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2021, Online
2021, Online

Explore the mitigation tools used in market, credit and operational risk

A five-day practical training course

TAILOR THIS COURSE FOR YOUR TEAM

We can customise it to meet your specific training requirements and deliver it face-to-face or digitally. Contact Leigh Kendall for more information.

A Masterclass in Risk Management training course

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

  • 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

Venue: Online
Dates: 2021
Course leader: Andrew Street
Online course fee £2999 + VAT if applicable
London course fee: £4999.00 + VAT @ 20% = £5998.80


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.

Paolo Penci

Head of Audit Credit

Banco Popolare Societa Cooperativa

One of the best I have ever attended. The course presented a wide range of topics, many of them technical yet accessible, by means of clear examples and thanks to the very good communication skills of the speakers

RISKMINDS EVENT SERIES

In-person and virtual events for the risk management industry.

A proud partner of RiskMinds - year-round learning opportunities, virtual gatherings and in-person events keeping risk managers connected in 2021.

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.