Modeling for Market Risk Management - Executive Development Programs

Why EDP?

Our Executive Development Programs (EDP) are the ideal platform for functional executives with future potential to move from the basics towards mastery and success in a broader role. These intense 2-day workshops act as catalysts for fresh thinking, re-training and knowledge enhancement. Participants expand their business acumen in key areas as they benefit from the expertise of the faculty and fellow participants.

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In-depth Coverage

The workshops are designed to deliver an intensive, systematic and practical understanding on a chosen topic. These workshops act as an intense crash-course into topics of current interest and you walk away with real tools, techniques and best practices you can apply on the job.

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Expert Faculty

Our faculty is drawn from a diversified pool of experienced industry professionals and academicians. Their diverse backgrounds and vast experiences provide valuable inputs into the dynamic and challenging world of business.

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Experiential Learning

The workshops blend a rigorous academic curriculum with practical application using real world business issues and case studies. Classroom learning is brought to life by hands-on exercises that demonstrate how you can apply the concepts in a holistic and integrated way.

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Group Dynamic

Interact with your peers from different companies to broaden your horizon and expand your network. The workshops help in building professional acumen through extensive interactions among your peers.

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Attractive Pricing

The two-day workshops are priced attractively, and are inclusive of study material, lunch and refreshments at a reputed hotel.

Upcoming Workshop: Hands-On Modeling for Market Risk Management 24th and 25th October, 2016 Mumbai

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With the creation of global financial networks, banking systems around the world are undoubtedly inter-connected. At the same time, changes in equity prices, interest rates, commodity prices and currencies, i.e. market risk, began to play an increasingly important role in overall risk exposure of financial institutions. Recent global financial crisis forcefully demonstrated the importance of effectively measuring and managing risk and, in particular, market risk.

Due to the stochastic nature of financial markets, it is not possible to accurately predict the future value of a portfolio. Every financial institution with a portfolio exposed to market risk should have a model in place which is designed to measure that risk.

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The demands placed on VaR and other similar techniques have grown tremendously, driven by new products such as correlation trading, multi-asset options, power-reverse dual currency swaps, swaps whose notional value amortizes unpredictably, and dozens of other such innovations. To keep up, the tools have evolved and become even more sophisticated. It is critical that those of us directly working in the line of fire keep up with both the drivers and the control measures to mitigate market risk effectively.

Come Join Us as We Embark on This Learning Journey Together!

Our 2-day workshop is designed to deliver a comprehensive understanding of models for VaR computation and model validation techniques, and measure the performance of market risk assessment techniques.

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CRITICAL LEARNING OUTCOMES

This workshop will enable participants to:

  • Holistically understand the key components of market risk management
  • Understand of models for VaR computation and model validation techniques
  • Compare current mathematical frameworks
  • Build models in Excel using Historical Simulation and other techniques
  • Appreciate Value at Risk and Expected Shortfall
  • Appreciate the impact of various regulations on market risk assessment
  • Adopt global best practices in market risk modeling

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WHY YOU SHOULD ATTEND?

  • Comprehensive pre-workshop podcast
  • Exclusive course material for future reference
  • Case study-driven learning methodology
  • Assessments to check your learning and assess your progress
  • Course certificate and full course report

Methodology

We believe in ‘Learning by Doing’ and place utmost importance to practical understanding of the subject matter. The emphasis of the programme is on the practical – participants will have the opportunity to analyze and understand market risk drivers. They will get hands-on with the key models most frequently used in measuring market risk, and all concepts will be illustrated using real data. Through industry experiences and caselets, participants will understand the regulatory requirements and the approach and measures required to address regulatory expectations. This exclusive, two-day Advanced-level program on Modeling for Market Risk is limited to 25 participants and puts attendees in cohort teams guided by an expert faculty – to facilitate learning, maximize interaction, and form lasting connections.

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Caselets
Key concepts will be illustrated using caselets from the global financial markets to provide real-world context.
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Group Activities and Exercises
Participants work in groups to complete exercises which fosters team work
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Knowledge Sharing
Participants learn from the faculty as well as their peers through sharing of experiences and insights
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Discussions and Q&A
Discussions based on real life practical examples and caselets, followed by Q&A to clarify doubts

View Detailed Coverage

Day-1
Module 1: Introduction [30 Mins]
Module 2: How Traders Manage Their Risks [2.5 Hours]
Module 3: Interest Rate Risk [2.5 Hours]
Module 4: Volatility [1 Hour]
Module 5: Correlations [30 Mins]
Day-2
Module 6: Value at Risk and Expected Shortfall [3 Hours]
Module 7: Historical Simulation [1.5 Hours]
Module 8: Model-Building Approach [2 Hours]
Module 9: Regulatory Impact [30 Mins]


Proficiency Level:
This is an Advanced level workshop for the serious practitioner. Knowledge of Statistical concepts and market risk concepts is a pre-requisite.

Facilitator

DR. JAYANTHI SANKARAN

Jayanthi has over 20 years of experience in Risk Management with expertise in Market risk, Credit risk, Credit derivatives and RAROC. Jayanthi worked in her own Risk consulting firm Quantitative Risk Advisors Inc., New York, as well as at an investment bank, a consulting company, and in Academe in New York. She is currently self-employed and is excited about conducting Executive Training Programmes and Consulting in Risk Management.


