e-learning and reference solutions for the global finance professional

Market Risk: Basic Level

An e-learning product that covers several basic 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
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Overview

This product is available in three levels viz., Basic, Intermediate and Advanced.
Topics covered at the Basic Level include:

  • Building Blocks of Market Risk
  • Financial Mathematics such as Time Value of Money
  • Statistical concepts such as Probability Distribution, Volatility, Correlation and Regression
  • Bond Pricing and Yield Analysis
  • Risk measurement concepts such as Gap Analysis, Duration Analysis, Simulation Analysis and Basis Point Value
  • The Basic Level courses are packed with interactive practical examples, calculators, and intuitive explanations that form a solid foundation for Market Risk Management

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
    Basic 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=14&groupID=10

    For purchase, contact us at

      Library of 8 Courses
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    Market Risk: Basic Level
    Time taken to complete each Course: Two - Three hours

    1. Interest Rate Risk

    • Objectives
    • Introduction
    • Types of Interest Rate Risk
    • Impact of Interest Rate Risk
    • Measuring Interest Rate Risk I
    • Measuring Interest Rate Risk II

    2. Liquidity Risk

    • Objectives
    • Introduction
    • Liquidity Measurement Systems
    • Liquidity Management
    • Practical Tools and Techniques
    • Liquidity Risk and VaR

    3. Equity Risk

    • Objectives
    • Introduction
    • Capital Asset Pricing Model
    • Measuring Equity Risk
    • Diversification and Equity Risk

    4. Foreign Exchange Risk

    • Objectives
    • Introduction
    • Regulations

    5. Commodity Risk

    • Objectives
    • Introduction
    • Commodity Market
    • Methodology

    6. Portfolio Risk

    • Objectives
    • Introduction
    • Types of Risk Exposure
    • Measuring Portfolio Risk
    • Portfolio Management

    7. Value at Risk

    • Objectives
    • Risk Measures
    • Introduction
    • Value at Risk Parameters
    • Role of VaR
    • Regulators and VaR
    • Determining VaR
    • Evaluating VaR
    • Application of VaR

    8. Regulatory Issues

    • Objectives
    • Aim of Regulation
    • Basel Accord
    • Approaches to Capital Charges

    JOB AIDS

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

    Calculators in Market Risk: Basic Level

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

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    visit us at www.kesdee.com