Smart About Risk  
Nabídka  

Seminars

Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book Green & Sustainable Finance Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers
Market Risk

Market Risk

Open seminar in Czech language

The seminar Market Risk is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The seminar focuses on all types of market risk (i.e. volatility of FX rates, interest rates and stock and commodity price fluctuations). Participants will get acquainted with identifying risks as well as the principles of valuing various market instruments. They will learn about methods for measuring and managing market risks, such as open position, gap analysis, VaR and expected shortfall, back-testing and stress testing, and hedging with financial derivatives. The seminar also includes a discussion of the quantitative and qualitative requirements for market risk measurement and management models, including practical aspects of their implementation.

For whom it is intended

The seminar is intended for specialists of medium and large companies whose management is affected by market risks, and specialists of banks, insurance companies, pension and investment funds who deal with market risk and investments.


 

Seminar content

  1. Elements of market risks
  2. Identification of market risk
  3. Valuation of market instruments
  4. Overview of methods of market risk management
  5. Value at risk
  6. Use of VaR within Basel II
  7. Back testing
  8. Stress testing
  9. Possibilities of market risk management
  10. Time horizons and their influence on the method of market risk management
  11. Specifics of market risk management for selected entities

Date: 

Seminar details in PDF

Lecturers

Mgr. Ing. Václav Novotný

Ing. Milan Říha, Risk Management Department Manager, UniCredit Bank Czech Republic and Slovakia, a. s.

Milan Říha is responsible for the methodology and monitoring of market risk and liquidity indicators, valuation of derivatives, calculation of profits and losses from Treasury trades, development of new products, management of collateral from Treasury trades and counterparty risk. In the past, he was responsible for trading derivatives and other financial products on the interbank market. He has been working at UniCredit since 2000, in his current position since 2003.
Milan Říha graduated from the Faculty of Mechanical Engineering of the Czech Technical University.

 

In addition to expert seminars, Advanced Risk Management, s.r.o. offers consultancy services in the area of Market Risk.

Our company also developed specialized software CADCalc® Market for efficient management of market risk.

[Back]