Course description
The Mechanics of Market Risk (In-House)
- Internal risk standards
- Evolving market conditions
- New regulatory requirements – including FRTB and IRRBB
- Unorthodox monetary policies
- The changing micro-structure of markets with HFT platforms which can heighten market liquidity risk
- The consequential lack of a proper assessment of diversification with a bank’s trading book or investment portfolio
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Training content
- Unit 1 – Fundamentals of Trading Activities and Risk Metrics
- Unit 2 – Foreign Exchange and Interest Rate Risk
- Unit 3 – Liquidity Risk and Market Micro-Structure
- Unit 4 – Non-Linear Products: Behaviour and Risks
- Unit 5 – Futures, CCP’s and Collateral
- Unit 6 – Tail Risk, Stress Testing and FRTB
- Unit 7 – Legislation and Regulations Regarding Market Risk
About IFF
International Faculty of Finance - IFF Finance & IFE Energy - Specialist Training Courses
As one of the world's leading specialist financial training organisations, The International Faculty of Finance, provides participants in the global financial markets with intensive technical training programmes designed to help them succeed on the global stage. Established in 1991 we...
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IFF - International Faculty of Finance
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