Market Risk Management Training Course (for capital market practitioners)

Market Risk Management Training Course (for capital market practitioners)

About the Training Package:

Due to the economic system and continuous changes in environmental factors, the issue of risk management in a way how financial and service organizations are run has gained special importance. The risk level of financial organizations has increased a lot compared to the past. Risk management, which always seeks to maximize income and minimize operational costs, is placed in the center of the movement or process that should determine superior performance.

Due to the economic system and continuous changes in environmental factors, the issue of risk management in a way how financial and service organizations are run has gained special importance. The risk level of financial organizations has increased a lot compared to the past. Risk management, which always seeks to maximize income and minimize operational costs, is placed in the center of the movement or process that should determine superior performance.

Syllabus

Market Risk Assessment and Management (modeling using Excel)

• Definition of market risk
• Criteria for measuring market risk

• Fluctuation measurement criteria
• Adverse Fluctuation measurement criteria
• Conditional value-at-risk
• Relative criterion in measuring market risk

• Value at risk

•  Covariance variance approach
•  Historical simulation approach (historical simulation, historical portfolio simulation, path generation bootstrap)

•  Methods of Assessment of Exposure Value Measurement Models

•  Conditional test
•  Unconditional test

• Criticisms of the exposure risk value

•  Incorrect criticisms
•  Calculation of conditional value at risk

Credit risk assessment and management

•  Credit scoring models

• Linear regression analysis
•  Regression model             

•  Models based on the capital market

•  Model based on interest rates and bonds
•  Stock-based approach

• Portfolio models

•  Transfer approach
•  Structural approach
•  Actuarial approach
  
  

Course contacts

• Risk management experts
• Experts and managers of financial institutions
• Auditors
• Financial markets investors
• Students and graduates of management, economics, accounting and related fields