Explore the mitigation tools used in market, credit and operational risk
A five-day practical training course
A Masterclass in Risk Management training course
Learn how to
Learn how to
- Use risk and reward to make positive changes to your company’s governance, structure, processes, limits, training, recruitment and staff retention
- Perform calculations of risk measures such as BP01, delta, CVaR and evaluate the risk models used in your firm
- Engage with other stakeholders of the firm, including regulators and shareholders on the issues of risk and risk management
- Make considered decisions on appropriate risk limits factoring in external constraints such as market structure, access, liquidity, central bank activity and political environment
Case studies and practical sessions
Case studies and practical sessions
- Covering market risk-based capital requirements under the standardised measurement methods
- The application of the Basel 1 rules for market risk assessment
- Calculation of factor sensitivities
- Example of managing a swap portfolio using factor sensitivity, duration and DV01 matching
- Performing Cholesky decomposition on covariance matrix and using it for MC risk simulation of a derivatives portfolio
- Conditional VaR (Expected Shortfall) estimation
- Component VaR
- Stress Testing
- Calculation of sample credit risk exposures and the theoretical pricing of a credit linked note
- Operational Risk events and classifications Frequency vs Severity
- Liquidity Risk and the credit crunch – how did Lehman fail?
Key information
Key information
Venue: Online or Central London
Dates: 17 - 21 May 2021, 22 - 26 November 2021
Course leader: Andrew Street
Online course fee £2999 + VAT if applicable
London course fee: £4999.00 + VAT @ 20% = £5998.80
Why choose IFF
Why choose IFF
- TRACK RECORD – we have been delivering expert training to the banking, finance and energy sectors since 1991
- INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues
- KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best
- SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer
- VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment
- ACCREDITATION – we are accredited by the British Accreditation Council (BAC)
Is this the course for you?
Watch expert trainer Andrew Street to find out more.
Proud to partner
IFF is the official learning partner of RiskMinds, the world's leading risk management event series.
Find out more about RiskMinds' events, articles and interview.

CPD Certified
Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become out-dated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age or educational level. This course has been assessed and is CPD certified.
