Getting Started with Market Risk
- Course title
- Getting Started with Market Risk
- 1 day
This FusionRisk Market Risk training course will provide functional users with an introduction to the core FusionRisk Market Risk functionalities.
Upon successful completion of the course, delegates will be enabled on the following areas:
• Market Risk Data Mapping and management
• VaR Reporting
• Market Risk Scenario Generation and Setup
• Market Risk Sensitivity functionalities
• Stress Testing
This training will be delivered remotely, in half-day sessions.
Core knowledge of market risk practices, concepts and regulations
• Introduction and Overview
• FO Functional Configuration
• VaR: Historical VaR, VaR Reporting, VaR Explain and PV Explain, Monte Carlo VaR, Back Testing
• Scenarios: Setup and Generation Model
• Calibration Report
• Sensitivity: Approach, Process and Historical PL Process
• Stress Testing and Scenario Definition
Course includes all training presentation materials, trainee workbooks and hands-on exercises. The exercises will be on live systems, through Misys Academy Labs. This course will be delivered remote only.
15th – 16th March (2 half day slots)