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Risk and Risk Control


Objective: comprehensive 3-day program to provide a solid understanding of risk within trading operation and how that risk can be controlled.  

        Primarily focusing on day to day management of risk operations 

        concepts of risk from both a theoretical and practical standpoint. 

        practical methods of measuring risk and techniques and practices to limit and constrain risk to the desired level. 

        risk systems their uses and abuses in the risk control environment 

        real world case studies of how risk arises and can be measured and controlled including the use of VaR techniques and scenario analysis. 

Audience: market professionals with at least 1-year experience 

        Management, treasurers 

        Risk Management

Table of Contents

1)    Concepts of risk: big picture introduction including what risk is and is not, the basic tenants of the markets and valuation, as well as difficulties.

2)    Market risks and other types: introduction to most tractable types of risk and the problems with others such as operational risk.

3)    Risk measurement: methods such as VaR, scenario analysis, stress testing, point Greeks are explored in order to quantify risks.

4)    Risk management: active and passive techniques used to manage risk such as dynamic rebalancing, limits, stop losses.

5)    Risk systems: systems designed to capture, measure and report on risk have limitations and constraints on what they can and cannot do, it is important to understand the output of such systems and the limitations they are produced under.

6)    Risk models single contract and portfolio: valuation and risk models for single contract derivative structure such as Black-Scholes and BDT through to whole portfolio aggregation models such as VaR and scenario analysis.

7)    Risk control: once risk can be measured how it can be controlled using both active and passive techniques stresses the importance of the role of the risk manager and senior management involvement in the ALCO process.

8)    Market specific risks: issues specific to particular markets such as dividend risk in equities and finite supply factors in commodity markets and how these influence risk measurement and control techniques.


430 Pages of comprehensive and extensively illustrated Handout Notes (see samples here)

Plus copies of relevant TG2 Books/e-Books

Note: Seminars can be tailored to your trading, risk, client, and systems needs.  Submit your needs, and/or "cut/paste" from other Seminars (see entire "standard" list HERE)


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Last modified: July 25, 2011