EXECUTIVE COURSES

Understanding Financial Market Risk

Content:

Financial risk management is of vital concern in all enterprises, not only in financial institutions. This workshop gives insights into the issues and challenges of managing financial market risk.
We start by defining the goals of financial risk management and assessing the regulatory framework. Customary concepts of measuring financial risk, such as volatility and Value-at-Risk, are reviewed and critically assessed with respect to their assumptions and their performance. We, then, look at new developments in the field of measuring and modeling market risk. In a next step, you will be introduced to conventional and recently developed forecasting techniques, helping you to make more informed decisions. Finally, we will discuss applications in the context of financial decision making and portfolio optimisation.

Take-home value:

The purpose of this workshop is to provide insight into the concepts of measuring, modeling and managing financial risk. It will deepen your understanding of the strengths and weaknesses of conventional and newly developed approaches to handling financial market risk.

Target group:

The workshop is designed for executives in companies and organisations whose decision practice involves financial risk dimensions. And it is meant for risk managers who want to learn about new methods supporting risk-management processes.

Language:

English

Tuition fee*:

1,800 €

*According to our terms and conditions.

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