Advanced Market Risks for Financial Institutions
A Review of Industry Best Practices
This two day course addresses best practices in market risk management in light of the recent events that challenged the risk oversight profession, world-wide. The global financial crisis events will be used as an experimental laboratory to test the utility and effectiveness of market risk models in the financial industry and moderated discussions will lead participants to derive means to develop better risk and limit frameworks suitable to their respective institutional risk appetite.
The course will address the recent changes in the regulatory framework governing the banking and funds management industries and draw conclusions on the likely changes in market risk oversight practices.
This two day course addresses best practices in market risk management in light of the recent events that challenged the risk oversight profession, world-wide. The global financial crisis events will be used as an experimental laboratory to test the utility and effectiveness of market risk models in the financial industry and moderated discussions will lead participants to derive means to develop better risk and limit frameworks suitable to their respective institutional risk appetite.
The course will address the recent changes in the regulatory framework governing the banking and funds management industries and draw conclusions on the likely changes in market risk oversight practices.
Reasons to Attend
- Best Practices in development of Internmal Market Risk Models as aligned with the new Basel II
standards of capital adequacy covering liquidity risk, special event risks as well as isiosyncratic
risks in both trading and banking books
- Bridge building between banking book and trading book risk measures and management
practices aligned with IFRS (IAS39, etc.) and US GAAP accounting standards
(e.g. hedge accounting)
- Lessons learned from the crisis and linkages between valuation and risk management in stress
situations
- Best practices of stress testing and backtesting/ calibration of internal market risk models
compliant with the Basel II standards
- Market Risk Management of Investment Portfolios vs. Banking/ Trading Books: Linkages of
Tracking Error and Tracking Error Volatility to the standard “Value at Risk” Measures
- Discussing new regulatory Developments
standards of capital adequacy covering liquidity risk, special event risks as well as isiosyncratic
risks in both trading and banking books
- Bridge building between banking book and trading book risk measures and management
practices aligned with IFRS (IAS39, etc.) and US GAAP accounting standards
(e.g. hedge accounting)
- Lessons learned from the crisis and linkages between valuation and risk management in stress
situations
- Best practices of stress testing and backtesting/ calibration of internal market risk models
compliant with the Basel II standards
- Market Risk Management of Investment Portfolios vs. Banking/ Trading Books: Linkages of
Tracking Error and Tracking Error Volatility to the standard “Value at Risk” Measures
- Discussing new regulatory Developments
liquidity risk liquidity testing asset liquidity marekt liquidity liquidity training
Master Class Details
Date: October 14th & 15th 2010
Location: The Strand Palace Hotel, London
Price: £1995
Location: The Strand Palace Hotel, London
Price: £1995
Who Should Attend?
- Market Risk Managers
- Market Risk Controllers
- Internal and External Auditors
- Consultants
- Insurers
- Portfolio Managers
- Market Risk Controllers
- Internal and External Auditors
- Consultants
- Insurers
- Portfolio Managers
Master Class Facilitator
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