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Market Risk Measurement and Management

Financial Training Partner A S
Kort om utbildningen
2 dagar
15 500 SEK exkl. moms
Nästa tillfälle: 2021-02-10 09:00 - Stockholm
Öppen utbildning


Market Risk Measurement and Management

This course enables you to measure and control the market risk portfolios of securities. The course is aimed at employees who deal with risk management and control.

The course will give you hands-on experience with measuring and managing market risk. You will learn about the traditional risk figures like duration, Beta, volatility and the option greeks as well as Value at Risk using the Delta Normal Approach and Historical Simulation. You will also learn how to back- and stresstest your portfolio.

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The course is relevant to

- Risk Managers
- Risk Controllers
- Treasurers
- Dealers
- Analysts
- Backoffice employees
- Internal auditors
- Financial authorities
- IT-employees
- Compliance

Course Prerequisites

You have an introductory knowledge about risk management since concepts like duration will only be explained briefly.


You will learn about:

– Fundamental Review of the Trading Book
– Value at Risk
– Delta Normal Approach
– Historical Simulation-based VaR
– Delta VaR, Component VaR and Incremental VaR
– Duration and Key Rate Duration
– Capital Requirements for Market Risk
– The Greeks
– Simple, Exponentially Weighted Moving Average and GARCH-volatility
– Stresstesting and backtesting


The price of the course is SEK 15.500. The price covers course material, lunch and refreshments.


InstructorJørgen Just Andresen

Jørgen Just Andresen is managing director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen is also an external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planing) in 2016.

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).


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Snittbetyg: 4,9

Baseras på 13 recensioner.

Christian Wik, Danske Bank
Fulfilled my expectations. Applicable in daily work. Good balance between theory and practice. Liked that theory was illustrated with examples (calculations etc.) Clear and concise communication. Very good at making the subjects and theoretical aspects understandable.
Jonas Sjöstedt, Nordax Bank
Very good course. Not too basic level and a good mix between theory and exercises. Very good teaching methods. The instructor had very good knowledge on the topic and no problem answering questions.
Evelina Kalmnäs Lindqvist, Förste AP-Fonden
The module gave a good view not only on the "number" of VAR but on the word behind the number. Good with a lot of easy examples. Good combination of theory and reality. The instructor was easy to understand and it was free to ask questions. Good body language - felt like "one of us", not a teacher and a class.

Financial Training Partner A S

Financial Training Partner A S

Courses in financial analysis - open courses and inhouse courses

Financial Training Partner is a leading Scandinavian provider focusing on training in financial analysis to companies and financial institutions. As a participant on our courses you will get the opportunity to meet instructors with teaching skills beyond the ordinary. The instructors...

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Financial Training Partner A S

Lyngby Hovedgade 10
DK-2800 Lyngby

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Baseras på 13 recensioner.
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