Course Detail()

Programme Objective

This seminar aims to raise awareness of the importance of market risk management on a firm-wide basis and to equip attendees with the requisite knowledge and foundational tools to make those key decisions.

In the session, there will be discussions for participants to understand the importance of embracing good practices that will bolster operational resilience. This includes understanding Market Risk Management concepts and know-how in order to identify, mitigate, measure, monitor and manage their risks successfully. Participants will also get to try out various Value-at-Risk calculation methodologies.

Programme Outline

Types of Operational Risk and their respective considerations
Bond Mathematics and Probability Distributions
Value-at-Risk (VaR) and how it is used for back and stress testing
Types and sources of Financial Market Risks

VaR Calculation Methodologies:

Historical Simulation Method
Monte Carlo Method
Other alternative Methodologies

On the completion of this course, you will be able to:

Describe Good Market Risk Management Practices;
Apply the importance of embracing practices that will bolster Operational Resilience;
Apply the calculation methodologies on real-world case examples;
Discuss and apply financial market risk management concepts in an organisation.

Training Methodology

An interactive trainer-led facilitation and lecture with exercises and case studies

Closing Date for Registration

1 week before programme or until full enrolment

Intended For

Senior Management, Risk Management Personnel, Treasury Personnel, Finance Personnel, Internal and External Auditors, Accountants.

Schedule & Fees

Testimonial

Funding

1] NTUC Union Training Assistance Programme (UTAP)
UTAP (Union Training Assistance Programme) is an individual skills upgrading account for NTUC members.

NTUC members enjoy 50% *unfunded course fee support for up to $250 each year when you sign up for courses supported under UTAP. NTUC members aged 40 and above can enjoy higher funding support up to $500 per individual each year, capped at 50% of unfunded course fees, for courses attended between 01 April 2024 and 31 March 2025. *This excludes miscellaneous fees such as GST and registration fee etc.

This course is approved for UTAP support for intakes conducted between 01 April 2024 – 31 March 2025.

As UTAP is given on calendar year basis, and calculated based on year of training taken, it cannot be accumulated.

Maintained paid-up NTUC membership before course, throughout course duration and at the point of claim and;
Course by training provider must be supported under UTAP and training must commence within the supported period and;
Unfunded course fee must not be fully sponsored by company or other types of funding
Unfunded course fee must be S$20.00 and above, and;
Member must achieve a minimum of 75% attendance for each application and sat for all prescribed examination(s), if any and;
UTAP application must be made within 6 months after course ends.

To submit for UTAP claims, please visit http://skillsupgrade.ntuc.org.sg/. Terms and conditions apply.
Should you have queries on the funding scheme, you can email to UTAP@e2i.com.sg or call NTUC Membership Hotline at 6213-8008

Programme Facilitator(s)