Market Risk: Basic Level

An e-learning product that covers several basic concepts in Market Risk

The themes of this product are:

Evaluate cash flows at various points in time
Gain an insight into basic financial measures such as current yield, yield-to-maturity, and total return analysis
Analyze the mechanics of bond pricing and issues involved therein
Understand the concepts of volatility and correlation in financial asset prices

Highlights
Library of 8 Courses
Available Products
Upcoming Products

Highlights

Overview

This product is available in three levels viz., Basic, Intermediate and Advanced.
Topics covered at the Basic Level include:

Building Blocks of Market Risk
Financial Mathematics such as Time Value of Money
Statistical concepts such as Probability Distribution, Volatility, Correlation and Regression
Bond Pricing and Yield Analysis
Risk measurement concepts such as Gap Analysis, Duration Analysis, Simulation Analysis and Basis Point Value
The Basic Level courses are packed with interactive practical examples, calculators, and intuitive explanations that form a solid foundation for Market Risk Management

Target Audience
Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from KESDEE’s innovative solutions.

Supervisory Agencies

Central Banks

Financial Institutions

Commercial Banks

Investment Banks

Housing Societies/Thrifts

Mutual Funds

Brokerage Houses

Stock Exchanges

Derivatives Exchanges

Insurance Companies

Multinational Corporations

Accountancy Firms

Consultancy Firms

Law Firms

Rating Agencies

Multi-lateral Financial Institutions

Others

Course Level and Number of Courses
Basic Level. Library of 8 Courses

Instructional Method
Dynamic, Interactive e-learning

Recommended Background
Familiarity with basic financial concepts

To purchase this course online, visit: Link
http://www.kesdee.com/coursedetails.jsp?productid=14&groupID=10

For purchase, contact us at

Library of 8 Courses

Market Risk: Basic Level
Time taken to complete each Course: Two - Three hours

1. Interest Rate Risk

Objectives
Introduction
Types of Interest Rate Risk
Impact of Interest Rate Risk
Measuring Interest Rate Risk I
Measuring Interest Rate Risk II

2. Liquidity Risk

Objectives
Introduction
Liquidity Measurement Systems
Liquidity Management
Practical Tools and Techniques
Liquidity Risk and VaR

3. Equity Risk

Objectives
Introduction
Capital Asset Pricing Model
Measuring Equity Risk
Diversification and Equity Risk

4. Foreign Exchange Risk

Objectives
Introduction
Regulations

5. Commodity Risk

Objectives
Introduction
Commodity Market
Methodology

6. Portfolio Risk

Objectives
Introduction
Types of Risk Exposure
Measuring Portfolio Risk
Portfolio Management

7. Value at Risk

Objectives
Risk Measures
Introduction
Value at Risk Parameters
Role of VaR
Regulators and VaR
Determining VaR
Evaluating VaR
Application of VaR

8. Regulatory Issues

Objectives
Aim of Regulation
Basel Accord
Approaches to Capital Charges

JOB AIDS

Disclosures
Benchmarking Data
Policy Templates
Global Best Practices
Measurement Tools

Calculators in Market Risk: Basic Level

1. Undiversified and Diversified VaR
2. VaR of an Equity
3. VaR of an FRA
4. Variance Covariance

Available Products

Upcoming Products

For more information about our e-learning products and services
visit us at www.kesdee.com