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Market Risk Management: Foreign Exchange Risk and Equity Risk 

In this eLearning module on Market Risk Management: Foreign Exchange Risk and Equity Risk, you will learn about managing Foreign Exchange Risk and Equity Risk components of Market Risk. You will also learn about reporting on Market Risk.

 

Coverage and structure for eLearning module

 

Topic

Sub-topic

Foreign Exchange Risk
  • Currency Risk
  • Transaction Risk
  • Translation Risk
  • Economic or business risk
  • Herstatt Risk

Management of Foreign Exchange Risk
  • Open foreign exchange position limits (NOP limit)
  • Overall (Aggregate) Net Open Position limit
  • Dealer’s limit
  • Stop loss limit
  • Diversification
  • Hedging through derivatives

BCBS Guidelines on Foreign Exchange Risk Management
  • Guideline 1: Governance
  • Guideline 2: Principal risk
  • Guideline 3: Replacement cost risk
  • Guideline 4: Liquidity risk
  • Guideline 5: Operational risk
  • Guideline 6: Legal risk
  • Guideline 7: Capital for FX transactions

Equity Risk Management
  • Overview

Management of Equity Risk
  • Fixing Exposure limits
  • Stop Loss Limits
  • Risk limit (VaR limit)
  • Using Equity Derivatives
  • Other Measures

Risk Reporting for Effective Management of  Market Risk
  • Reporting to the Board
  • Reporting to the Management

Broad Guidelines for Auditing Market Risk Function
  • Responsibilities of Audit Manager
  • Areas to be reviewed

 

 

Module Fees: Rs. 2500/-                                  Access period: 3 months                                 Learning time: 3 hours

 

 

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Detailed steps

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Final assessment questions & gamification at the end of the module to ensure learning objectives are met