelVaR
- Advances in Monte Carlo Simulation
- Variance reduction techniques in Monte Carlo Simulation

2. Advanced Measuring Volatility and Correlation

- Objectives
- Introduction
- Advanced Volatility Models
- Advanced Correlation Models

3. Advanced Scenario Analysis and Stress Tests

- Objectives
- Aggregate Stress Tests
- Maximum Loss Approach
- Extreme Value Theory
- Systematic Testing

4. Risk Adjusted Performance Measurement

- Objectives
- Introduction
- Measuring Risk Capital
- Capital Allocation

Job Aids

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

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