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Global Financial Markets Institute»Risk Management – Managing Market Risk in Financial Institutions

Risk Management – Managing Market Risk in Financial Institutions

Risk management begins with the identification, measurement, management and controlling of risk. This course identifies the risks associated with spot, forward, option and credit trading at both bank trading desks and asset managers. A variety of tools have evolved over the years that will be analyzed such as the Greeks, DV01 and CS01. Special focus will be on interest rates and how trading desks at banks and asset/portfolio manager’s mange and hedge these positions. Volatility will be defined and analyzed as it is an important risk factor in the valuation of different market variables such as interest rates, foreign exchange, equity price, and commodity prices. Finally, correlation between markets will be explored as well as how valuation is impacted by correlation and basic forecasting techniques for future correlation levels.

Course Objectives

By the end of the course, participants will be able to:

  • Identify the myriad of market risk factors faced by capital market participants
  • Determine the various risk measurements used to quantify market risk:
    • DV01/duration
    • Greeks – Delta, gamma. Theta, vega and rho
    • CS01
  • Analyze volatility and its role in market valuation
  • Discuss correlation and its impact on valuation

Suggested Prerequisites:

  • Risk Management in Financial Institutions – A Foundational Approach

Program Level:Intermediate

Advance Preparation: None

Computers and Financial Calculators: Calculator

Recommended CPE Credits: 7

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    • Fixed Income
  • Foreign Exchange
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  • Operations
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  • Quantitative Methods and Excel
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  • Securities Lending — Repurchase Agreements
  • Securitization Course – Structured Finance
  • Structured Products
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  • About Us
    ▼
    • Our Story
    • Our Team
    • Our Clients
    • Strategic Alliance
    • Our Associations
  • Services
    ▼
    • Training Needs Analysis
    • Custom Built Training
    • Subject Matter Experts
  • Training Courses
    ▼
    • Alternative Investments
    • Asset Liability Management
    • Capital Markets
    • Commodities
    • Corporate Finance Course
    • Credit and Credit Analysis Course
    • Credit Derivatives
    • Derivatives
    • Digital Assets
    • Economics
    • Equities
    • Financial Statement Analysis Accounting
    • Fixed Income Courses
    • Foreign Exchange
    • Insurance
    • Municipals
    • Mutual Funds and ETFs
    • Operations
    • Portfolio Management
    • Quantitative Methods and Excel
    • Regulation and Compliance
    • Risk Management
    • Securities Lending — Repurchase Agreements
    • Securitization and Structured Finance
    • Structured Products
    • Wealth Management
  • Training Methods
    ▼
    • Classroom Training
    • Virtual Instructor-Led Training (VILT)
    • Online Learning — eLearning
    • Financial Simulation
    • Blended Learning
  • Insights
    ▼
    • eNews
    • Articles
    • Glossary
    • Blog
    • Case Studies
  • Contact us
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