Financial & Market Risk Management – Root Cause Analysis & Problem Solving

Programme description & objectives

Programme description & objectives The course covers the most important aspects of the art of market risk management, as seen from both the traders’ and the enterprise risk managers’ point of view. The measurement of market risk and its use for position management, regulatory purpose and risk/return optimization is explored in detail. From simple linear instruments to exotic options and complex pricing models, the course will give you the knowledge and skills to tackle the challenges of the modern practice of market risk management. The course starts by describing the tools used on the trading desks to measure, control and mitigate the unwanted risks, on both plain vanilla and complex instruments and portfolios. A discussion of the technological challenges involved in the implementation of an enterprise-wide risk management system completes the course. The delegates will use their Excel skills to build tools that will help them to prototype their own risk management engine. As a result of attending this seminar, participants will: - Develop the essential skills needed to understand the various types of risk - Analyze the options for dealing with risk - Identify the keys factors to determine the real root causes - Eliminate problems using the root cause analysis process - Develop your own methodology to solve any problem