Market Risk Training
Market Risk is defined as the risk of financial losses arising due to adverse movements of market variables like price of stocks, price of commodities, foreign exchange rates, interest rates, etc. The most common types of market risks are interest rate risk, equity risk, currency risk and commodity risk.
Market Risk analytics training covers topics like Value at Risk (VaR), VaR Measurement Methods for Linear Instruments and Non-Linear Instruments, Parametric VaR, Delta-Normal VaR, Non-Parametric VaR, Monte-Carlo Simulation VaR, Historical Simulation VaR, RiskMetrics VaR, Backtesting VaR, Portfolio VaR, Marginal VaR, Incremental VaR, Component VaR, Correlations and Copulas, Gaussian Copula, Extreme Value Theory, Expected Shortfall, Conditional VaR, Downside Semi-Variance, Coherent measures of risk, etc.
We conduct bespoke training programs in Market Risk analytics. Depending on the needs of the organization and the participant profile, the course would start with learning about the basics of risk management and modern portfolio theory and then go on to learning the various market risk measurement models and techniques.