Kurum-İçi Eğitim Programları
B11. Market Risk
Market Risk: Basic Level
An e-learning product that covers several basic concepts in Market Risk
This product is available in three levels viz., Basic, Intermediate and Advanced.
Topics covered at the Basic Level include:
Building Blocks of Market Risk
Financial Mathematics such as Time Value of Money
Statistical concepts such as Probability Distribution, Volatility, Correlation and Regression
Bond Pricing and Yield Analysis
Risk measurement concepts such as Gap Analysis, Duration Analysis, Simulation
Analysis and Basis Point Value
The Basic Level courses are packed with interactive practical examples, calculators,
and intuitive explanations that form a solid foundation for Market Risk Management
Overview
This product is available in three levels viz.,
Basic, Intermediate and Advanced.
Topics covered at the Basic Level include:
Building Blocks of Market Risk
Financial Mathematics such as Time Value
of Money
Statistical concepts such as Probability
Distribution, Volatility, Correlation and
Regression
Bond Pricing and Yield Analysis
Risk measurement concepts such as Gap Analysis, Duration Analysis, Simulation Analysis and Basis
Point Value
The Basic Level courses are packed with interactive practical examples, calculators, and intuitive
explanations that form a solid foundation for Market Risk Management.
Course Level & Number of Courses
Basic Level
Library of 8 Courses
Instructional Method
Dynamic, Interactive e-learning
Recommended Background
Familiarity with basic financial concepts
The themes of this product are:
Evaluate cash flows at various points in time
Gain an insight into basic financial measures such as current yield, yield-to-
maturity, and total return analysis
Analyze the mechanics of bond pricing and issues involved therein
Understand the concepts of volatility and correlation in financial asset prices
Market Risk: Basic Level
For more information, please visit:
Market Risk: Basic Level
Library of 8 Courses
Time taken to complete each Course: Two - Three hours
1. Interest Rate Risk
Objectives
Introduction
Types of Interest Rate Risk
Impact of Interest Rate Risk
Measuring Interest Rate Risk I
Measuring Interest Rate Risk II
2. Liquidity Risk
Objectives
Introduction
Liquidity Measurement Systems
Liquidity Management
Practical Tools and Techniques
Liquidity Risk and VaR
3. Equity Risk
Objectives
Introduction
Capital Asset Pricing Model
Measuring Equity Risk
Diversification and Equity Risk
For more information, please visit:
Market Risk: Basic Level
Library of 8 Courses
4. Foreign Exchange Risk
Objectives
Introduction
Regulations
5. Commodity Risk
Objectives
Introduction
Commodity Market
Methodology
6. Portfolio Risk
Objectives
Introduction
Types of Risk Exposure
Measuring Portfolio Risk
Portfolio Management
7. Value at Risk
Objectives
Risk Measures
Introduction
Value at Risk Parameters
Role of VaR
Regulators and VaR
Determining VaR
For more information, please visit:
Market Risk: Basic Level
Library of 8 Courses
Evaluating VaR
Application of VaR
8. Regulatory Issues
Objectives
Aim of Regulation
JOB AIDS
Disclosures
Benchmarking Data
Policy Templates
Global Best Practices
Basel Accord
Approaches to Capital Charges
Measurement Tools
Calculators in Market Risk: Basic Level
1. Undiversified and Diversified VaR
2. VaR of an Equity
3. VaR of an FRA
4. Variance Covariance
For more information, please visit:
Target Audience
Every professional involved in the global financial services industry (as a provider, user,
regulator or advisor of product/services, marketplace/exchange) would benefit from
KESDEE’s innovative solutions.
Supervisory Agencies
Central Banks
Financial Institutions
Commercial Banks
Investment Banks
Housing Societies/Thrifts
Mutual Funds
Brokerage Houses
Stock Exchanges
Derivatives Exchanges
Insurance Companies
Multinational Corporations
Accountancy Firms
Consultancy Firms
Law Firms
Rating Agencies
Multi-lateral Financial Institutions
Others
For purchase, contact us at KESDEE Inc.
