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…
- Be able to build a complete risk framework for Counterparty and Market Risk.
- Understand the trends and new regulations for market, counterparty and ALM.
- Apply the risk framework to stress testing.
- Learn how to manage risks that arise due to mismatches between the assets and liabilities.
- Gain insights into specific risk treatments.
BENEFITS OF ATTENDING
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)
The International Academy of Business and Financial Management is one of the world’s fastest growing professional associations with more than 200,000 members, associates and affiliates in 145 countries. IABFM™ hosts and organizes certification training worldwide and offers exclusive board designations to candidates who meet the highest professional standards and assessment criteria.
The IABFM is credited by the American National Standards Institute (ANSI) the International Standards setting authority.
- Length 5 days
- Level Advanced Training
- Industry Risk Management
- Prerequisites None
- Association IABFM - International Academy of Business and Financial Management
- Language English
- This program is worth 35 NASBA CPE credits
– RISK MEASURE AND FRAMEWORK
– REGULATORY ENVIRONMENT, BASEL III AND HIS IMPACT IN BANKING AND ALM
– RISE OF THE NEW RISK TYPES. LIMITS OF BACK TESTING.
– SYSTEMIC RISK AND BANKING. CENTRAL BANK ACTIVISM.
– STRESS TESTING. MODELLING RISK. REPORTING RISK THE NEW CHALLENGES.