Risk Management#1027
Banking Risk Management
Gives banking professionals a practical grasp of the main bank risk types and how to identify, measure, monitor and control them within an enterprise framework.
5 Days·Classroom
Market Risk Management
Explains how interest rate, FX, equity and commodity moves affect bank portfolios and how to measure and limit the exposure with Value at Risk and other tools.
BRM · Risk Management#1031Classroom
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Free substitution at any time · 30+ days' notice: full refund minus 10%. Cancellation policy
Sectors:Finance, Investment & BankingCategories:Risk Management
Course Overview
Market Risk Management is a comprehensive professional training course designed to equip banking and financial professionals with the knowledge, analytical capabilities, and practical skills required to effectively identify, measure, assess, monitor, and mitigate market risks across financial institutions. As global financial markets continue to experience volatility driven by economic uncertainty, geopolitical developments, monetary policy changes, technological innovation, and evolving regulatory expectations, effective Market Risk Management has become a strategic priority for maintaining financial stability, protecting capital, and supporting sustainable organizational performance. This course provides participants with a structured understanding of Market Risk Management frameworks, governance principles, and internationally recognized best practices. Participants will explore the key sources of market risk arising from interest rate movements, foreign exchange fluctuations, equity price volatility, commodity price changes, and other market variables. The program emphasizes the importance of integrating market risk management into strategic planning, investment decision-making, treasury operations, and enterprise risk management to enhance organizational resilience and improve financial performance. The program also examines quantitative and qualitative methodologies used to measure and monitor market risk, including Value at Risk (VaR), sensitivity analysis, stress testing, scenario analysis, duration analysis, and risk-adjusted performance measurement. Participants will learn how to establish effective market risk governance, define risk appetite, develop exposure limits, monitor portfolio performance, and strengthen internal controls while complying with regulatory requirements and industry standards. Through practical case studies, real-world banking scenarios, and interactive workshops, participants will strengthen their ability to evaluate market risk exposures, interpret market indicators, develop risk mitigation strategies, and prepare executive-level market risk reports. By the end of the course, participants will be equipped to improve investment and treasury decision-making, enhance portfolio resilience, support regulatory compliance, and contribute to the long-term stability and success of banking and financial institutions.
Learning Objectives
- Analyze Market Risk Management principles and evaluate their application within banking and financial institutions by the end of the course.
- Develop structured methodologies for identifying, measuring, assessing, monitoring, and mitigating market risks across financial activities.
- Evaluate the impact of interest rate, foreign exchange, equity, and commodity price movements on financial portfolios during practical exercises.
- Apply quantitative market risk measurement techniques, including Value at Risk (VaR), sensitivity analysis, stress testing, and scenario analysis.
- Design effective market risk mitigation strategies that support sound investment and treasury decisions.
- Improve portfolio monitoring through the implementation of Key Risk Indicators (KRIs), exposure limits, and performance measurement tools.
- Strengthen market risk governance by evaluating policies, reporting frameworks, and internal control practices.
- Implement comprehensive market risk reporting processes that support executive management and risk committee decision-making.
- Assess emerging market risks arising from economic uncertainty, geopolitical developments, financial market volatility, and technological innovation.
- Align Market Risk Management practices with regulatory requirements, enterprise risk management frameworks, and strategic organizational objectives before course completion.
Who Should Attend
This course is designed for Market Risk Managers, Treasury Managers, Investment Managers, Portfolio Managers, Asset and Liability Management (ALM) Managers, Trading Managers, Financial Risk Managers, Enterprise Risk Managers, Treasury Analysts, Market Analysts, Investment Analysts, Compliance Managers, Internal Audit Managers, Internal Control Professionals, and specialists responsible for market risk oversight within banks and financial institutions.
The program is equally valuable for Chief Risk Officers, Chief Investment Officers, Chief Financial Officers, Treasury Executives, Finance Managers, Strategy Managers, members of Asset and Liability Committees (ALCO), Risk Committee members, central bank professionals, asset management specialists, investment banking professionals, and senior executives responsible for financial risk governance, investment performance, treasury operations, and strategic decision-making.
Learning Outcomes
- By the end of this course, participants will be able to:
- Develop an effective Market Risk Management framework for banking and financial institutions.
- Identify and evaluate major sources of market risk affecting financial portfolios.
- Apply Value at Risk (VaR), sensitivity analysis, stress testing, and scenario analysis techniques to measure market risk.
- Assess the impact of interest rate, foreign exchange, equity, and commodity price fluctuations on organizational performance.
- Design practical market risk mitigation strategies that strengthen portfolio resilience.
- Establish market risk limits and Key Risk Indicators (KRIs) to support continuous monitoring.
- Prepare professional market risk reports and executive dashboards for senior management and risk committees.
- Evaluate the effectiveness of market risk governance, internal controls, and regulatory compliance processes.
- Assess emerging market risks associated with changing economic conditions, geopolitical events, and evolving financial markets.
- Develop an implementation roadmap to enhance Market Risk Management practices, strengthen investment decision-making, and improve organizational resilience.
