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.
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.
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.
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.
The two-day workshops are priced attractively, and are inclusive of study material, lunch and refreshments at a reputed hotel.
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.
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.
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
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
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.
Key concepts will be illustrated using caselets from the global financial markets to provide real-world context.
Participants work in groups to complete exercises which fosters team work
Participants learn from the faculty as well as their peers through sharing of experiences and insights
Discussions based on real life practical examples and caselets, followed by Q&A to clarify doubts
This is an Advanced level workshop for the serious practitioner. Knowledge of Statistical concepts and market risk concepts is a pre-requisite.
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?
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
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
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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.