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Effective Market Risk Training Course

Going beyond the basics of measurement and policy into real risk management

16 - 17 November 2020

Central London

Agenda Summary (access the full agenda to Effective Market Risk here)

  • Introduction - Market Risk in Banking
  • Case Study - Banking blow-ups – What went wrong?
  • Risk Management Tools for Market Risk
  • Portfolio Market Risk Tools
  • Value-at-Risk & Its Short Comings
  • Adjuncts to the Value-at-Risk Tools
  • Practical Workshop - Developing scenario and stress tests
  • New Products & New Challenges
  • What Can Derivatives Tell Us About Market Risk?
  • Incorporating Derivatives into Market Risk Portfolios
  • Market Risk for Fund Managers
  • The Role of Back Testing for VaR
  • Market Risk Capital
  • Case Study - Looking at market risk disclosures by major banks
  • Case Study - What elements are vital for effective risk management? How can you tell if you have them?