The portal for lifelong-learning
You are here: Home > Training courses > House of Training

Risk Management - Market Risk for Banks

16 hour(s)


In the wake of multiple financial crises, Risk Management has become essential. Today practically every provider of financial services is concerned about the multitude of risks to manage.More specifically, the aim of this course is to provide participants with a good understanding of market risk and how to manage it.

  • Define market risk
  • Describe and understand the basic components of market risk
  • Understand the interaction between market risk and other risks
  • Evaluate the market risk of derivatives and portfolios
  • Understand and apply risk factors, valuation models and normal distribution calculations
  • Explain the use of value at risk (VaR) in measuring and managing market risk
  • Understand other methods and tools for managing market risk


  • Introduction
  • Fundamental concepts of market risk
  • Equity risk
    • Systematic - Specific
  • Beta
  • Interest rate risk
    • Duration/convexity
  • FX risk
    • Transaction risk
    • Translation risk
    • Economic risk
  • Commodity risk
  • Derivatives
    • Black & Scholes
    • Greeks
  • Portfolio
    • CAPM
    • APT
    • Leverage
    • Hedging strategies
  • ALM
    • Gap analysis
    • Duration gap analysis
    • BPV & NPV
  • Value at Risk
    • VaR calculation methods
    • Backtesting
  • Stress testing and scenario analysis
  • Market risk reporting
  • Future trends

Target group

Who is the course aimed at?

This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.


Certficate, diploma

This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 12 days of training in Risk Management and pass the exam for each course.

Contact the training provider
Share this content


Responsibility for the content of this training description lies solely with its author, the training provider House of Training.

Print Expand/Collapse all Send to a friend
Contact the training provider
Organisation Formation inter-entreprise

In collaboration with: ALRiM - Risk Management Professionals in Luxembourg

Next sessions
From/To Location Price
08 - 09/02/23
  Centre de formation   550.00 €
See details
11 - 12/09/23
  Centre de formation   550.00 €
See details
Use of cookies uses cookies to offer you a quality user experience, measure audiences, optimise functions on social media, and offer you personalised content.

By continuing to browse this website, you accept the use of cookies subject to the conditions provided for in our policy on the subject. Find out more.

Essential cookies
These cookies make it possible to use the main functions of our website (including access to your personal space). Normal use of our website is not possible unless these cookies are enabled.
These cookies make it possible to compile statistics on visits to our website. Disabling them stops us monitoring and improving the quality of the services we provide.
Targeted advertising
These cookies make it possible to provide you with information via the Internet and the social media, with offers of training that match your needs.

Read our policy on the use of cookies.

Accept all Manage your cookie settings
Veuillez patienter...