Search
Search

 

Market Risk Management: Foreign Exchange Risk and Equity Risk 

In this eLearning module on Market Risk Management: Foreign Exchange Risk and Equity Risk, you will learn about managing Foreign Exchange Risk and Equity Risk components of Market Risk. You will also learn about reporting on Market Risk.

 

Coverage and structure for eLearning module

 

Topic

Sub-topic

Foreign Exchange Risk
  • Currency Risk
  • Transaction Risk
  • Translation Risk
  • Economic or business risk
  • Herstatt Risk

Management of Foreign Exchange Risk
  • Open foreign exchange position limits (NOP limit)
  • Overall (Aggregate) Net Open Position limit
  • Dealer’s limit
  • Stop loss limit
  • Diversification
  • Hedging through derivatives

BCBS Guidelines on Foreign Exchange Risk Management
  • Guideline 1: Governance
  • Guideline 2: Principal risk
  • Guideline 3: Replacement cost risk
  • Guideline 4: Liquidity risk
  • Guideline 5: Operational risk
  • Guideline 6: Legal risk
  • Guideline 7: Capital for FX transactions

Equity Risk Management
  • Overview

Management of Equity Risk
  • Fixing Exposure limits
  • Stop Loss Limits
  • Risk limit (VaR limit)
  • Using Equity Derivatives
  • Other Measures

Risk Reporting for Effective Management of  Market Risk
  • Reporting to the Board
  • Reporting to the Management

Broad Guidelines for Auditing Market Risk Function
  • Responsibilities of Audit Manager
  • Areas to be reviewed

 

 

Module Fees: Rs. 2500/-                                  Access period: 3 months                                 Learning time: 3 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 "Market Risk Management: Foreign Exchange Risk and Equity Risk" from the search bar
  • Select the e-learning module - Market Risk Management: Foreign Exchange Risk and Equity 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