Phone: +1-858-755-8527
Fax: +1-858-755-6973, +1-858-756-8587
E-mail: information@kesdee.com
For online purchase, visit
Available Products
Product Name No. of Courses
1. Asset Liability Management Library of 28 Courses
2. Liquidity Management and Contingency Funding Plan Library of 14 Courses
3. Financial Institution Analysis - CAMELS Approach Library of 8 Courses
4. Financial Mathematics Library of 7 Courses
5. Global Banking Supervision Library of 15 Courses
6. Capital Adequacy Planning (Basel I) Library of 7 Courses
7. Basel II-University Library of 63 Courses
8. Sarbanes-Oxley Act Library of 12 courses
9. Futures & Forwards Library of 7 Courses
10. Swaps Library of 7 Courses
11. Options Library of 10 Courses
12. Market Risk (Basic Level) Library of 8 Courses
13. Market Risk (Intermediate Level) Library of 8 Courses
14. Market Risk (Advanced Level) Library of 4 Courses
15. Value at Risk Library of 16 Courses
16. Credit Analysis Library of 13 Courses
17. Credit Ratings Library of 3 Courses
18. Counterparty Credit Risk Library of 9 Courses
19. Credit Risk Modeling Library of 6 Courses
20. Credit Derivatives Library of 23 Courses
21. Operational Risk Management Library of 21 Courses
22. Asset Securitization Library of 28 Courses
23. Asset Liability Management for Insurance Companies Library of 29 Courses
24. Anti-Money Laundering Library of 6 Courses
25. Financial Privacy Library of 6 Courses
26. Corporate Governance Library of 9 Courses
27. Money Markets Library of 9 Courses
28. Fixed Income Markets Library of 17 Courses
29. Equity Markets Library of 10 Courses
30. Foreign Exchange Markets Library of 9 Courses
31. Foreign Exchange Management Library of 7 Courses
32. Treasury Analytics Library of 5 Courses
33. Interest Rate Risk Management Library of 4 Courses
34. Funding and Investments Library of 5 Courses
35. Implementation -Treasury Management Library of 4 Courses
36. Case Studies -Treasury Management Library of 5 Courses
37. Understanding Financial Statements Library of 2 Courses
38. Budgeting Library of 5 Courses
39. Management Accounting Library of 7 Courses
40. Financial Accounting Library of 9 Courses
41. Mutual Funds Library of 11 Courses
42. ePRM Coach Library of 68 Courses
43. eFRM Coach Library of 61 Courses
Available Products
Product Name No. of Courses
1. Asset Liability Management Library of 28 Courses
2. Liquidity Management and Contingency Funding Plan Library of 14 Courses
3. Financial Institution Analysis - CAMELS Approach Library of 8 Courses
4. Financial Mathematics Library of 7 Courses
5. Global Banking Supervision Library of 15 Courses
6. Capital Adequacy Planning (Basel I) Library of 7 Courses
7. Basel II-University Library of 63 Courses
8. Sarbanes-Oxley Act Library of 12 courses
9. Futures & Forwards Library of 7 Courses
10. Swaps Library of 7 Courses
11. Options Library of 10 Courses
12. Market Risk (Basic Level) Library of 8 Courses
13. Market Risk (Intermediate Level) Library of 8 Courses
14. Market Risk (Advanced Level) Library of 4 Courses
15. Value at Risk Library of 16 Courses
16. Credit Analysis Library of 13 Courses
17. Credit Ratings Library of 3 Courses
18. Counterparty Credit Risk Library of 9 Courses
19. Credit Risk Modeling Library of 6 Courses
20. Credit Derivatives Library of 23 Courses
21. Operational Risk Management Library of 21 Courses
22. Asset Securitization Library of 28 Courses
23. Asset Liability Management for Insurance Companies Library of 29 Courses
24. Anti-Money Laundering Library of 6 Courses
25. Financial Privacy Library of 6 Courses
26. Corporate Governance Library of 9 Courses
27. Money Markets Library of 9 Courses
28. Fixed Income Markets Library of 17 Courses
29. Equity Markets Library of 10 Courses
30. Foreign Exchange Markets Library of 9 Courses
31. Foreign Exchange Management Library of 7 Courses
32. Treasury Analytics Library of 5 Courses
33. Interest Rate Risk Management Library of 4 Courses
34. Funding and Investments Library of 5 Courses
35. Implementation -Treasury Management Library of 4 Courses
36. Case Studies -Treasury Management Library of 5 Courses
37. Understanding Financial Statements Library of 2 Courses
38. Budgeting Library of 5 Courses
39. Management Accounting Library of 7 Courses
40. Financial Accounting Library of 9 Courses
41. Mutual Funds Library of 11 Courses
42. ePRM Coach Library of 68 Courses
43. eFRM Coach Library of 61 Courses
Market Risk: Intermediate Level
An e-learning product that covers some critical concepts in Market Risk
This product is available in three levels viz., Basic, Intermediate and Advanced.
