Market Risk Management

Market Risk 1

Seminar Market Risk Management

Who should attend

Objective

Key Contents

Practical Exercise

Time

The seminar is directed towards members of risk management groups as well as of financial controlling divisions, consultants and advisors active in providing services to financial institutions. It is also of interest for academics of financial departments who want to get a survey on market risk management.

Objective

The delegates will gain the knowledge of

basic characteristics of market risk,

an understanding of market risk measurement methods,

a survey on traditional and innovative risk measures for market risk.

Key Contents

	Kinds of market risk,
	Alternative risk measures for market risk, Symmetric and downside risk measures (Lower Partial Moments, Value at Risk, Conditional Value at Risk),
	Properties of risk measures,
	Structure of internal market risk models.

Practical Exercise

The delegates conduct worked examples of a simplified portfolio.

Time 1 Day