Introduction to Market Risk Management MRM

Do you know:

• What are the Fundamentals of Risk and Risk Management?

• What is the Hierarchy and Process of Risk Management?

• What are Market Risk, Market Risk Management MRM, and different MRM Models?

In this course, you will get an insight into the above key questions.

COURSE FOCUS

Remember that 'Market Risk Management' is one of the sub-components of Risk Management. There are other components of Risk Management such as Operational Risk, Liquidity Risk, Compliance Risk, etc. In this course, we will focus on the concepts of Risk, Risk Management, and 'Market Risk' Component.

LEVEL OF COURSE AND WHO SHOULD ATTEND THE COURSE

This course is 'not an advanced level course', instead, this course is designed to provide you the 'basic to intermediate' level knowledge of topics such as Risk, Types, Risk Relationships, Board Level Risk Governance, Hierarchy, Risk Management Process, Risk Management Committee, Market Risk Management MRM, Models, etc.

• If you are a Beginner or New to Risk Management or want to learn about it, then this course is for you. It will provide you the good knowledge and understanding of the subject.

• If you are doing or seeking a job in domains like Risk Management, Treasury, Audit, Finance, Consultancy, Compliance, etc. then this course may be a fit for you.

  
  

COURSE TOPICS

• Understanding the concept of Risk, Events, Types, and Relationships with Examples

• Understanding Organization Hierarchy including Board of Directors, Senior Management, Middle Management, Front Office, Back Office, etc.

• Overview of Risk Management Governance and Board Risk Management Committee BRMC

• Understanding Risk Management Process Steps and Its Application with Examples

• Understanding Market Risk,

• Understanding Types of Market Risk, and Market Risk Management MRM

• Principles of MRM, Examples, and Scenario

• Roles of Market Risk Management (MRM) Function (MRM is one of the units/sub-departments of the overall Risk Management Function in an Institution/Organization)

• MRM Models and Examples such as Value at Risk (VaR) and Interest Rate Risk

CASE STUDY

In this course, a practical case study on VaR is discussed using data.

This is a comprehensive case study on VaR. In the case study, you will learn the importance of portfolio data, how the Market Risk Manager arrives at/calculates Portfolio-Level Value-at-Risk VaR. You will also learn the technical terms that are used in VaR, etc.

MCQs:

This course also includes MCQs to test your Risk Management and Market Risk Management Knowledge.

SOME BENEFITS OF ATTENDING THIS COURSE

• Attending this course will give you the knowledge and understanding of Risks, Types, Governance, Risk Management process, Market Risk, Market Risk Management MRM, MRM Models, etc.

• Further, by attending this course you will be able to confidently talk and communicate with risk management, compliance, audit, and finance professionals.

• Certificate of Completion of Course

Who is this course for:

• Risk management professionals, including Market Risk Management professionals

• Internal audit and control professionals

• Finance professionals

• Treasury and Investment Management professionals

• Students of business, risk management, audit and finance - ACCA, CPA, FRM, CGA, CMA, CA, MBA, B Com

• Others who want to learn the Risk Management and Market Risk Management MRM

Are there any course requirements or prerequisites?

• Willingness to learn how institutions manage Market Risk practically.

• Basic knowledge of Risk Management, Finance, Investments and Governance Structure in a company or institution.