A Deeper Look at Market Risk

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Financial crisis in the recent past have taught us that the trade linkages between financial institutions and balance sheet mismatches play a central role in generating the conditions for triggering crisis. Even balance sheets that look solvent can hide serious liquidity issues to the untrained eye. Underneath the calm surface, some potentially dangerous new imbalances may be developing.

In the 2nd part of a 3 part program on market risk, the Finance 3.0 Market Risk (Intermediate) program contains a library of 8 courses designed to help you take a deeper look at the concept of market risk and how it is managed from a risk management professional’s perspective.

A detailed analysis of emerging market risks, core market risk models, stress testing & supervisory requirements are covered. The different types of risk management software systems and how vendors can be selected are discussed. Case studies of actual financial institutions that have been significantly exposed to market risks, and what could have been done to mitigate the risks leading to their destruction.

The 8 courses covered in the Finance 3.0 Market Risk (Intermediate) program are:

• Emerging Market Risk
• Market Risk Models
• Stress Testing
• Supervisory Requirements
• Risk Management Systems
• Case Study – Orange County
• Case Study – Barings Bank
• Case Study – Metallgesellshaft

Enrollment into the Finance 3.0 Market Risk (Intermediate) program also provides you with access to a database of Disclosures, Benchmarking Data, Policy Templates, Global Best Practices and Measurement Tools, to ensure a comprehensive array of market risk job aids and tools at your fingertips always.

$150 – 12 Month Program – Enroll Now