MARKET RISK for Central Bankers

Benefits of Attending 

The Covid-19 related market meltdown in virtually all asset classes during March & April 2020 has provided both financial market participants and regulators alike with the first truly global market risk event since the Great Financial Crisis to test the effectiveness of regulatory standards and market risk practices adopted in the intervening decade.  

 

A sudden realisation of the economic impact that would be wrought by governmental and social responses to the impending global pandemic caused panic in global markets as risky assets were discarded as fast as liquidity conditions would permit and financial actors raced for the safety of cash liquidity. Even traditional havens of safety such as the US Treasury market suffered severe dislocation prompting previously unprecedented action by global central banks.  

 

This Market Risk course is ideally timed to examine the events of that period. The approach adopted is to introduce and review technical and practical market risk practices, the effectiveness of regulatory frameworks during the period against the backdrop of various case studies presented to illustrate actual market risk trading and hedging activities of speculators and commercial actors alike.         

 

Course Structure 

2 x 3hr live webinars per week, for 4 weeks. Live webinars will be recorded and uploaded to our eLearning platform. Delegates will all have licensed access to these recordings as well as access to workbooks, spreadsheet models & slides.  

By using an interactive online training platform, delegates will have direct, real time access to the expert training coordinator with whom they will work through the programme’s exercises and case studies. 

 

Who should attend? 

The course will be extremely valuable to Central Bankers and Commercial Bankers 

 

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