5 DAYS MARKET RISK MANAGEMENT TRAINING

Service Description

Day 1: Introduction to Market Risk Management 1. Overview of Market Risk in the Financial Industry 2. Types of Market Risk (Equity Risk, Interest Rate Risk, Currency Risk, etc.) 3. Importance of Market Risk Management in Financial Operations 4. Regulatory Framework (Basel Accord Standards) and its Significance 5. Role of Market Risk in Regulatory Compliance 6. Market Risk Metrics (Value at Risk, Expected Shortfall) 7. Historical and Monte Carlo Simulation Methods 8. Market Risk Data and Data Sources 9. Market Risk Mitigation Techniques (Hedging, Diversification, etc.) Day 2: Regulatory Capital Requirements (Basel III) 1. Basel III Market Risk Requirements and Objectives 2. Standardized Approach for Market Risk (SA) 3. Internal Models Approach (IMA) 4. Market Risk Mitigation under Basel III 5. Basel III Reporting and Documentation 6. Determining Regulatory Capital for Market Risk 7. Capital Buffers and Stress Testing 8. Basel III Compliance and Reporting 9. Case Studies and Hands-on Exercises 10. Review and Q&A Day 3: Economic Capital and Market Risk Modeling 1. Understanding Economic Capital for Market Risk 2. Economic Capital vs. Regulatory Capital 3. Estimating Economic Capital for Market Risk 4. Portfolio Management and Capital Allocation 5. Risk Appetite and Capital Allocation 6. Market Risk Models (Delta-Gamma Approach, GARCH Models) 7. Stress Testing and Scenario Analysis 8. Model Validation and Backtesting 9. Practical Applications and Case Studies 10. Risk Management Strategies Day 4: Market Risk Management in Practice 1. Market Risk Governance and Policies 2. Risk Limits and Exposure Management 3. Risk Monitoring and Early Warning Systems 4. Market Risk Reporting and Documentation 5. Case Studies on Market Risk Management Best Practices 6. Reporting Market Risk in Financial Statements 7. Basel III Pillar 3 Disclosures 8. Value at Risk (VaR) and Stress Testing in Financial Reporting 9. Disclosure Requirements for Market Risk 10. Practical Examples and Exercises Day 5: Market Risk and Regulatory Compliance 1. Role of Regulatory Authorities in Market Risk Oversight 2. Key Compliance Requirements (Capital Adequacy, Reporting, Governance) 3. Compliance Risk and Market Risk Interplay 4. Internal and External Audits 5. Case Studies on Regulatory Compliance 6. Market Risk Management Systems and Tools 7. Machine Learning and AI in Market Risk Management 8. Future Trends and Challenges in Market Risk Management

Contact Details

• Ability House, 121 Brooker Road, Waltham Abbey, UK

  +442081453355

  info@implementbaselaccord.com