Description

In this eLearning module, you will learn the various aspect of Market Risk which will keep you updated with recent enhancements and developments.

This training is primarily targeted to Product support, CSRM team, Customer Delivery, Presales, Product Managers, Test engineers (QA), SAAS team and Engineering team working on ERS Risk, Limits, Margin and RegRisk Modules. 

Course curriculum

  • 1

    Market Risk - Historical Value at Risk

    • Market Risk – All about VaR, Hypothetical Official

    • MarketRiskTraining

    • ADHOC Mode

    • What If Mode

    • WhatIf_Scenario

    • Examples
  • 2

    Market Risk – MonteCarlo Value at Risk

    • MCVaR

    • MonteCarlo Value at Risk Training Session

    • Matrix Transform

    • Validation Sheets
  • 3

    Market Risk - Relative VaR

    • Session 1.A Relative VAR

    • Market Risk- Relative VaR

    • Session 1.B Relative VaR WhatIf

    • Market Risk- Relative VaR Whatif
  • 4

    Market Risk - SEM Migration tool training

    • Market Risk - SEM Migration tool training

    • Webex- ERS Migration Training
  • 5

    Market Risk- Recent Enhancements- Mar 2022

    • Market Risk Enhancement

    • Market Risk Recent Enhancement Training Session
  • 6

    Market Risk- Recent Enhancements- Dec 2023

    • Market Risk – VaR Attribution and SEM Audit APLs

    • Market Risk – VaR Attribution and SEM Audit APLs - Training Video
  • 7

    Market Risk- Recent Enhancements- May 2024

    • Market Risk - Greeks Based VaR & APL/HPL Reports - Deck

    • Market Risk - Greeks Based VaR & APL/HPL Reports - Training Video