Why this course?

Description

Market volatility, rate shocks, FX swings, and equity downturns can destabilise even the strongest banks. This 10-hour online certificate course teaches you how to identify, measure, and manage market risk across trading and banking book exposures. Aligned with Basel III/FRTB and RBI practices, the course covers VaR models, IRRBB, ALM, stress testing, and capital charges.

Through global case studies—including LTCM, Asian Financial Crisis, JP Morgan’s London Whale, SVB, Archegos, and Credit Suisse—you’ll learn how real banking failures happened and how strong risk governance could have prevented them. Designed for banking, risk, treasury, and regulatory professionals, the course includes templates, dashboards, and model walkthroughs.

Need for the Course
Banks face increasing exposure to interest rate, FX, equity, and commodity risks-yet many teams lack strong quantitative skills, model understanding, or regulatory clarity. Without robust models, stress testing, and governance, banks remain vulnerable to losses, regulatory breaches, and reputational damage.

This course fills that gap by offering a practical, global, and regulator-aligned roadmap to market risk management.

What You’ll Learn
• Types of market risks and why they matter
• Interest Rate Risk in Banking Book (IRRBB): duration, convexity, EaR, gap analysis
• FX, equity & commodity risk exposures and measurement
• VaR models: variance-covariance, historical simulation, Monte Carlo
• Stress testing, back‑testing, scenario design
• ALM governance, liquidity linkages & ALCO functioning
• Basel III & FRTB frameworks, capital charges, IMA vs Standardised Approach
• Global case studies: LTCM, Asian crisis, London Whale, SVB, Archegos, Credit Suisse
• Practical tools: ALM sheets, risk dashboards, model documentation

Who Should Enroll
• Market risk, credit risk & operational risk teams
• Treasury, ALM, and finance professionals
• Internal auditors, regulators, and compliance teams
• Analysts in banks, NBFCs, fintech & consulting
• MBA/finance students aiming for banking careers
• Professionals preparing for FRM, PRM, RBI roles

Course Format & Duration
• 10 hours of expert‑led video modules
• Real-World case studies & stress-testing exercises
• Certificate of Completion included
• Practical, exam‑friendly and industry‑aligned content

Why This Course Is Unique
• Combines global market risk modelling with Indian regulatory context
• Includes rare, high‑impact cases like SVB, Archegos & London Whale
• Covers both trading book & banking book market risks
• Practical tools for VaR, gap analysis, stress testing & ALCO reporting
• Bridges theory, regulation, and real bank failures for actionable learning

Enroll Now
Strengthen your expertise in one of banking’s most critical risk domains.
Learn to anticipate shocks, build strong models, and protect your institution with robust, global-standard market risk practices.