Market Risk Measurement & Management - A 2-Day Workshop

Market Risk Measurement & Management
All businesses take risks based on two factors: the probability an adverse circumstance will come about and the cost of such adverse circumstance. Risk management is the study of how to control risks and balance the possibility of gains.   As with other forms of risk, the potential loss amount

Start

September 16, 2018

End

September 23, 2018

Address

KDU University College Utropolis Campus, Glenmarie, Jalan Kontraktor U1/14, Seksyen U1, 40150 Shah Alam, Selangor Darul Ehsan, MALAYSIA.   View map

All businesses take risks based on two factors: the probability an adverse circumstance will come about and the cost of such adverse circumstance. Risk management is the study of how to control risks and balance the possibility of gains.

 

As with other forms of risk, the potential loss amount due to market risk may be measured in a number of ways or conventions. Traditionally, one convention is to use value at risk (VaR). The conventions of using VaR are well established and accepted in the short-term risk management practice.

 

Market Risk Measurement and Management – 2-Day Workshop

 

This area focuses on market risk measurement and management techniques. The broad knowledge points covered includes the following:

  • Value-at-Risk (VaR) and other risk measures
  • Parametric and non-parametric methods of estimation
  • VaR mapping
  • Backtesting VaR
  • Expected shortfall (ES) and other coherent risk measures
  • Modeling dependence: correlations and copulas
  • Term structure models of interest rates
  • Discount rate selection
  • Volatility: smiles and term structures

 

At the end of the workshop, participants should be able to understand:

  • The importance of developing an understanding of VaR and other common risk measures used to assess risk.
  • Modern risk management requires an understanding of correlation risk.
  • Term structure models and their impact on hedging.
  • Specific concepts related to derivative valuation: the use of OIS vs. LIBOR as a risk-free rate and the occurrence of volatility “smiles.”

 

Who should attend

Anyone with an interest, and/or role, in embedding and reviewing how financial risk is managed throughout an organization and in identifying, assessing and controlling risk at the strategic, programme, project and operational level within an organisation. This includes:

  • Portfolio, programme and project management offices
  • Programme managers and project managers
  • Business Change Managements and Business Analysis
  • Investment Managers, Investment Analysis and Business Case Developers
  • Front-line managers, middle managers and strategic managers

 

Date, Time & Duration:

Sunday, September 16 & 23, 2018 (2-day workshop), Time: 9:00am to 5:00pm

 

Venue:

KDU University College Utropolis Campus, Glenmarie,

Jalan Kontraktor U1/14, Seksyen U1, 40150 Shah Alam, Selangor.

Location map HERE                          GPS Coordinates:  3.092604, 101.559762

 

Fee (HRDF Claimable):

RM1400 nett per participant

 

Register NOW!

 

Download Application Form CLICK HERE.

 

Submit your form with proof of payment or company’s letter of undertaking to KMDC: start@kmdc.com.my, Fax: 603 5565 0797.

KMDC’s RHB Bank Account Number: 212 349 000 543 53 (KDU Management Development Centre Sdn. Bhd.)

 

In-House Customised Workshop:

All our training programmes can be customised and offered as In-House Training Workshop. To inquire, call: 03- 5565 0793/0798 or email: start@kmdc.com.my

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Contact Us

Email: start@kmdc.com.my, FAX: +603 5565 0797
Telephone: +603 5565 0799, +603 5565 0798, +6012 398 9030

Address: KDU Management Development Centre Sdn. Bhd. (KMDC)
KMDC Office, Level 3, Admin. Block,
KDU University College Utropolis Glenmarie Campus
Jalan Kontraktor U1/14, Seksyen U1, 40150 Shah Alam
Selangor Darul Ehsan, Malaysia.

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