Market Risk

IFF
In London (Grossbritannien)

£ 2.099 - (2.494 )
MwSt.-frei

Wichtige informationen

  • Kurs
  • London (Grossbritannien)
  • Wann:
    12/12/2016
Beschreibung

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.

Wichtige informationen
Veranstaltungsort(e)

Wo und wann

Beginn Lage
12 Dezember 2016
London
6th Floor, 29 Bressenden Place, SW1E 5DR, London, Grossbritannien
Plan ansehen

Was lernen Sie in diesem Kurs?

Management
Risk
Risk Management
Market
Banking
Market Risk
Derivatives
Derivatives market

Themenkreis

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?

Zusätzliche Informationen

Practical course