FusionRisk Value at Risk

Course title
FusionRisk Value at Risk
Duration
3 days
Audience
Partners
Customers

Overview

This FusionRisk Value at Risk training course is aimed at project implementation teams as well as operations and technical support professionals.

Upon successful completion of the course, delegates will:
• Set the Market Risk Process (MRP) for historical Simulation
• Use and explain the Risk Transparency Module
• Set the MRP for Monte – Carlo simulation
• Present the MRP foor sensitivities and parametric VaR
• Set up and use the Back Test report
• Use and explain the Stress Test MRP and Stress Test report

Pre-requisites

Courses: FusionRisk Limits

Course Agenda

• Introduction
• Data Management
• Market Risk Process
• Risk Transparency Module (RTM) – VaR Reports
• Monte – Carlo Simulation MRP
• Sensitivity P&L
• Parametric VaR
• Back Testing
• Stress Test
• Reporting

What's included

Course includes all training presentation materials, trainee workbooks and hands-on exercises. The exercises will be on live systems, through Misys Academy Labs.

Delivery dates

29th  – 31st  May