The Intermediate Level covers:
Several important topics in the industry such as Back Testing and Stress Testing that
are presented with practical examples in an engaging and interactive fashion
A comprehensive annual survey on Value at Risk methodologies (assumptions, choice
of models and the amount/type of exposure) used by leading financial institutions
worldwide
PO Box 910207, San Diego, CA 92191, U.S.A. Ph.: +1-858-755-8527, Fax: +1-858-756-8587, +1-858-755-6973
Overview
The themes of this product are:
Evaluate cash flows at various points in time
Gain an insight into basic financial measures such as current yield, yield-to-
maturity, and total return analysis
Analyze the mechanics of bond pricing and issues involved therein
Understand the concepts of volatility and correlation in financial asset prices
For more information, please visit:
This product is available in three levels viz., Basic,
Intermediate and Advanced.
The Intermediate Level covers:
• Several important topics in the industry such
as Back Testing and Stress Testing that are
presented with practical examples in an
engaging and interactive fashion
• A comprehensive annual survey on Value at
Risk methodologies (assumptions, choice of
models and the amount/type of exposure)
used by leading financial institutions
worldwide
Market Risk: Intermediate Level
Course Level & Number of Courses
Intermediate Level
Library of 8 Courses
Instructional Method
Dynamic, Interactive e-learning
Recommended Background
Familiarity with basic financial concepts
Overview
The themes of this product are:
Evaluate cash flows at various points in time
Gain an insight into basic financial measures such as current yield, yield-to-
maturity, and total return analysis
Analyze the mechanics of bond pricing and issues involved therein
Understand the concepts of volatility and correlation in financial asset prices
For more information, please visit:
This product is available in three levels viz., Basic,
Intermediate and Advanced.
The Intermediate Level covers:
• Several important topics in the industry such
as Back Testing and Stress Testing that are
presented with practical examples in an
engaging and interactive fashion
• A comprehensive annual survey on Value at
Risk methodologies (assumptions, choice of
models and the amount/type of exposure)
used by leading financial institutions
worldwide
Market Risk: Intermediate Level
Course Level & Number of Courses
Intermediate Level
Library of 8 Courses
Instructional Method
Dynamic, Interactive e-learning
Recommended Background
Familiarity with basic financial concepts
Market Risk: Intermediate Level
Library of 8 Courses
Time taken to complete each Course: Two - Three hours
1. Emerging Market Risk
Objectives
Introduction
Emerging Market RisksMeasuring Emerging Market Risk
Supervision in Emerging Market
2. Market Risk Models
Objectives
Introduction
Parametric Models
Historical Simulation Models
Monte Carlo Simulation Models
Value at Risk Implementation
3. Stress Testing
Objectives
Need for Stress Testing
Incorporating into Market Risk Models
Implementation
Evaluating Stress Tests
For more information, please visit:
Market Risk: Intermediate Level
Library of 8 Courses
4. Supervisory Requirements
Objectives
Introduction
Backtesting
Supervision
5. Risk Management Systems
Objectives
Choosing a Risk Solution
Algorithmics
RiskMetrics
Askari
SunGard Trading and Risk Systems
Financial Engineering Associates
6. Case Study – Orange County
Objectives
History
Crisis
Analyzing through Measures
7. Case Study – Barings Bank
Objectives
Kobe Earthquake and it Fallout
Trading Mechanics
Applications of Value at Risk
For more information, please visit:
Market Risk: Intermediate Level
Library of 8 Courses
8. Case Study – Metallgesellshaft
Objectives
Introduction
Hedging Alternatives
Analysis of MGRM’s Methods
Lessons Learnt
JOB AIDS
Measurement Tools
Disclosures
Global Best Practices
Benchmarking Data
Policy Templates
Calculators in Market Risk: Intermediate Level
1. Undiversified and Diversified VaR
2. VaR of an Equity
3. VaR of an FRA
4. Variance Covariance
For more information, please visit:
Target Audience
Every professional involved in the global financial services industry (as a provider, user,
regulator or advisor of product/services, marketplace/exchange) would benefit from
KESDEE’s innovative solutions.
