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Market Risk - Basic, Intermediate, Advanced

ProTrain Online

Description

BASIC LEVEL: Evaluate cash flows at various points in time, Gain an insight into basic financial measures such as current yield, yield-to-maturity, and total return analysis. Analyze the mechanics of bond pricing and issues involved therein. Understand the concepts of volatility and correlation in financial asset prices.

INTERMEDIATE LEVEL: Introduces tools such as VaR and stress testing to estimate Market Risk. Details of various Risk Management Softwares are available. Analyzes case studies of Barings Bank, Orange County and Metallgesellschaft.

ADVANCED LEVEL: Handling VaR and stress testing with an emphasis on modeling. It explains advanced volatility and correlation models such as GARCH and EMWA.

Outcomes

Upon completion of this online Market Risk course, students will have an in-depth knowledge of:

  • Interest Rate Risk
  • Liquidity Risk
  • Equity Risk
  • Foreign Exchange Risk
  • Commodity Risk
  • Portfolio Risk
  • Value at Risk
  • Regulatory Issues
  • Emerging Market Risk
  • Market Risk Models
  • Stress Testing
  • Supervisory Requirements
  • Risk Management Systems
  • Advanced Measuring Volatility and Correlation
  • Advanced Scenario Analysis and Stress Tests
  • Risk Adjusted Performance Measurement

Assessment

course quick facts
course code PRO1046
cost $600.00
estimated time to
complete course
40 Hours
course materials
available
3 Months