Getting Started with Market Risk

Course title
Getting Started with Market Risk
Duration
1 day
Audience
Partners
Customers

Overview

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.

Pre-requisites

Core knowledge of market risk practices, concepts and regulations

Course Agenda

• 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

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. This course will be delivered remote only.

Delivery dates

November 29th  2017