Risk Management in the Business of Trading

Description

Programme

This course concerns a 1-day online workshop covering the following topics:

• Risk management

• • Risk identification
  • Risk assessments (qualification & quantification)
  • Risk reporting (scenario & sensitivity analysis)
  • Risk control (liquidation, hedging)

• Market risk

• • Price volatility
  • Market (price) risk management

• Counterparty risk

• • Two components
    • Delivery risk
    • Credit risk
  • Credit risk management

• Liquidity risk

• • Types of liquidity risk
    • Market liquidity (asset liquidity)
    • Funding liquidity (finance liquidity)
  • Liquidity risk management
    • Collateralisation
      • Margining

• Compliance risk

• • Compliancy framework
  • Code of conduct
  • Compliance risk management

• Operational risk

• • Operational risk management in trading
  • Mandates
  • Limit structures