Course Detail(RM136E : Mastering Uncertainty Through Financial Market Risk Management)
Not Available

RM136E : Mastering Uncertainty Through Financial Market Risk Management NEW

14.00 CPE Hours (Others)
Classroom

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.

Competency Mapping

Others = 14.00 Hours

Schedule & Fees
Date & Time

16 May 2024 (9:00 AM - 5:00 PM)
17 May 2024 (9:00 AM - 5:00 PM)

Fee (inclusive of GST)

For Members: $ 2,441.60
For Non-Members: $ 3,052.00

Programme Facilitator(s)

Dr Jeffrey C.K. Lim

Venue

Sheraton Towers Singapore 39 Scotts Road, 228230
Level 2
Singapore
Date & Time

26 Sep 2024 (9:00 AM - 5:00 PM)
27 Sep 2024 (9:00 AM - 5:00 PM)

Fee (inclusive of GST)

For Members: $ 2,441.60
For Non-Members: $ 3,052.00

Programme Facilitator(s)

Dr Jeffrey C.K. Lim

Venue

Sheraton Towers Singapore 39 Scotts Road, 228230
Level 2
Singapore

Testimonial

Funding

No funding Available!

Programme Facilitator(s)


Dr Jeffrey C.K. Lim

Dr. Jeffrey C. K. Lim, certified Financial Risk Manager (FRM) and certified Professional Risk Manager (PRM), is currently the Managing Director of a Treasury & Financial Risk Management Consulting Company.

A Chartered Scientist (C.Sci.), a Chartered Mathematician (C.Math.) and an elected Fellow of the Institute of Mathematics and Its Applications (IMA), U.K. (FIMA), Jeff earned his Ph.D. in Stochastic Financial Modeling from the University of Cambridge in England. Jeff’s research interest at Cambridge was in the area of Arbitrage Opportunities occurring in the Mispricing of Financial Options, and his original research culminated in the publication of his doctoral dissertation entitled: “Multi-period Mean-Variance Option Portfolio Strategies”.

Jeff was an authorized Securities & Financial Derivatives Representative in London, having been certified by The Securities and Futures Authority (SFA) in England, where he started his career as a Derivatives Analyst with Nomura International in London, England. He subsequently joined NatWest Markets from London, England to become its Head of Currency Structured Products for South and South-East Asia. Jeff then moved to American Express Bank to become its Director of Structured Products, prior to assuming his current position. 

Jeff has also contributed to the development and enhancement of talent and infrastructure for Singapore's financial center as a guest Professor at the National University of Singapore’s Center for Financial Engineering, where he was responsible for the curriculum of its Master of Science degree program’s core modules in Financial Derivatives and Treasury Management. In addition, Jeff has also been invited by the Nanyang Technological University and the Singapore Management University to share his expertise in a similar capacity. In recognition of Jeff’s expertise and experience in the field of Treasury and Financial Risk Management, the University of New South Wales Asia appointed Jeff to be its first Adjunct Professor with the university’s Division of Business and Humanities. 

Professionally, Jeff is a Fellow of both The Global Association of Risk Professionals (GARP), U.S.A. and The Professional Risk Managers International Association (PRMIA), U.S.A. He is also a Fellow of the Cambridge Philosophical Society, U.K. and a Life-time Member of The Cambridge Society, U.K. Jeff is also honoured to be a Fellow of The Cambridge Commonwealth Society, U.K., having been previously awarded the Cambridge Commonwealth Trust and the Shell Group of Companies Doctoral Research Scholarship.

As a special recognition of Jeff’s professional achievements, on 9 April 1999, Barons Who’s Who conferred Jeff with the Barons Fellowship status, making him a Barons Fellow (B.Fel.). This award by their Charter, is limited to only the top 10% of those selected for publication in Barons Who’s Who International.
 

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.

Competency Mapping

Others = 14.00 Hours

Programme Facilitator(s)

Dr Jeffrey C.K. Lim

Dr. Jeffrey C. K. Lim, certified Financial Risk Manager (FRM) and certified Professional Risk Manager (PRM), is currently the Managing Director of a Treasury & Financial Risk Management Consulting Company.

A Chartered Scientist (C.Sci.), a Chartered Mathematician (C.Math.) and an elected Fellow of the Institute of Mathematics and Its Applications (IMA), U.K. (FIMA), Jeff earned his Ph.D. in Stochastic Financial Modeling from the University of Cambridge in England. Jeff’s research interest at Cambridge was in the area of Arbitrage Opportunities occurring in the Mispricing of Financial Options, and his original research culminated in the publication of his doctoral dissertation entitled: “Multi-period Mean-Variance Option Portfolio Strategies”.

Jeff was an authorized Securities & Financial Derivatives Representative in London, having been certified by The Securities and Futures Authority (SFA) in England, where he started his career as a Derivatives Analyst with Nomura International in London, England. He subsequently joined NatWest Markets from London, England to become its Head of Currency Structured Products for South and South-East Asia. Jeff then moved to American Express Bank to become its Director of Structured Products, prior to assuming his current position. 

Jeff has also contributed to the development and enhancement of talent and infrastructure for Singapore's financial center as a guest Professor at the National University of Singapore’s Center for Financial Engineering, where he was responsible for the curriculum of its Master of Science degree program’s core modules in Financial Derivatives and Treasury Management. In addition, Jeff has also been invited by the Nanyang Technological University and the Singapore Management University to share his expertise in a similar capacity. In recognition of Jeff’s expertise and experience in the field of Treasury and Financial Risk Management, the University of New South Wales Asia appointed Jeff to be its first Adjunct Professor with the university’s Division of Business and Humanities. 

Professionally, Jeff is a Fellow of both The Global Association of Risk Professionals (GARP), U.S.A. and The Professional Risk Managers International Association (PRMIA), U.S.A. He is also a Fellow of the Cambridge Philosophical Society, U.K. and a Life-time Member of The Cambridge Society, U.K. Jeff is also honoured to be a Fellow of The Cambridge Commonwealth Society, U.K., having been previously awarded the Cambridge Commonwealth Trust and the Shell Group of Companies Doctoral Research Scholarship.

As a special recognition of Jeff’s professional achievements, on 9 April 1999, Barons Who’s Who conferred Jeff with the Barons Fellowship status, making him a Barons Fellow (B.Fel.). This award by their Charter, is limited to only the top 10% of those selected for publication in Barons Who’s Who International.
 

Upcoming Schedule

Date & Time

16 May 2024 (9:00 AM - 5:00 PM)
17 May 2024 (9:00 AM - 5:00 PM)
Fee (inclusive of GST)

For Members: $ 2,441.60
For Non-Members: $ 3,052.00

Programme Facilitator(s)

Dr Jeffrey C.K. Lim

Venue

Sheraton Towers Singapore 39 Scotts Road, 228230
Level 2
Singapore


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