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
- Two components
- Liquidity risk
- Types of liquidity risk
- Market liquidity (asset liquidity)
- Funding liquidity (finance liquidity)
- Liquidity risk management
- Collateralisation
- Margining
- Collateralisation
- Types of liquidity risk
- Compliance risk
- Compliancy framework
- Code of conduct
- Compliance risk management
- Operational risk
- Operational risk management in trading
- Mandates
- Limit structures
