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Risk Management - Market Risk for Funds

16 heure(s)


In the fund industry, market risk plays a central role, since it directly impacts a fund’s value and thus its NAV. The objective of this course is to provide participants with a good understanding of market risk in the fund industry and how to manage it.

  • Describe and understand the basic components of market risk in the fund industry
  • Understand the interaction between market risk and other risks in the fund industry
  • Understand and measure leverage for funds
  • Evaluate the market risk of derivatives and portfolios
  • Learn how to measure a fund’s global exposure:
    • Commitment approach
    • Value at risk (VaR) approach


  • Fundamentals of Market Risk
  • Equity Risk
  • Interest Rate Risk
  • FOREX Risk
  • Commodity Risk
  • Derivative Risk
    • Black & Scholes
    • Greeks
  • Portfolio Risk
    • Models
    • Leverage
    • Hedging strategies
  • Global exposure
    • Commitment approach
    • Value at Risk approach
  • Stress testing and scenario analysis
  • Market Risk reporting
  • Future trends

Public cible

A qui s'adresse la formation?

Financial service professionals who want to gain a good understanding of market risk in the fund industry.


Certificat, diplôme

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

Informations supplémentaires


For this training course, an optional exam is available. In case of interest, candidates can choose a date from the list of proposed examination sessions. Registration for the exam must be made at least five days before the chosen exam date. The exam is subject to a registration fee.

The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.

Voir les coordonnées de l'organisme

Le contenu de ce descriptif de formation est de la seule responsabilité de son auteur, l'organisme de formation House of Training.

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Organisation Formation inter-entreprise

The training material will be handed out at the beginning of the course.

Langues de prestation

In collaboration with: ALRiM - Risk Management Professionals in Luxembourg

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