Risk Management & Value at Risk Doha

Course details

This course introduces the concept of risk in business and discusses in depth the meaning of financial risk and how this risk is quantified. It touches upon different types of financial risks faced by a business and main statistical tools used to measure these risks. It discusses in depth the concept of Value at risk (VaR) method of measuring market risk. The course also covers ways to manage market risk.

Objectives

Upon completion of this course participants will be able to:

• Understand the general meaning of risk in business
• Understand and analyze the concept of financial risks in business
• Different types of financial risks faced by a business
• How to use statistical tools to measure risk
• Understand what market risk is
• Different types of market risks
• Analyze and interpret standardized and VaR models of market risk
• Calculate VaR
• Analyze the three different methods to calculate VaR
• How are these risks managed?

Content Highlights

• What is market risk?
• What are standardized and VaR models to calculate market risk?
• Analyze VaR model
• Variance –covariance, historical and Monte Carlo simulation to calculate VaR
• Delta, Gamma and Vega hedging to manage market risks.

Target Audience

• Middle level to higher level risk management executives

Course Structure

• The course is conducted using a combination of lectures, PPTs, discussions and working out of different topics practice questions and analyzing the rationale for the correct answers. Case Study, Excel Exercises will also be a part of this course.