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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Understanding the Measurement and Management of Market Risk

An ideal course for anyone who works with market risk managers on projects, audits or executive committee’s

2-3 Apr 2018
London, United Kingdom

Why You Should Attend

Understanding the Measurement and Management of Market Risk

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

How will you benefit?

For many Investment Banks, Asset Managers, Brokerage and other firm’s market risk is one of the most material business risks. The related terminology, analytics, management approaches and regulatory requirements are often perceived as a “mystery“, and an “impenetrable jungle”. Against this background the course offers a non-technical introduction to Market Risk. It is one of the few courses on this topic that is not targeted at Quants and therefore does not require advanced quantitative background knowledge.

The course is split into two parts. Part I helps delegates to understand the fundamentals of Market Risk by walking through the four phases of the Risk Management cycle: Risk Identification, Risk Quantification, Risk Management and Risk Reporting. Part II transports these fundamentals into the day to day risk management practice. For this purpose, the course uses deep dives, which are also discussed in the context of new and currently highly topical regulatory requirements, namely the Fundamental Review of the Trading Book, BCBS 368 and BCBS 239. Together with the learning from Part I, the deep dives in these “hot topics” will allow delegates to participate and inform discussions in their firm, e.g. as part of Audits, Compliance, IT or Change Management projects.

About your expert trainer:

The course is facilitated by Prof. Michael Eichhorn. Michael has over 20 years of risk management experience, working both as a risk practitioner and in academia.

Since 2014 he is working as the Global Head of Non Traded Market Risk & Liquidity Risk at Credit Suisse. Before that he worked for eight years at RBS, inter alia as the Group Treasury CRO and Global Head of Market Risk within the Wealth Management Division. Prior to this, he worked for three years at Volkswagen Financial Services and four years at a German Savings Bank as a risk manager and auditor.

Michael holds a Ph.D. in Business Administration from the University of Lueneburg, Germany. He is an honorary professor at Harz University, Germany. Michael is a regular conference speaker and author of more than 60 publications covering various Risk and Treasury topics.

He has published on Traded and Non Traded Market Risk. He has also introduced his thinking and the audit framework at in-house courses and public training courses in Germany, Sweden and the UK.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

From Banks, Asset Managers, other Financial Services and IT Vendor Firms:

The two-day course is ideal for delegates, who are not Quants but work with Market Risk managers, e.g. in projects, audits or Executive Committees and have only a limited understanding of Market Risk.

It is aimed at delegates who work, for example, in Audit, Operational Risk, Compliance, Change Management, IT and any person wanting a sound understanding of Market Risks in the Trading Book and Banking Book. It is also appropriate for Executives who wish to freshen up their understanding given that Market Risks often form a key part of Executive Committee discussions.

Key Topics

  • Demystify market risk theory in a non-technical and jargon free language
  • Navigate through the jungle and plethora of market risk metrics
  • Understand the core processes typically run by market risk function in practice
  • Understand the regulatory landscape
  • Identify focus areas for audit and control reviews

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Voice of Our Customers
    • “i was impressed by the trainers and guest speakers' knowledge and experience and would recommend it to others in the field” Miriam Martin
    • “Fun, Informative, thought provoking” Lloyds TSB
    • “This is probably one of the best courses i've ever taken. The amount of effort that Michael has put into preparing the course and materials is impressive. Bringing the guest speakers was great” European Investment Bank
    • "Great course, well delivered. Useful and wide-ranging whilst also enjoyable” Elavon
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kamelia Simeonova

    101 Finsbury Pavement, London, EC2A 1RS

    0044 203 002 3172
    Email: kamelias@marcusevansuk.com