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

• 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

• 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?

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

• 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)