Short course


£ 2001-3000


  • Type

    Short course

  • Methodology


  • Class hours


  • Duration

    1 Day

  • Start date

    Different dates available

This course is for those seeking to learn more about risk management. At the end of the course, delegates should be comfortable with the need for, and the techniques of, risk identification and quantification. They will understand the various roles of management, front office, middle office & support within an organisation's treasury.

Participants should also be conversant with the concepts of control that are used to contain treasury risk within the parameters defined by the organisation.

Some of the topics which will be covered include the aspects of risk, such as normal/abnormal market risk and hidden exposures. Participants will also learn about product liquidity and house liquidity risk and how to manage risk with traditional and integrated control concepts.

This course will also tackle different strategies, including hedging and the principle of efficient frontiers. Participants will delve into interest rate exposure analysis and will be looking at the validity of yield curve analysis, the zero-coupon curve, "omega" risk analysis and VaR techniques. The course will also touch upon foreign exchange exposure analysis, including transaction and competitor risks.

Important information


  • Risk Management



Start date


Start date

Different dates availableEnrolment now open

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  • Risk Management
  • Finance
  • Credit/Counterparty
  • Hidden Exposures
  • Product Liquidity
  • Central Bank Guidelines
  • Risk Tolerance
  • Hedging
  • Efficient Frontiers
  • VAR Techniques
  • Transaction Risks

Teachers and trainers (1)

Former  Practitioner

Former Practitioner

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Course programme

Course Content:

Risk Management Defined

  • The roles of the treasurer, management, support and middle office
  • The historic development of risk management
  • The development of new technology.

Aspects of Risk

  • Credit / counterparty
  • Normal market risk
  • Abnormal market conditions
  • Hidden exposures
  • Product liquidity
  • House liquidity risk

Concepts of Control

  • Defining and measuring the risk - throughout the organisation.
  • Traditional methods of control
  • Integrated control concepts.
  • Banking book vs trading book
  • Central Bank guidelines
  • Case studies comparing traditional methods and newer techniques
  • Accounting and regulatory issues.
  • CAD / BIS issues.

Defining the Strategy

  • Risk tolerance
  • Hedging needs
  • The principle of efficient frontiers

Setting Limits

  • Counterparty related
  • Market related
  • Simplicity vs accuracy

Interest Rate Exposure Analysis

  • Gap analysis
  • Duration and convexity: their uses as a measure of risk exposure.
  • The validity of yield curve analysis
  • The zero-coupon curve.
  • "Omega" risk analysis
  • Basis risk
  • Overview of VAR techniques

Foreign Exchange Exposure Analysis

  • Transaction risk
  • Pre-transaction (budget) risk
  • Translation risk
  • Economic risk, including competitor risk.

Risk Management

£ 2001-3000