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Market risk - 2.5 hours

A foundation course that introduces the topic of market risk, some of the measures used and their advantages and disadvantages.

It is suitable for those working in or around financial markets who need to know more.

There are simple examples with time for questions and answers.

This course is only available in-house and is suitable for up to 12 people.

How and why market risk occurs
Gap reports
What they are
What they show
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

Enquire or book this course

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In a world where regulators are focusing on liquidity and capital it's easy to overlook market risk. In many firms this means interest rate exposure. In the UK with Bank Rate at an all time low it's tempting to think that hedging fixed rate assets is just a waste of money. After all why pay 3.25% on a 5 year swap when 3 month Libor is only 51 basis points? Surely matching the interest basis on assets and liabilities ends up costing you 274 bps doesn't it?

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