Trading risk management for market risk

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.

Pricing options:

• Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
• 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
• Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber (use code SUB30)
• Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)

*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.

Tutors

Navin Rauniar Risk Learning Faculty

Sustainability advisor

PRMIA

View bio

Navin is an ex-banking professional, and most recently was working as a senior leader and practitioner, with 20+ years of banking, corporate, and big four experience. He advises board and CxO members across business and technology, using domain expertise that focuses on sustainability, capital markets, and risk management, driven by prudential regulation in ESG, climate risk, carbon markets, sustainable financing, net zero, and capital management impacting an institutions’ strategy, governance, and implementation.

Navin was most recently leading the sustainability business and technology delivery for TCS and Tata clients. His international experience assisted in building diverse global teams.

Navin sits on a number of government and private industry committees, developing and influencing public policy on sustainability standards. Navin supports the financial markets community via mentoring of professionals and serving as the co-chair of the PRMIA ESG Working Group & PRMIA SteerCo. He is a regular speaker and chair at conferences, as well as a frequent commentator and author to the media on financial market regulations, including a column on sustainability that is published in ILFR.

Kevin O’Reilly

Principal

Independent

Martin Macko

Chief Executive

Bearning

José David San Miguel

Team Director, Trading Market Risk

Santander

Accreditation

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

• HSBC’s trading VAR hits 10-year high - Read article | Risk.net
• Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall - Read article | Risk.net
• EU banks balk at new market risk models back test - Read article | Risk.net

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