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Our London team are ready to answer questions, provide information & choices to help make your public seminar booking in a prompt, professional & friendly manner.
Location: London, Europe, USA East Coast Time Zones
First Date: Oct 3 - 4 2022
Duration: 2 days
Programme Director: Dr Gary van Vuuren
Experience the highly-interactive expert-led social learning through Virtual Classroom via Cisco by Webex via Risk Reward.
All our 2022 Virtual Classroom events feature shared (or discrete) live chat between delegates and the expert, participate in topical surveys, polling questions, group exercises and case studies for a tried -and- true engaging and gratifying learning experience.
Need to bring this course in-house or Face to Face in your location? Simply contact us for significant cost savings and dates to meet your specific requirements.
Session 1: Introduction
Session 2: Basic Measures of Risk
Session 3: Alternative Measures of Risk
Session 4: Statistical Methods of Estimating and Forecasting Volatility and Correlation
Session 5: Value-At-Risk models: from basics to latest developments
Session 6: Key Market Risk Management Techniques
This course reviews the current state of market risk and considers the different approaches that are likely to be suitable for modelling market risk approaches.
Reviewing the Basel requirements it takes into account the current market volatility to address current modelling issues.
Any staff involved with market risk and market risk modelling within a bank or financial institution.
Knowledge Pre-Requisites
Some knowledge of financial instruments will be required since this is assumed within the course. An understanding of mathematical modelling principles would also be an advantage but is not required.
Certification Option
All delegates who complete the course will receive a Certificate in Modelling Market Risk, and for those requiring a demonstration of competency a 20-multiple choice question quiz, fully invigilated via email with results report is available at no additional charge.
Introduction
Basic Measures of Risk
Alternative Measures of Risk
Statistical methods for estimating and forecasting volatility and correlation
Value-At-Risk models: from basics to latest developments
Key Market Risk Management Techniques
Delegates attending this course will gain specialist technical and behavioural knowledge, an understanding of the nature of the problems associated with market risk modelling and the solutions that are available.
The difficulties posed by the Basel Accord and the weaknesses of current models will be considered together with stress testing and scenario modelling.
Highly interactive expert-led intensive presentation, Q&A, group real-time in-depth case studies, regulation and discussion supported by key principles and theory. The virtual learning platform uses safe, industry preferred software to optimize live face-to-face visual interaction, discrete chat, for polling and quizzes.
(An invitation via email with access link is included for all participants.)
Course Fee (per person):
GBP £2,595.00 (+ UK VAT when applicable)