Risk Management - Market Risk for Funds

Formation inter-entreprise

À qui s'adresse la formation?

Financial service professionals who want to gain a good understanding of market risk in the fund industry.

Durée

16,00 heure(s)

Langues(s) de prestation

EN

Prochaine session

Objectifs

In the fund industry, market risk plays a central role, since it directly impacts a fund’s value and thus its NAV. The objective of this course is to provide participants with a good understanding of market risk in the fund industry and how to manage it.

  • Describe and understand the basic components of market risk in the fund industry
  • Understand the interaction between market risk and other risks in the fund industry
  • Understand and measure leverage for funds
  • Evaluate the market risk of derivatives and portfolios
  • Learn how to measure a fund’s global exposure:
    • Commitment approach
    • Value at risk (VaR) approach

Contenu

  • Fundamentals of Market Risk
  • Equity Risk
  • Interest Rate Risk
  • FOREX Risk
  • Commodity Risk
  • Derivative Risk
    • Black & Scholes
    • Greeks
  • Portfolio Risk
    • Models
    • Leverage
    • Hedging strategies
  • Global exposure
    • Commitment approach
    • Value at Risk approach
  • Stress testing and scenario analysis
  • Market Risk reporting
  • Future trends

Contact pour cette formation

House of Training

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