Course Details

Professional Course on Certified Market Risk Professional is available here. 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