Supervisory Agencies
Central Banks
Financial Institutions
Commercial Banks
Investment Banks
Housing Societies/Thrifts
Mutual Funds
Brokerage Houses
Stock Exchanges
Derivatives Exchanges
Insurance Companies
Multinational Corporations
Accountancy Firms
Consultancy Firms
Law Firms
Rating Agencies
Multi-lateral Financial Institutions
Others
For purchase, contact us at KESDEE Inc.
Phone: +1-858-755-8527
Fax: +1-858-755-6973, +1-858-756-8587
E-mail: information@kesdee.com
For online purchase, visit
Available Products
Product Name No. of Courses
1. Asset Liability Management Library of 28 Courses
2. Liquidity Management and Contingency Funding Plan Library of 14 Courses
3. Financial Institution Analysis - CAMELS Approach Library of 8 Courses
4. Financial Mathematics Library of 7 Courses
5. Global Banking Supervision Library of 15 Courses
6. Capital Adequacy Planning (Basel I) Library of 7 Courses
7. Basel II-University Library of 63 Courses
8. Sarbanes-Oxley Act Library of 12 courses
9. Futures & Forwards Library of 7 Courses
10. Swaps Library of 7 Courses
11. Options Library of 10 Courses
12. Market Risk (Basic Level) Library of 8 Courses
13. Market Risk (Intermediate Level) Library of 8 Courses
14. Market Risk (Advanced Level) Library of 4 Courses
15. Value at Risk Library of 16 Courses
16. Credit Analysis Library of 13 Courses
17. Credit Ratings Library of 3 Courses
18. Counterparty Credit Risk Library of 9 Courses
19. Credit Risk Modeling Library of 6 Courses
20. Credit Derivatives Library of 23 Courses
21. Operational Risk Management Library of 21 Courses
22. Asset Securitization Library of 28 Courses
23. Asset Liability Management for Insurance Companies Library of 29 Courses
24. Anti-Money Laundering Library of 6 Courses
25. Financial Privacy Library of 6 Courses
26. Corporate Governance Library of 9 Courses
27. Money Markets Library of 9 Courses
28. Fixed Income Markets Library of 17 Courses
29. Equity Markets Library of 10 Courses
30. Foreign Exchange Markets Library of 9 Courses
31. Foreign Exchange Management Library of 7 Courses
32. Treasury Analytics Library of 5 Courses
33. Interest Rate Risk Management Library of 4 Courses
34. Funding and Investments Library of 5 Courses
35. Implementation -Treasury Management Library of 4 Courses
36. Case Studies -Treasury Management Library of 5 Courses
37. Understanding Financial Statements Library of 2 Courses
38. Budgeting Library of 5 Courses
39. Management Accounting Library of 7 Courses
40. Financial Accounting Library of 9 Courses
41. Mutual Funds Library of 11 Courses
42. ePRM Coach Library of 68 Courses
43. eFRM Coach Library of 61 Courses
Available Products
Product Name No. of Courses
1. Asset Liability Management Library of 28 Courses
2. Liquidity Management and Contingency Funding Plan Library of 14 Courses
3. Financial Institution Analysis - CAMELS Approach Library of 8 Courses
4. Financial Mathematics Library of 7 Courses
5. Global Banking Supervision Library of 15 Courses
6. Capital Adequacy Planning (Basel I) Library of 7 Courses
7. Basel II-University Library of 63 Courses
8. Sarbanes-Oxley Act Library of 12 courses
9. Futures & Forwards Library of 7 Courses
10. Swaps Library of 7 Courses
11. Options Library of 10 Courses
12. Market Risk (Basic Level) Library of 8 Courses
13. Market Risk (Intermediate Level) Library of 8 Courses
14. Market Risk (Advanced Level) Library of 4 Courses
15. Value at Risk Library of 16 Courses
16. Credit Analysis Library of 13 Courses
17. Credit Ratings Library of 3 Courses
18. Counterparty Credit Risk Library of 9 Courses
