Market Risk Basics - Online

This course provides a basic overview of market risks and regulatory issues associated with them.

This is an online self study course that can be globally accessed from any internet enabled computer. Access is for 91 days. Certificates with credits earned will be awarded upon successful course completion.

También, se ofrece este curso en Español. Llamada para más información.

Available TodayOnlineUSD$175
Instructional Method:
Self-Study
Level: Basic

ICB CREDITSICPAS CREDITS
11.254.5
Risk managers and assistants, trading assistants, finance professionals, auditors and controllers.
Students will be able to:
  • Understand the Building Blocks of Market Risk
  • Use Financial Mathematics such as Time Value of Money
  • Explain Statistical concepts such as Probability Distribution, Volatility, Correlation and Regression
  • Understand Bond Pricing and Yield Analysis
  • Define Risk measurement concepts such as Gap Analysis, Duration Analysis, Simulation Analysis and Basis Point Value
"Very suitable for my current work situation and also very easy to access from different locations."
  • Market Risk Intermediate - Online
  • Market Risk Advanced- Online
    • Language Options
    También, se ofrece este curso en Español. Llamada para más información.
    Interest Rate Risk
    Topics covered include:
    • Concept of interest rate risk
    • Different types of interest rate risk
    • Impact of interest rate risk on target measures such as Net Interest Income (NII) and Economic Value of Portfolio Equity (EVPE)
    • Techniques of measuring interest rate risk such as Gap Analysis, Duration and Convexity
    Duration: 1 hour

    Liquidity Risk
    Topics covered include:
    • Concept of liquidity and liquidity risk and its importance to banks
    • Various liquidity measurement systems
    • Practical tools and techniques to monitor liquidity
    • How to incorporate liquidity into VaR Limits
    Duration: 1 hour

    Equity Risk
    Topics covered include:
    • Equity risk and its components
    • The various methods of measuring equity risk
    • The growing importance of diversification and its impact on equity risk
    Duration: 1 hour

    Foreign Exchange Risk
    Topics covered include:
    • Concept of foreign exchange exposure, rate and risk
    • Sources of foreign exchange risk
    • Various regulatory issues
    Duration: 1 hour

    Commodity Risk
    This module gives an introduction to commodity risk. It helps the user understand:
    • The concept of commodity risk
    • The determination of price in the commodity market
    • The measurement of commodity risk using maturity model and simplified approach
    Duration: 1 hour

    Portfolio Risk
    This module explains the concept of portfolio risk. It helps the user understand:
    • The concept of portfolio risk
    • The importance of diversification of portfolio
    • The different types of risk exposures
    • The methods of measuring portfolio risk
    • How to minimize portfolio risk using the techniques of indexing and immunization
    Duration: 1 hour

    Value at Risk
    Topics covered include:
    • Concept of value at risk
    • Parameters associated with value at risk
    • Various facets of value at risk
    • Advantages, disadvantages and application of value at risk
    Duration: 2 hours

    Regulatory Issues
    This module deals with regulatory issues in Market Risk. It helps the user understand:
    • How market risk can be regulated
    • The purpose of regulatory capital
    • The various approaches applied to capital charges
    Duration: 1 hour

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