By attending this interactive course the attendants will extend their knowledge on how to deal with all aspects of Market Risk: Counterparty market risk frameworks, Tools for measuring market risk, Different methods of VaR, Back testing Market Risk, Reporting Market Risk, Applied Transfer Pricing, OIS/Discounting, Pricing Credit CVA&ALM, Basel III, Liquidity Risk, ALCO&ALM Foundations, ALCO Report Market risk and volatility, Stress testing, Stress scenarios, Modeling concentration risk, Specific risk Treatments Modeling Volatility and more.
What will I learn?
- Build a complete risk framework for Counterparty and Market Risk
- Trends and new regulations for market, counterparty and ALM
- Asset Liability Management and ALCO committees
- Stress testing & liquidity risk
- Specific risk treatments
Target Audience
- Market risk manager
- Treasury manager
- Trade dealers / money markets
How will I benefit?
Successful completion of this course makes you a CMRP™ Certified Market Risk Professional. You can use the designation CMRP™ on your business card and resume.
- Up to 18 months membership to the IABFM professional body
- Access to the IABFM network and body of information online
- Preferred access to education centers in USA, UK, Europe, Asia, Middle East and Latin America
- Access to the IABFM journal published online Gold Embossed Certificate with your name and designation
- as MIABFM (Member of the International Academy of Business and Financial Management)
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