Go to Top
FDHL Group

Trading Market Risk (VaR)

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
  • empower participants to facilitate the implementation of market risk framework in their respective institutions

Duration – 4 Days

 

 

Curriculum

Fundamentals of Financial Markets Products
Treasury Bills, Bonds, Equities and Foreign Exchange

Overview of Market Risk Framework
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

CBN Regulatory Framework on Risk
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

Overview of Basel Accord
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

Calculation of Capital Charges (Basel 2)
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

Controlling Market Risk – Limits Setting
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

Factor Sensitivities: spot trading, cross currency and forward FX trading positions
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

Value-at-Risk (5 Steps)
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

VaR Simulations
Parametric, Historic and Monte-carlo

Stress Testing, Scenario Analysis and Back- Testing
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

Importance of Internal Controls
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116

Counterparty Risk Management
Notice: Undefined index: work_desc in /home/fdhl/public_html/wp-content/themes/nebraska/loop-portfolio.php on line 116