In this training we deal with concepts such as risk management in investment banking, risk factor modelling, quantitative estimation of market risk with VaR approach, sensitivity calculation and sensitivity usage for the PnL calculation of different scenarios related to risk factors behavior.
To be determined
In this training we deal with concepts such as risk management in investment banking, risk factor modelling, quantitative estimation of market risk with VaR approach, sensitivity calculation and sensitivity usage for the PnL calculation of different scenarios related to risk factors behavior.
Participants will learn about the way in which risk management is conducted in investment banking, how risk factors are modelled, how market risk is calculated with the VaR approach, how price sensitivities are calculated and used for the PnL calculation for generated scenarios regarding risk factor changes.
BAs, QAs, DEVs working in investment banking projects.
Basic knowledge of financial markets.