Market Risk Analytics and Modelling

Market Risk Analytics and Modelling

Market Risk Analytics and Modelling

Market Risk Analytics and Modelling

DexLab Analytics Market Risk Analytics and Modelling Using SAS

Duration: 70 Hours

Live Online Sessions over Weekends

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Things to Learn from Market Risk Certification:

  • Major types of risks faced by banks
  • Financial Crisis and its impact on the Banking system
  • Sources and scope of market risk
  • Theoretical Probability distributions required to assess the market risks
  • Volatility forecasting and clustering models
  • Value at Risk Modelling
  • Quantitative Models of market risk
  • Description of Key Financial Products: Derivatives, Options, Mortgage Back Securities

 

Market Risk is referred as the risk that the banks are exposed to owing to any change in interest rates, equity prices, credit spreads, commodity prices, foreign exchange rates and other market indicators whose values are set in the public market.

 

Over the last few years, the global macroeconomic scenario has become excessively volatile, exposing banks to a riskier business environment. As a result, in order to survive, banks need to manage market risks, while complying with strict regulatory supervision. Predictive modelling of market risk using SAS can act as a savior in town!

 

For more details contact us at, hello@dexlabanalytics.com

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