Description
Market risk management plays a central role in the fund industry, since it directly impacts a fund’s value and thus its NAV. This course provides participants with a good understanding of market risk in the fund industry and how it is managed.
Course content
Market Risk Management for UCITS funds
- Introduction and Definition
- Global Exposure and Self-Assessment
- Commitment Approach
- VaR Approaches
- VaR Backtesting
- Stress Testing
- Fund Leverage
- Other Market Risk Measurement Methods
Market Risk Management for AIFs
- Introduction and Definition
- Market Risk Measurement KRIs
- Stress Testing
- Leverage
Sessions
Duration
1 day
Up to 15 participants
