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Understanding Market Risk
Module Fees
Rs. 2500/-
Access period
3 months
Learning time
3 hours
In this eLearning module on Understanding Market Risk, you will learn about various Market Risks that Indian banks face. You will also learn about calculation of aggregate capital charge for Market Risk.
Why this course is right for you
Real life case studies
Real life case studies built leveraging our expertise in research, ratings & risk solutions
Interactive examples
Interspersed with practice exercises and interactive examples to help apply concepts
Expert Speak
Insights incorporated in eLearning, based on 15+ years of classroom training experience
Knowledge checks
Knowledge checks at the end of each topic to ensure absorption of concepts
Glossary & Resources
End to end structure comprising basic definitions to advanced readings
Gamification
Final assessment questions & gamification at the end of the module to ensure learning objectives are met
TOPIC |
SUB-TOPIC |
| Introduction to Market Risk |
• What is Market risk • What are the components of Market Risk |
| Sources of Market Risk |
• What are the different sources of Market Risk & how is it measured • Trading and banking books • Capital charge for trading and banking books • Market Risk Components subject to capital requirements |
| Interest Rate Risk |
• Definition of Interest Rate Risk • Price-yield relationship and price risk explained • Measurement of Capital Charge for Interest Rate Risk • Components of General Market Risk Charge for Interest Rate Risk • Concept of modified duration explaineds |
| Foreign Exchange Risk |
• Definition of Foreign Exchange Risk • Rupee fall • Measurement of Capital Charge for Foreign Exchange Risk |
| Equity Price Risk |
• Definition of Equity Price Risk • Measurement of Capital Charge for Equity Price Risk • Illustration for capital charge of Equity Risk under Standardised Approach |
| Aggregation of Market Risk Capital Charge |
• Total RWA for Market Risk • Illustration for Aggregation of Capital Charge and RWA for Market Risk |
Steps to purchase
- Go to Crisil Learning platform https://training.crisil.com/
- On https://training.crisil.com/ (Crisil Learning platform) – sign up to create your unique login ID and password
- Once your account is set up, search for "Understanding Market Risk" from the search bar
- Select the e-learning module - Understanding Market Risk, and click on buy now; it will get added to your cart
- Click on 'Cart' and purchase the module(s) with your debit or credit card
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Frequently asked questions
Access to topics will be provided via our e-learning platform - training.crisil.com. You will need to create your login ID and password to set up your account. Post this, you can select the module and click on the 'Buy now' option. The selected module will be moved to the 'Cart' for payment via debit or credit card.
The modules are accessible for a period of 3 months from the date of purchase of the modules.
The mode of instruction is only via online.
The modules are self-study modules. They are interactive with animations, and also have 'knowledge checks' to assess the user on the concepts.
The modules cannot be accessed on mobiles or tablets. The only recommended mode is desktop or laptop.
The modules are accessible only on the online platform.
The modules are accessible any number of times for 3 months, from the date of enrolment.
You can email your queries to Crisil1Academy@crisil.com.
For any queries please contact to Pooja Yadav +91-7777073996 or write to us at
Crisil1academy@Crisil.com.
