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
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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 the complexities of today’s volatile markets.
Expert-led sessions cover essential risk mitigation strategies, encompassing the exploration of hedging techniques, a study of VAR methodologies and insights into the use of orders and limit systems.
Key challenges will be explored, including the impact of environmental, social and governance factors on market risk and leveraging data analytics for risk prediction. The course also emphasises integrating trading risk into the overall risk management framework for a holistic approach.
Participants will leave the course with the practical knowledge to manage trading risk in line with Basel IV standards and 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.
Learning objectives
- Clarify risk-reward relationships
- Calculate value-at-risk (VAR) using the Monte Carlo method
- Understand stop-loss and take-profit methods
- Leverage data and technology for enhanced risk prediction
- Learn how to use derivatives to hedge against market volatility
- Examine the Fundamental Review of the Trading Book
Who should attend
Relevant departments may include but are not limited to:
- Regulation
- Compliance
- Treasury
- Accounting
- Finance
- Legal
- Credit
- Capital
- Liquidity
- Operational risk
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:
- 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
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