Market Risk Training
Market Risk Basic
This course is available in three levels viz., Basic, Intermediate and Advanced. Topics covered at the Basic Level include: Building Blocks of Market Risk Financial Mathematics such as Time Value of Money Statistical concepts such as Probability Distribution, Volatility, Correlation and Regression Bond Pricing and Yield Analysis Risk measurement concepts such as Gap Analysis, Duration [...]
Market Risk Intermediate
This course is available in three levels viz., Basic, Intermediate and Advanced. The Intermediate Level covers: Several important topics in the industry such as Back Testing and Stress Testing that are presented with practical examples in an engaging and interactive fashion A comprehensive annual survey on Value at Risk methodologies (assumptions, choice of models and [...]
Market Risk Advanced
This course is available in three levels viz., Basic, Intermediate and Advanced. Topics covered at the Advanced Level include: An in-depth coverage of Advanced Market Risk Models, Statistical Models, Stress Testing & Scenario Analysis, and Risk-adjusted Performance Measurement Complex theories and concepts that are presented in a simple and easy-to-understand manner with practice exercises, calculators [...]
Value at Risk
This course introduces VaR and provides an up-to-date working knowledge of all aspects of VaR analysis, including the latest VaR models in theory and practice. Target Audience Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from this course Supervisory Agencies Central Banks [...]