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?
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.
RISKMINDS EVENT SERIES
In-person and virtual events for the risk management industry.
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.