Course Overview
“VaR” is designed to enable organisations develop a robust market risk team and also put in place action/trigger limits, policies, controls etc. to manage the inherent risks involved in treasury dealings
Course Objectives
- expose participants to the concepts, methodologies and the practice of market risk management
- sensitise participants on the market risk related provisions of Basel Accord
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empower participants to facilitate the implementation of market risk framework in their respective institutions
Duration – 4 Days