e-learning and reference solutions for the global finance professional

Market Risk: Intermediate Level

An e-learning product that covers some critical concepts in Market Risk

The themes of this product are:

  • Evaluate cash flows at various points in time
  • Gain an insight into basic financial measures such as current yield, yield-to-maturity, and total return analysis
  • Analyze the mechanics of bond pricing and issues involved therein
  • Understand the concepts of volatility and correlation in financial asset prices

For information about our other e-learning solutions see Course Catalog

This product is available in three levels viz., Basic, Intermediate and Advanced.
The Intermediate Level covers:

  • Several important topics in the industry such as Back Testing and Stress Testing that are presented with practical examples in an engaging and interactive fashion
  • A comprehensive annual survey on Value at Risk methodologies (assumptions, choice of models and the amount/type of exposure) used by leading financial institutions worldwide

Target Audience
Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from KESDEE’s innovative solutions.

  • Supervisory Agencies

  • Central Banks

  • Financial Institutions

  • Commercial Banks

  • Investment Banks

  • Housing Societies/Thrifts

  • Mutual Funds

  • Brokerage Houses

  • Stock Exchanges

  • Derivatives Exchanges

  • Insurance Companies

  • Multinational Corporations

  • Accountancy Firms

  • Consultancy Firms

  • Law Firms

  • Rating Agencies

  • Multi-lateral Financial Institutions

  • Others

  • Course Level and Number of Courses
    Intermediate Level. Library of 8 Courses

    Instructional Method
    Dynamic, Interactive e-learning

    Recommended Background
    Familiarity with basic financial concepts

    To purchase this course online, visit: Link

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      Library of 8 Courses

    Market Risk: Intermediate Level
    Time taken to complete each Course: Two - Three hours

    1. Emerging Market Risk

    • Objectives
    • Introduction
    • Emerging Market Risks
    • Measuring Emerging Market Risk
    • Supervision in Emerging Market

    2. Market Risk Models

    • Objectives
    • Introduction
    • Parametric Models
    • Historical Simulation Models
    • Monte Carlo Simulation Models
    • Value at Risk Implementation

    3. Stress Testing

    • Objectives
    • Need for Stress Testing
    • Incorporating into Market Risk Models
    • Implementation
    • Evaluating Stress Tests

    4. Supervisory Requirements

    • Objectives
    • Introduction
    • Backtesting
    • Supervision

    5. Risk Management Systems

    • Objectives
    • Choosing a Risk Solution
    • Algorithmics
    • RiskMetrics
    • Askari
    • SunGard Trading and Risk Systems
    • Financial Engineering Associates

    6. Case Study – Orange County

    • Objectives
    • History
    • Crisis
    • Analyzing through Measures

    7. Case Study – Barings Bank

    • Objectives
    • Kobe Earthquake and its fallout
    • Trading Mechanics
    • Applications of Value at Risk

    8. Case Study – Metallgesellshaft

    • Objectives
    • Introduction
    • Hedging Alternatives
    • Analysis of MGRM’s Methods
    • Lessons Learnt


    • Measurement Tools
    • Disclosures
    • Global Best Practices
    • Benchmarking Data
    • Policy Templates

    Calculators in Market Risk: Intermediate Level

    1. Undiversified and Diversified VaR
    2. VaR of an Equity
    3. VaR of an FRA
    4. Variance Covariance

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    For more information about our e-learning products and services
    visit us at www.kesdee.com