Trading risk management for market risk
View AgendaKey reasons to attend
- Explore best practices for mitigating trading risk
- Discover hedging strategies to manage risks in unpredictable markets
- Learn to integrate trading risk into risk management framework
Customised solutions
Does your team require a tailored learning solution on this or any other topic?
Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review.
About the course
This dynamic learning event equips participants with the necessary tools to manage market risk in the context of trading risk and examines how to integrate these best practices into existing risk management frameworks.
With our subject matter experts, participants will gain in-depth insight into hedging strategies, with a focus on VAR, and explore the implications associated with volatile markets. This course also offers knowledge on how to stay ahead of the curve by examining the use of machine learning in financial data for trading purposes. Participants will leave with a practical knowledge of measuring and managing trading risk in line with the current regulatory landscape
Flexible pricing options:
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Early-bird rate: book in advance and save $200
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3-for-2 group rate: book three delegates for the price of two and save more than $2,000
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Season tickets: book a team of 10 or more and save up to 50%
Learning objectives
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Clarify risk-reward relationships
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Utilise market strategies and derivatives
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Calculate value-at-risk (VAR) using the Monte Carlo method
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Approach stop-loss and take-profit methods
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Implement usage of artificial intelligence (AI) and machine learning in financial data
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Evaluate impact of rising interest rates
Who should attend
Relevant departments may include but are not limited to:
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Regulation
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Compliance
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Treasury
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Accounting
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Finance
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Legal
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Credit
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Capital
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Liquidity
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Operational risk
Agenda
March 19–21, 2024
Live online. Timezones: Emea/Apac
Sessions:
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Introduction to trading risk
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Hedging strategies
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Understanding value-at-risk (VAR)
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Integrating trading risk into risk management frameworks
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Impact of data
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Implications with model market factors
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
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‘Hung’ leveraged loans push Barclays’ VAR to 10-year high - Read article | Risk.net
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Risk Trading, Risky Debt and Financial Stability - Read article | Risk.net
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EU snub to clearing carve-out hurts optimisation efforts - 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
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