Market Risk; Basic Level, Intermidiate, Advance Level

One Week £ 1,900 | Two Week £3,500 | One Week ₦ 100,500

 

Language of instruction: English

Target Audience:

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange)

  1. Interest Rate Risk
  2. Liquidity Risk
  3. Equity Risk
  4. Foreign Exchange Risk
  5. Commodity Risk
  6. Portfolio Risk
  7. Value at Risk
  8. Regulatory Issues

Language of instruction: English

Target Audience:

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange)

  1. Emerging Market Risk
  2. Market Risk Models
  3. Stress Testing
  4. Supervisory Requirements
  5. Risk Management Systems
  6. Case Study – Orange County
  7. Case Study – Barings Bank
  8. Case Study – Metallgesellshaft

Language of instruction: English

Target Audience:

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange)

  1. Description of Advanced VaR models
  2. Advanced Measuring Volatility and Correlation
  3. Advanced Scenario Analysis and Stress Tests
  4. Risk Adjusted Performance Measurement