Market Risk Capital

USD $275

Description

In this e-Learning course, we provide you with a deep understanding of the revised standards for minimum capital requirements in market risk. We explore the nuances of these requirements, the boundary between trading book and banking book, and the methods for calculating market risk capital charges under both the standardised and internal models approaches.

We engage with you in practical exercises in Excel, to calculate the market risk capital charge under Basel 4 (revised standards) and compare the results to Basel 2 and 2.5.

Who Should Enroll:

This course is ideal for risk managers, financial analysts, compliance professionals, and anyone seeking a deep understanding of market risk capital requirements and the implications of Basel 4. It is suitable for College and University students who aspire to become risk and finance professionals.

What You Will Gain:

Upon completing this course, you will:

  • Acquire a practical understanding of the revised standards for minimum capital requirements in market risk, particularly under Basel 4.
  • Clarify the boundary between the trading book and banking book and how positions are classified.
  • Gain practical skills in calculating market risk capital charges under both the standardised and internal models approaches using Excel.
  • Understand the impact of the revised standards on bank capital ratios and their broader financial implications.

Course Duration:

45 minutes

Course Access Duration:

270 days starting from enrollment date.

Recommended Course Prerequisites:

Risk Sensitivity

Content

Audio-Visual Content and Course Duration:

  • The time that it takes to complete the course will be determined by your preferred pace.
  • The total viewing time of lesson presentations is 1-1.5 hours;  individual lesson topics are between 5-15 minutes each, presented as audio-visual content.
  • The time needed to complete each exercise presented is between 10-20 minutes, based on your level of engagement.
  • The exam is allocated 1 hour.

Downloadable Content:

  • The exercises presented in lessons are provided in a downloadable Excel spreadsheet. This will enable you to practice the exercises, side-by-side with the lesson presentations.
  • A downloadable PDF is provided as a text version of the lessons presentations. This can be used as reference and to make notes, as you go through the presentations.

Exam and Certificate:

  • The course exam is comprised of questions in the form of true/false, multiple choice, sorting choice, and fill in the blank.
  • A personalized course certificate will be issued to you with a minimum score of 50%.

Preview

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