Professional Course

The Mechanics of Market Risk Management

14 weeks
14 weeks
This provider usually responds within 48 hours 👍

Course description


The Mechanics of Market Risk

  • Internal risk standards
  • Evolving market conditions
  • New regulatory requirements – including FRTB and IRRBB
  • Unorthodox monetary policies
  • The changing micro-structure of markets with HFT platforms which can heighten market liquidity risk
  • The consequential lack of a proper assessment of diversification with a bank’s trading book or investment portfolio

Training content

  • Unit 1 – Fundamentals of Trading Activities and Risk Metrics
  • Unit 2 – Foreign Exchange and Interest Rate Risk
  • Unit 3 – Liquidity Risk and Market Micro-Structure
  • Unit 4 – Non-Linear Products: Behaviour and Risks
  • Unit 5 – Futures, CCP’s and Collateral
  • Unit 6 – Tail Risk, Stress Testing and FRTB
  • Unit 7 – Legislation and Regulations Regarding Market Risk

Contact this provider

Contact course provider

Fill out your details to find out more about The Mechanics of Market Risk Management.

  Contact the provider

  Get more information

  Register your interest

Country *

reCAPTCHA logo This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
IFF - International Faculty of Finance

International Faculty of Finance - IFF Finance & IFE Energy - Specialist Training Courses

As one of the world's leading specialist financial training organisations, The International Faculty of Finance, provides participants in the global financial markets with intensive technical training programmes designed to help them succeed on the global stage.  Established in 1991 we...

Read more and show all training delivered by this supplier