19. Credit Risk Modeling Library of 6 Courses
20. Credit Derivatives Library of 23 Courses
21. Operational Risk Management Library of 21 Courses
22. Asset Securitization Library of 28 Courses
23. Asset Liability Management for Insurance Companies Library of 29 Courses
24. Anti-Money Laundering Library of 6 Courses
25. Financial Privacy Library of 6 Courses
26. Corporate Governance Library of 9 Courses
27. Money Markets Library of 9 Courses
28. Fixed Income Markets Library of 17 Courses
29. Equity Markets Library of 10 Courses
30. Foreign Exchange Markets Library of 9 Courses
31. Foreign Exchange Management Library of 7 Courses
32. Treasury Analytics Library of 5 Courses
33. Interest Rate Risk Management Library of 4 Courses
34. Funding and Investments Library of 5 Courses
35. Implementation -Treasury Management Library of 4 Courses
36. Case Studies -Treasury Management Library of 5 Courses
37. Understanding Financial Statements Library of 2 Courses
38. Budgeting Library of 5 Courses
39. Management Accounting Library of 7 Courses
40. Financial Accounting Library of 9 Courses
41. Mutual Funds Library of 11 Courses
42. ePRM Coach Library of 68 Courses
43. eFRM Coach Library of 61 Courses
Market Risk: Advanced Level
An e-learning product that covers advanced concepts in Market Risk
Market Risk: Advanced Level
Overview
This product is available in three levels viz.,
Basic, Intermediate and Advanced.
Topics covered at the Advanced Level include:
•
An in-depth coverage of Advanced Market
Risk Models, Statistical Models, Stress
Testing & Scenario Analysis, and Risk-
adjusted Performance Measurement
• Complex theories and concepts that are
presented in a simple and easy-tounderstand
manner with practice
exercises, calculators and other interactive
features
Course Level & Number of Courses
Advanced Level
Library of 4 Courses
Instructional Method
Dynamic, Interactive e-learning
Recommended Background
Familiarity with basic financial concepts
For more information, please visit:
Market Risk: Advanced Level
Library of 4 Courses
Time taken to complete each Course: Two - Three hours
1. Description of Advanced VaR models
Objectives
New forms of VaR
DelVaR
Advances in Monte Carlo Simulation
Variance reduction techniques in Monte Carlo Simulation
2. Advanced Measuring Volatility and Correlation
Objectives
Introduction
Advanced Volatility Models
Advanced Correlation Models
3. Advanced Scenario Analysis and Stress Tests
Objectives
Aggregate Stress Tests
Maximum Loss Approach
Extreme Value Theory
Systematic Testing
4. Risk Adjusted Performance Measurement
Objectives
Introduction
Measuring Risk Capital
Capital Allocation
For more information, please visit:
Market Risk: Advanced Level
JOB AIDS
Measurement Tools
Disclosures
Global Best Practices
Benchmarking Data
Policy Templates
Calculators in Market Risk: Advanced Level
1. Jensen's Measure
2. Sharpe's Measure
3. Treynor's Measure
For more information, please visit:
Target Audience
Every professional involved in the global financial services industry (as a provider, user,
regulator or advisor of product/services, marketplace/exchange) would benefit from
KESDEE’s innovative solutions.
Supervisory Agencies
Central Banks
Financial Institutions
Commercial Banks
Investment Banks
Housing Societies/Thrifts
Mutual Funds
Brokerage Houses
Stock Exchanges
Derivatives Exchanges
Insurance Companies
Multinational Corporations
Accountancy Firms
Consultancy Firms
Law Firms
Rating Agencies
Multi-lateral Financial Institutions
Others
For purchase, contact us at KESDEE Inc.