Course Outline
Course Outline:
Foundations of Market Risk Management
- Principles and objectives of Market Risk Management
- Sources and categories of market risk
- Market risk governance and regulatory expectations
- Integration of Market Risk Management with Enterprise Risk Management
- Practical application: Identifying and evaluating market risk exposures within a financial institution
Market Risk Measurement and Analysis
- Quantitative methodologies for measuring market risk
- Value at Risk (VaR) models and applications
- Sensitivity analysis and duration analysis
- Stress testing and scenario analysis techniques
- Practical application: Measuring market risk for investment and treasury portfolios
Managing Financial Market Risks
- Interest rate risk management
- Foreign exchange risk management
- Equity and commodity price risk management
- Portfolio diversification and market risk mitigation strategies
- Practical application: Developing market risk mitigation strategies for financial portfolios
Market Risk Monitoring and Reporting
- Key Risk Indicators (KRIs) and exposure monitoring
- Market risk reporting for executive management and risk committees
- Internal controls and governance for market risk oversight
- Emerging risks in global financial markets
- Practical application: Preparing comprehensive market risk reports and executive dashboards
Building a High-Performance Market Risk Management Framework
- Integrating Market Risk Management with strategic planning and investment governance
- Regulatory compliance and international best practices
- Continuous improvement of market risk processes and organizational resilience
- Performance measurement and market risk culture
- Final workshop: Developing a comprehensive Market Risk Management implementation plan that includes governance enhancements, risk measurement methodologies, Value at Risk (VaR) applications, stress testing, scenario analysis, portfolio monitoring, Key Risk Indicators (KRIs), executive reporting, and continuous improvement initiatives to strengthen investment decisions, regulatory compliance, financial stability, and sustainable organizational performance.
Upcoming Dates
Selected date
Madrid · 14 – 18 Dec 2026 · Classroom
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| City | Dates | Price per Participant | Early Bird | |
|---|---|---|---|---|
SalalahScheduled | 2 – 6 Nov 2026 | €5,300 | — | |
ManamaScheduled | 2 – 6 Nov 2026 | €4,700 | — | |
TrabzonScheduled | 9 – 13 Nov 2026 | €4,700 | — | |
AmmanScheduled | 9 – 13 Nov 2026 | €3,100 | — | |
MilanScheduled | 9 – 13 Nov 2026 | €6,000 | — | |
GenevaScheduled | 9 – 13 Nov 2026 | €6,300 | — | |
AmsterdamScheduled | 16 – 20 Nov 2026 | €5,400 | — | |
MunichScheduled | 16 – 20 Nov 2026 | €5,400 | — | |
IstanbulScheduled | 16 – 20 Nov 2026 | €4,700 | — | |
TunisiaScheduled | 16 – 20 Nov 2026 | €3,800 | — | |
ViennaScheduled | 23 – 27 Nov 2026 | €5,700 | €5,130until 2 Nov | |
BarcelonaScheduled | 23 – 27 Nov 2026 | €5,400 | €4,860until 2 Nov | |
MuscatScheduled | 23 – 27 Nov 2026 | €5,300 | €4,770until 2 Nov | |
Kuala LumpurScheduled | 23 – 27 Nov 2026 | €4,400 | €3,960until 2 Nov | |
OnlineScheduled | 29 Nov – 3 Dec 2026 | €1,700 | €1,530until 9 Nov | |
ZurichScheduled | 30 Nov – 4 Dec 2026 | €5,000 | €4,500until 9 Nov | |
BerlinScheduled | 30 Nov – 4 Dec 2026 | €5,800 | €5,220until 9 Nov | |
LisbonScheduled | 30 Nov – 4 Dec 2026 | €5,400 | €4,860until 9 Nov | |
CairoScheduled | 7 – 11 Dec 2026 | €3,300 | €2,970until 16 Nov | |
ParisScheduled | 7 – 11 Dec 2026 | €5,700 | €5,130until 16 Nov | |
LondonScheduled | 7 – 11 Dec 2026 | €5,600 | €5,040until 16 Nov | |
CasablancaScheduled | 14 – 18 Dec 2026 | €4,300 | €3,870until 23 Nov | |
RiyadhScheduled | 14 – 18 Dec 2026 | €4,200 | €3,780until 23 Nov | |
MadridScheduled | 14 – 18 Dec 2026 | €5,400 | €4,860until 23 Nov | |
DohaScheduled | 21 – 25 Dec 2026 | €4,400 | €3,960until 30 Nov | |
MakkahScheduled | 21 – 25 Dec 2026 | €4,200 | €3,780until 30 Nov | |
RomeScheduled | 21 – 25 Dec 2026 | €5,800 | €5,220until 30 Nov | |
DubaiScheduled | 27 – 31 Dec 2026 | €4,400 | €3,960until 7 Dec | |
ManamaScheduled | 28 Dec 2026 – 1 Jan 2027 | €4,700 | €4,230until 7 Dec | |
SalalahScheduled | 28 Dec 2026 – 1 Jan 2027 | €5,300 | €4,770until 7 Dec |
Available in: Istanbul · Dubai · London · Riyadh · Doha · Amsterdam
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