2018

Apr 23 Mumbai

Market Risk Management - A Quantitative Approach

Training dates - April 23 & 24, 2018

Training locaton - Mumbai

Training fee - ₹30,000 + applicable taxes

 

Summary

 

Programme Objectives

 

Market Risk Management programme is a very hands on programme focusing on pricing, hedging and trading of financial instruments including Bonds, Swaps, Futures, Forwards, Options and Volatility including Portfolio Mapping. This would help the Treasury and Risk professionals in understanding the various intricate quantitative nuances associated with the pricing, valuation, risk and hedging of such products. The programme also exposes participants to quantitative aspects of various Value at Risk models including Parametric Linear VaR models, Historical Simulation, Monte Carlo Simulation and VaR for Option portfolio including Scenario Analysis and Stress Testing. It also focuses on various investment risk management analysis comprising of Alpha, Risk Adjusted Performance Measures like Sharpe Ratio, Sortino Ratio, Information Ratio, Tracking Error Volatility, Surplus Risk, Budgeting Risk, Portfolio VaR, Marginal VaR, Incremental VaR, Component VaR.

 

The programme will benefit

 

Treasury and Risk Professionals of both sell-side and buy-side organizations and others e.g., Banks, Financial Institutions, Primary Dealers, NBFCs, Mutual Funds, Insurance Companies, Investment Banks, Merchant Banks, Brokers & Financial Intermediaries, Hedge Funds, Fund of Funds, Provident Funds, Pension Funds, Corporate, Regulators, Consultants, Auditors, Clearing Houses, Depository Participants, Exchanges, KPOs, BPOs, Financial Research Houses, Academicians, etc.