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
  Highlights
Home

Overview
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
    http://www.kesdee.com/coursedetails.jsp?productid=21&groupID=10

    For purchase, contact us at

      Library of 8 Courses
    Home

    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

    JOB AIDS

    • 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

      Available Products
    Home
      Upcoming Products
    Home
      Reply Form
    Home
    For more information about our e-learning products and services
    visit us at www.kesdee.com
    >