After her Full-time Finance Faculty position at Hofstra University in Long Island – New York, Dr Sankaran worked as an Assistant Vice-President in implementing RiskMetrics for JP Morgan, Private Client Services and computing VAR for pension fund portfolios at the Bankers Trust RAROC 2020 Group, New York. She also worked for Price Waterhouse, Risk Management – New York where she reviewed the implementation of RiskMetrics for RiskTool set, a third party proprietary software.

While in the US, Dr Sankaran conducted seminars in Market risk (RiskMetrics), Credit risk (CreditMetrics) and Credit Derivatives for Banks and Educational institutions. Most recently, she vetted the Credit risk and Market risk modules for FLIP in Mysore. She also conducted a two-day workshop in Financial Risk Management for the Indian operations of one of the largest US banks in Hyderabad.

She has presented research papers at Paine Webber Equity Derivatives Group – New York, Cooper Neff and Associates – Philadelphia, IAFE, RISK, NYIF, NYU Courant Institute of Mathematical Sciences, FISC, GARP and CMU Computational Finance program.

She holds a PhD in Finance from Syracuse University, Syracuse, New York. She also holds an MBA (Finance) from FMS, Delhi University and BSc (Chemistry) from Ethiraj College, University of Madras.



To enroll for this workshop, please click below:

WHO SHOULD ATTEND?

This workshop is best suited for executives and managers working or aspiring to work in risk management, internal audit, risk modeling, validation and valuation departments with at least 3-5 years of experience.


RELEVANT DOMAIN:

Market Risk Operations, Market Risk Analytics, Market Risk Modeling, Market Risk Methodology, Market Risk Policy, Market Risk Capital, Trading Book Capital Management, CVA, Interest Rate Risk, Asset-Liability Management, Liquidity Risk, Non-Traded Risk, Balance Sheet Risk, Stress Testing, Funding, Credit Risk, Risk Capital, Model Validation, Quantitative Analytics, Regulatory Liaison, Regulatory Risk, Internal Audit


Please note: This is an Advanced level workshop for the serious practitioner. Knowledge of Market Risk and Statistical concepts is a pre-requisite.

 

LOGISTICS:

DATE: 24th and 25th October (Mon-Tues); 9 AM to 6 PM
LOCATION: The Orchid Hotel, Adjacent to Domestic, 70-C, Nehru Path, Vile Parle East, Mumbai, Maharashtra 400099.
FEES: Rs. 40,000/- + taxes, inclusive of tuition and presentation material. Lunch & refreshments will be served at the venue. Early bird discount of 10% for registrations before 30th September, 2016


FAQs

What is an EDP?
Executive development programs are customized and highly targeted short-term programs geared towards executives and managers who show great future potential. There always exists a gap between the level at which an executive performs and their potential. Executive development programs aim to harness this untapped potential and create future-ready leaders of tomorrow.
Why are EDPs necessary?
Most new managers feel as though they have been thrown into the middle of the ocean without a life-jacket. Mastering managerial skills will provide managers with the confidence and skills required to manage themselves as well as the team. The training programs serve to sharpen the essential lessons which can be applied to real life situations.
What is the difference between a MDP and an EDP?
While the format of the workshop is essentially the same, the key difference lies in the target audience for these workshops. Management Development Programs are aimed at current leaders (VP-CXO level professionals) who are already familiar with a topic but want to gain new perspectives as a way of strategic development. Executive Development Programs are aimed at executives and managers—the future leaders—who need knowledge transfer on a subject of current interest in order to make better decisions in their current profiles.
What is the duration of the program?
Our workshops offer intensive training and knowledge transfer in a short span of 2 days.
What is the format of the program?
The workshops are conducted as Instructor-led classroom trainings. These workshops are designed and delivered by experienced faculty from the corporate or academic world with proven expertise of executive education. The venue for the workshops will be a three-star hotel where lunch and refreshments will also be served.
How many participants will be there in each workshop?
Each workshop will have no more than 30 participants to ensure effective learning and personalized attention to the needs of all participants.
I like the program, but the price is too high. What can I do?
We offer 10% discount for early bird enrolments for all our programs. However, if you are really keen on attending the workshop but the price is a constraint, your best bet is to ask your Manager or Training Head to nominate you for the workshop, and thereby the cost can be borne by your company.

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Testimonials

  • Apurva
    Apurva Sheth Managing Director, Founder – Silver Brook Learning Center
    I have worked with Jayanthi for over 3 years where she has conducted various corporate trainings for our clients on Risk management. Her knowledge of Market Risk is unparalleled, as are her dedication and communication skills, and would not think twice to recommend her for any workshop on this topic. She also has a great knack of connecting with participants from varied backgrounds and customizing her training delivery to meet the students learning needs. She has extensive international exposure given her work both in India, NYC, and elsewhere across the globe, and is in a unique position to go beyond theoretical knowledge and offer global best practices and insights, to truly add value to the learning.

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