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New York Institute of Finance

Market Risk Management

  • Advanced

This course offers a comprehensive review of the market risk reporting cycle, from model selection to risk reporting. Gain valuable skills in risk management and enhance your ability to communicate risk metrics effectively.

  • Market risk reporting
  • Risk model selection
  • Data aggregation
  • Model calibration
  • Risk computation

Overview

In this course, you will delve into the complete market risk reporting cycle, covering essential topics such as risk model selection, data aggregation, and model calibration. You will learn to compute and report risks effectively, gaining the skills needed to generate realistic market risk reports and communicate their implications to non-technical audiences. This course is ideal for professionals looking to advance their careers in risk management.

  • Layers 1 Streamline Icon: https://streamlinehq.com
    English
    course language
  • Professional Certification
    upon course completion

Who is this course for?

Risk Managers

Professionals responsible for identifying, assessing, and mitigating risks within an organization.

Risk Analysts

Individuals who analyze and interpret data to identify potential risks and develop strategies to manage them.

Treasury Analysts

Experts who manage an organization's financial assets and liabilities, focusing on risk management and investment strategies.

Enhance your expertise in market risk management with this advanced course. Learn key concepts such as risk model selection and data aggregation, and gain the skills to effectively communicate risk metrics. Ideal for professionals seeking to advance their careers in risk management.

Pre-Requisites

1 / 3

  • Intermediate MS Excel skills (lookup functions, matrix multiplication, etc.)

  • Fixed income arithmetic

  • Elementary differential calculus

What will you learn?

Equity Risk
Explore elements of portfolio theory, the Capital Asset Pricing Model, and the evaluation of equity portfolio risk and performance.
Fixed Income Risk
Learn about bond and swap arithmetic, rate risk, and foreign exchange risk.
Derivatives Risk
Understand forwards, futures, options, option valuation, and sensitivity measures such as Greeks.
Measuring Market Risk with Historical Data
Collect data to model risk factors, determine loss distribution, and compute risk measure estimates.
Model Based Approaches to Market Risk
Study single risk factor models, portfolio risk measures, and techniques to reduce complexity.

New cohorts coming soon