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Managing Market Risk for Investment Funds

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To be defined
915€
for ALRiM/GFR member 
1085€
for non-member
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Description

Market risk management plays a central role in the fund industry, since it directly impacts a fund’s value and thus its NAV. This course provides participants with a good understanding of market risk in the fund industry and how it is managed.

Course content

Market Risk Management for UCITS funds

  • Introduction and Definition
  • Global Exposure and Self-Assessment
  • Commitment Approach
  • VaR Approaches
  • VaR Backtesting
  • Stress Testing
  • Fund Leverage
  • Other Market Risk Measurement Methods

Market Risk Management for AIFs

  • Introduction and Definition
  • Market Risk Measurement KRIs
  • Stress Testing
  • Leverage

Sessions

To be defined

Duration

1.5 day
Up to 15 participants
1 session available
In-person training
1.5 day
Up to 15 participants
915€
for GFR/ALRiM members
1085€
for non-members
Register now