Market Risk Management: Interest rate risk and currency rate risk management
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MRM, Final TestThis course introduces market risk: the risk of losses on a bank’s positions in financial assets or instruments due to adverse movements in market prices. Banks assume market risk because they trade as principals, risking their own capital, and hold positions in financial instruments. Failure to manage market risk can have significant direct effects on a bank’s profitability and reputation. After exploring the sources of market risk and the trading instruments banks use in their trading operations, this course covers various market risk measurement and management considerations, including the approaches outlined in the international standards.
Benefits to your organization
The participant will gain intensive knowledge on interest rate risk and currency risk management. The participants will be able to implement in their organizations the practical knowledge on methods of stress testing and model development on interest rate risk and currency risk management.
Target audience
The course is designed for those who are engaged in risk management functions or are internal auditors, financial analysts, reporting officers. The course will be beneficial for those who are familiar with risk management foundations.
Learning outcomes
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Practical knowledge with respect to internal capital adequacy assessment process, focusing on identification, measurement of material risk drivers and factors,
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Practical knowledge on designing stress in regards of capital adequacy, capital planning, liquidity risk assessment and liquidity planning
Learning approach
- Presentations and lectures
- Practical real life examples
- Case studies
- Forum discussions
- Quizzes
Course Curriculum:
- Introduction
- Module 1: Basics of Financial Instruments and Trading, Market risk management and measurement
- Module 2: FX and Interest Rate risk management
- Final Test
Prerequisites: Basic knowledge on banking, accounting, risk management foundations, English
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