Market Risk

IFF
En London (Inglaterra)

£ 2.099 - (2.501 )
IVA exento

Información importante

  • Curso
  • London (Inglaterra)
  • Cuándo:
    12/12/2016
Descripción

This course provides a current and detailed overview of the state of market risk management including measurement, policy and key controls. It looks at the techniques of market risk management and critically examines their limitations and mitigations.

Información importante
Instalaciones y fechas

Dónde se imparte y en qué fechas

Inicio Ubicación
12 diciembre 2016
London
6th Floor, 29 Bressenden Place, SW1E 5DR, London, Inglaterra
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¿Qué aprendes en este curso?

Management
Risk
Risk Management
Market
Banking
Market Risk
Derivatives
Derivatives market

Temario

Agenda Summary ï Introduction - Market Risk in Banking ï Case Study - Banking blow-ups ñ What went wrong? ï Risk Management Tools for Market Risk ï Portfolio Market Risk Tools ï Value-at-Risk & Its Short Comings ï Adjuncts to the Value-at-Risk Tools ï Practical Workshop - Developing scenario and stress tests ï New Products & New Challenges ï What Can Derivatives Tell Us About Market Risk? ï Incorporating Derivatives into Market Risk Portfolios ï Market Risk for Fund Managers ï The Role of Back Testing for VaR ï Market Risk Capital ï Case Study - Looking at market risk disclosures by major banks ï Case Study - What elements are vital for effective risk management? How can you tell if you have them?

Información adicional

Practical course