Course Objectives

Enhance your understanding of the many different aspects of risk and risk management that exist in today’s markets. This course focuses on systemic and unsystemic aspects and examines both the qualitative and quantitative views on analysing risk and common approaches to its mitigation.


Who Should Attend

-Those familiar with financial markets, but new to risk management
-Technologists focusing on risk management solutions
-Front-Mid Office staff seeking greater awareness of risk


Prerequisite Courses

None


Course Overview

Defining Risk

-The current landscape: scope and toxicity
-Key risk categories
-Systemic and systematic risk
-Horrors and heroes: case risk

Regulation and compliance

-Banking supervision
-Alternative investments
-European themes
-The global perspective

Managing Risk

-Government objectives
-Establishing industry-wide practices
-The fund manager’s perspective

Quality and Quantify

-Cross-markets dependencies and patterns
-Charting risk premiums
-Buy and sell-side indicators

Reporting

-Obtaining requisite transparency
-Identifying the sectors/asset classes laden with limit breaking risk

Managing Liquidity

-Determining a liquidity map of the industry
-Threats to liquidity
-Regulatory support for liquidity

Systemic Risk

-Identifying the weaknesses-the next blow-ups?
-Determining ‘street-level’ indicators

The Future of Risk

-Summarising credit markets
-Challenges for regulators
-The new investors profiles
-Market participants and new objectives


Learning Goal

At the end of the course, delegates should have:

Understand the various risk categories associated with financial markets

Conversancy with risk mitigation principles and approaches

Clarity regarding key regulatory themes

Course Materials

Course notes, handouts