Phone: +1-858-755-8527
Fax: +1-858-755-6973, +1-858-756-8587
E-mail: information@kesdee.com
For online purchase, visit
Available Products
Product Name No. of Courses
1. Asset Liability Management Library of 28 Courses
2. Liquidity Management and Contingency Funding Plan Library of 14 Courses
3. Financial Institution Analysis - CAMELS Approach Library of 8 Courses
4. Financial Mathematics Library of 7 Courses
5. Global Banking Supervision Library of 15 Courses
6. Capital Adequacy Planning (Basel I) Library of 7 Courses
7. Basel II-University Library of 63 Courses
8. Sarbanes-Oxley Act Library of 12 courses
9. Futures & Forwards Library of 7 Courses
10. Swaps Library of 7 Courses
11. Options Library of 10 Courses
12. Market Risk (Basic Level) Library of 8 Courses
13. Market Risk (Intermediate Level) Library of 8 Courses
14. Market Risk (Advanced Level) Library of 4 Courses
15. Value at Risk Library of 16 Courses
16. Credit Analysis Library of 13 Courses
17. Credit Ratings Library of 3 Courses
18. Counterparty Credit Risk Library of 9 Courses
19. Credit Risk Modeling Library of 6 Courses
20. Credit Derivatives Library of 23 Courses
21. Operational Risk Management Library of 21 Courses
22. Asset Securitization Library of 28 Courses
23. Asset Liability Management for Insurance Companies Library of 29 Courses
24. Anti-Money Laundering Library of 6 Courses
25. Financial Privacy Library of 6 Courses
26. Corporate Governance Library of 9 Courses
27. Money Markets Library of 9 Courses
28. Fixed Income Markets Library of 17 Courses
29. Equity Markets Library of 10 Courses
30. Foreign Exchange Markets Library of 9 Courses
31. Foreign Exchange Management Library of 7 Courses
32. Treasury Analytics Library of 5 Courses
33. Interest Rate Risk Management Library of 4 Courses
34. Funding and Investments Library of 5 Courses
35. Implementation -Treasury Management Library of 4 Courses
36. Case Studies -Treasury Management Library of 5 Courses
37. Understanding Financial Statements Library of 2 Courses
38. Budgeting Library of 5 Courses
39. Management Accounting Library of 7 Courses
40. Financial Accounting Library of 9 Courses
41. Mutual Funds Library of 11 Courses
42. ePRM Coach Library of 68 Courses
43. eFRM Coach Library of 61 Courses
Available Products
Product Name No. of Courses
1. Asset Liability Management Library of 28 Courses
2. Liquidity Management and Contingency Funding Plan Library of 14 Courses
3. Financial Institution Analysis - CAMELS Approach Library of 8 Courses
4. Financial Mathematics Library of 7 Courses
5. Global Banking Supervision Library of 15 Courses
6. Capital Adequacy Planning (Basel I) Library of 7 Courses
7. Basel II-University Library of 63 Courses
8. Sarbanes-Oxley Act Library of 12 courses
9. Futures & Forwards Library of 7 Courses
10. Swaps Library of 7 Courses
11. Options Library of 10 Courses
12. Market Risk (Basic Level) Library of 8 Courses
13. Market Risk (Intermediate Level) Library of 8 Courses
14. Market Risk (Advanced Level) Library of 4 Courses
15. Value at Risk Library of 16 Courses
16. Credit Analysis Library of 13 Courses
17. Credit Ratings Library of 3 Courses
18. Counterparty Credit Risk Library of 9 Courses
19. Credit Risk Modeling Library of 6 Courses
20. Credit Derivatives Library of 23 Courses
21. Operational Risk Management Library of 21 Courses
22. Asset Securitization Library of 28 Courses
23. Asset Liability Management for Insurance Companies Library of 29 Courses
24. Anti-Money Laundering Library of 6 Courses
25. Financial Privacy Library of 6 Courses
26. Corporate Governance Library of 9 Courses
27. Money Markets Library of 9 Courses
28. Fixed Income Markets Library of 17 Courses
29. Equity Markets Library of 10 Courses
30. Foreign Exchange Markets Library of 9 Courses
31. Foreign Exchange Management Library of 7 Courses
32. Treasury Analytics Library of 5 Courses
33. Interest Rate Risk Management Library of 4 Courses
34. Funding and Investments Library of 5 Courses
35. Implementation -Treasury Management Library of 4 Courses
36. Case Studies -Treasury Management Library of 5 Courses
37. Understanding Financial Statements Library of 2 Courses
38. Budgeting Library of 5 Courses
39. Management Accounting Library of 7 Courses
40. Financial Accounting Library of 9 Courses
41. Mutual Funds Library of 11 Courses
42. ePRM Coach Library of 68 Courses
43. eFRM Coach Library of 61 Courses
