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Short courses>Market risk

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Market risk - learn the following in 3 hours

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Gap reports

  • What they are
  • What they show
  • Pipeline risk
  • Strengths & weaknesses

Duration

  • How it is calculated
  • What it shows
  • Strengths & weaknesses

Basis point value

  • How it is calculated
  • What it shows
  • How you can use it
  • Strengths & weaknesses

 Value at risk

  • How it is calculated
  • What it shows
  • How you can use it
  • Strengths & weaknesses

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