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
October 27th, 2025 | 9:00 AM - 17:00 AM Central European Time
May 6, 2025 | 09:00-12:30 – 13:30-17.00 Central European Time
