Training - Commercial Banking
Value at Risk:
2 days
Value at risk is vital for banks, securities firms, commodity
and energy merchants, and other trading organisations to be
able to track their portfolios' market risk. It is a measure
used by financial practitioners to quantify risk of a
portfolio.
Course Description:
This course examines modern techniques for managing financial
risks. Financial risks are generally classified into market
risks, due to movement in financial prices or volatilities,
credit risks, due to fact that counterparties are unwilling or
unable to fulfill their contractual obligations, liquidity
risks, when transactions cannot be conducted at prevailing
market prices, perhaps due to cash flow constraints, and
operational risks, which arise from human or technical
problems.
The course will cover measurement techniques for different
types of contracts and portfolios (equity, fixed income,
currency) such as duration, portfolio beta, factor
sensitivities, value at risk, dynamic portfolio distribution
analysis, and extreme value analysis. It will also discuss how
risk measurement tools can be used for active management of
the risk/return profile of financial institutions.
Course Objective:
To provide participants with an in-depth knowledge of the most
recent risk identification, measurement and management
techniques. This topic is essential for professionals involved
in risk management, derivatives research, trading, treasury
management, financial corporate strategy, as well as
supervision of financial institutions.
Course Fees
VAT to be included at the local rate, if applicable. Costs
shown are per delegate inclusive of refreshments, lunches and
seminar materials. Cost of accommodation is not included.
GBP 2500
Certificates of Participation
Certificates of participation are remitted to course
participants upon request. |
