Risk Management - Market Risk for Funds

Market risk plays a pivotal role within and beyond fund risk frameworks, impacting essential organisational, regulatory and strategic aspects of investment fund management.

This course provides its participants with the primary market risk concepts, its role within an investment fund's organisation and the main tools applied by practitioners to assess these risks.

• Identify the main components of market risk in the fund industry
• Understand the interaction between market risk and other risks in the fund industry
• Apply common risk approaches as Value at Risk (VaR), stress testing and back-testing
• Evaluate the market risk of derivatives and portfolios
• Learn main regulatory requirements and processes relevant for investment fund risk management 
• Measure a fund’s global exposure under the Commitment approach and Value at Risk (VaR) approach

• 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

Financial service professionals who want to acquire a comprehensive understanding of market risk and its applications within investment fund risk management.

For this training course, an optional exam is available. In case of interest, candidates can choose a date from the list of proposed examination sessions. Registration for the exam must be made at least five days before the chosen exam date. The exam is subject to a registration fee.

The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.

This module is part of the Risk Management Certification for funds. To obtain their certificate, candidates must complete the curriculum in Risk Management for funds and pass the exam.   

More details here :  Professional Certification in Risk Management for Investment Funds