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Understanding Market Risk

In this eLearning module on Balance sheet of a Bank, you will learn about various Market Risks that Indian banks face. You will also learn about calculation of aggregate capital charge for Market Risk.

 

Coverage and structure for eLearning module

 

Topic

Sub-topic

Introduction to Market Risk 
  • What is Market risk
  • What are the components of Market Risk

Sources of Market Risk
  • What are the different sources of Market Risk & how is it measured
  • Trading and banking books
  • Capital charge for trading and banking books
  • Market Risk Components subject to capital requirements 

Interest Rate Risk
  • Definition of Interest Rate Risk
  • Price-yield relationship and price risk explained
  • Measurement of Capital Charge for Interest Rate Risk
  • Components of General Market Risk Charge for Interest Rate Risk
  • Concept of modified duration explaineds

Foreign Exchange Risk
  • Definition of Foreign Exchange Risk
  • Rupee fall
  • Measurement of Capital Charge for Foreign Exchange Risk

Equity Price Risk
  • Definition of Equity Price Risk
  • Measurement of Capital Charge for Equity Price Risk
  • Illustration for capital charge of Equity Risk under Standardised Approach

Aggregation of Market Risk Capital Charge
  • Total RWA for Market Risk
  • Illustration for Aggregation of Capital Charge and RWA for Market Risk

 

 

Module Fees: Rs. 1500/-                                  Access period: 3 months                                 Learning time: 2 hours

 

 

Steps to purchase

 

  • Go to CRISIL Learning platform https://training.crisil.com/
  • On https://training.crisil.com/ (CRISIL Learning platform) – sign up to create your unique login ID and password
  • Once your account is set up, search for "Understanding Market Risk" from the search bar
  • Select the e-learning module - Understanding Market Risk and click on buy now; it will get added to your cart
  • Click on 'Cart' and purchase the module(s) with your debit or credit card
Detailed steps

Features of eLearning modules:

 

 

Real life case studies

 

Real life case studies built leveraging our expertise in research, ratings & risk solutions

 

Expert Speak

 

Insights incorporated in eLearning, based on 15+ years of classroom training experience

 

Glossary & Resources

 

End to end structure comprising basic definitions to advanced readings

 

Visuals for workflows

 

Use of visuals to show a complex process or workflow

 

Interactive examples

 

Interspersed with practice exercises and interactive examples to help apply concepts

 

Knowledge checks

 

Knowledge checks at the end of each topic to ensure absorption of concepts

 

Animations

 

Animations & Characters to make complex concepts easy to learn

 

Gamification

 

Final assessment questions & gamification at the end of the module to ensure learning objectives are met