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Masterclass in Risk Management
14 November 2022, Live in Central London
14 November 2022, Live in Central London

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 and more!

IS THIS THE COURSE FOR YOU?

"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"

Paolo Penci,Head of Audit Credit, Banco Popolare Societa Cooperativa

Watch expert trainer Andrew Street to find out more. 

Why choose IFF Training?

Learn from the best

  • 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)


Your Digital Badge

BROADCAST YOUR ABILITIES WHERE YOU WANT, WHEN YOU WANT. 

Receive a digital badge on completion of your Masterclass in Risk Management course!

Powered by Credly, your IFF Digital Badge is an online version of your credentials that contains a description of your Award, Demonstrated Skills and what it took to obtain your qualification.

  • Make your achievements, a permanent, verifiable part of your Social Media profiles
  • Add your badge to an email signature, resume, or website 
  • Send your badge directly to a colleague, a recruiter or your employer with a customisable email and more!