Market Risk Management

This workshop will provide delegates with a framework for understanding and applying a robust market risk trading strategy, and managing the major financial asset products.

By the end of this workshop, which comprises a series of classroom presentations, combined with a series of practical qualitative and quantitative case studies, delegates will be able to:

Understand the necessity for  rigorous application of statistical techniques
Identify the crucial errors frequently made in the practice of market risk management
Assess the importance of the credit crisis in giving impetus to new Market Risk capital requirements and risk management techniques
Understand the importance and weaknesses of probability and distribution functions
Promote understanding of Excel-based risk management techniques
Identify the differences and necessity for different measures of VAR, including trading liquidity
Assess the differences that are required in modeling different asset groups
Analyze the importance of applying derivatives as a key aspect of market risk mitigation
Apply the core features in the context of portfolio market risk management

Contact us

 

 

Date

Apr 20 2021
Expired!

Time

12:00 - 15:00

Location

Online

Organizer

ICAP Training Solutions (Pty) Ltd
Email
info@icapts.com
Website
https://www.icapts.co.za