Trading risk management for market risk
View AgendaKey reasons to attend
- Discover hedging strategies to minimise risks within trading portfolios
- Integrate trading risk into broader risk management strategies
- Apply various interest rate risk measurement methods
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About the course
In this comprehensive course, participants will enhance their trading risk management skills, gaining the tools needed to navigate today’s volatile markets. Expert-led sessions cover essential risk assessment and mitigation strategies, encompassing hedging techniques, VAR methodologies and scenario analysis.
Emphasis is placed on integrating trading risks into the broader risk management framework, ensuring a holistic approach. Attendees will also be introduced to FRTB, gaining insights into the internal models approach, with a focus on the transition from VAR to expected shortfall.
Participants will leave the course equipped with the practical knowledge to manage trading risk in line with Basel IV standards and effectively adapt to future market shifts.
Avoid the price increase - book by December 31, 2024
Save up to $1,000*. Use promo code ‘LOCK24’ at checkout or contact us at learning@risk.net for more details.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance*
- 3-for-2 rate: save over $2,000 by booking a group of three attendees*
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber*
- Season tickets: save up to 60% - request price breakdown
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Learning objectives
- Clarify risk-reward relationships
- Calculate value-at-risk using the Monte Carlo method
- Learn how to set appropriate stop-loss and take-profit levels
- Explore how the price value of a basis point is calculated
- Examine the Fundamental Review of the Trading Book (FRTB)
- Understand market risk impacts from diverse perspectives
Who should attend
Relevant departments may include but are not limited to:
- Risk management
- Trading
- Treasury
- Quantitative analysis
- Compliance
- Finance
- Audit
- Senior management
Agenda
February 18–20, 2025
Live online. Timezones: Emea/Americas
Sessions:
- Introduction to trading risk
- Hedging strategies
- Understanding interest rate risk measurement methods
- Understanding value-at-risk
- Integrating trading risk into risk management frameworks
- The Fundamental Review of the Trading Book (FRTB)
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- HSBC’s trading VAR hits 10-year high
- Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
- EU banks balk at new market risk models back test
To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial
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