Training - Risk Management - Market Risk for Funds

How long does the training course last?

8,00 hours(s)

In which language(s) is the training course taught?

When will the next session take place?

Who is organising this training course?

Fondation créée en 2015 par la Chambre de Commerce et l’Association des Banques et Banquiers Luxembourg (ABBL), la House of Training est un organisme agréé de formation professionnelle continue qui s'engage à contribuer activement à la compétitivité et à l'attractivité du Luxembourg en développant les compétences de ceux qui font vivre son économie.

Who is the training course aimed at?

Financial service professionals who want to acquire a comprehensive understanding of market risk and its applications within investment fund risk management.

What are the aims or the skills being targeted?

Market risk plays a pivotal role within and beyond fund risk frameworks, impacting essential organisational, regulatory and strategic aspects of investment fund management.
This course provides its participants with the primary market risk concepts, its role within an investment fund's organisation and the main tools applied by practitioners to assess these risks.

Identify the main components of market risk in the fund industry
Understand the interaction between market risk and other risks in the fund industry
Apply common risk approaches as Value at Risk (VaR), stress testing and back-testing
Evaluate the market risk of derivatives and portfolios
Learn main regulatory requirements and processes relevant for investment fund risk management
Measure a fund’s global exposure under the Commitment approach and Value at Risk (VaR) approach