معهد الدراسات المصرفية

المملكة الأردنية الهاشمية

Market Risk Management


المحاضر تاريخ البداية تاريخ النهاية توقيت البداية توقيت النهاية مكان الانعقاد عدد الساعات سجّل الآن
د. اسامة محمود الكيلاني
2019-03-18 2019-03-20 16:30 20:15 عمان 11.25

(Objectives / الأهداف)

:

By the end of this training course, participants will be able to :

- Identify market risk sources and assessment methods.

- Calculate VaR and use it to manage and monitor market risk.


(Contents / المحتويات)

:

- Market Risk Definition .

- Sources of Market Risk.

- Assessment of Market Risk:

- The Standardized measurement Method.

- The Internal Models Approach.

- Value at Risk:

- VaR definition.

- The three approaches to VaR.

- VaR Calculation.

- Decomposing VaR.

- How to use VaR to manage market risk.

- Managing Market Risk.

- Monitoring Market Risk.

- The Role of Middle Office. 

- Case Study.



(Participants / المشاركون)

:

-  Banks and financial institutions, employees working in the departments of risk management , internal auditing , compliance , and strategic planning.