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