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The aim of this two-day course is to give participants an overview of the different risks encountered in derivatives transactions, how they interrelate and how they can be measured and monitored.
Key Learning Outcomes:
- Understand how risks in derivatives transactions differ from traditional banking products and why special care needs to be taken in measuring and monitoring these risks
- Distinguish market, credit, operational, liquidity and reputation risk in derivatives products and understand how they inter-relate
- Identify the different types of exposure within each risk group and derivative type and review how these exposures can be measured
- Review lessons learned from risk management failures in derivatives transactions in order to establish best practice in the monitoring and mitigation of risks
A foundation level risk-focused course for capital markets, risk, credit analysts, origination, corporate and bank treasurers, investment management and regulatory professionals who need a better understanding of the practical day to day risks involved in different types of derivatives. The risk focus of the workshop makes it complementary to product skills learned elsewhere.
This course can serve as a preparation for the intermediate to advanced level: Counterparty Credit Risk in Derivatives which focuses in detail on best practice in the measurement and management of counterparty credit risk.