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5 - FNB - Finance and Banking

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FNB 109 - Mastering Value-at-Risk (VaR)

Code	Start Date	Duration	Venue
FNB 109	22 April 2024	5 Days	Istanbul	Registration Form Link
FNB 109	20 May 2024	5 Days	Istanbul	Registration Form Link
FNB 109	10 June 2024	5 Days	Istanbul	Registration Form Link
FNB 109	15 July 2024	5 Days	Istanbul	Registration Form Link
FNB 109	12 August 2024	5 Days	Istanbul	Registration Form Link
FNB 109	09 September 2024	5 Days	Istanbul	Registration Form Link
FNB 109	07 October 2024	5 Days	Istanbul	Registration Form Link
FNB 109	04 November 2024	5 Days	Istanbul	Registration Form Link
FNB 109	02 December 2024	5 Days	Istanbul	Registration Form Link

 

Course Description

The changes in the business environment require functioning systems for the limitation and targeted control of each institution's risk profile to ensure it goes in total consistency with the firm risk appetite. Furthermore and instead of solely focusing only on maximizing revenue, financial institutions are increasingly adopting risk-adjusted return in strategic planning and budgeting, Value-at-Risk (VaR) is a measure of risk that is consistent across risk types and quantifies potential loss at a certain confidence level, over a certain period.

In addition to explaining methods for calculating VaR, this training course is designed to clarify VaR computational appeal as well as to provide participants with tools & techniques on how VaR outputs are used. By utilizing these measures at different levels of reporting/aggregation, VaR provides a holistic approach to a well-functioning risk control system through showing total firm-wide risk and summary of risk concentration among different business units, asset classes and countries.

Course Objectives

• Mastering the "value-at-risk" conceptual framework 
• Providing simple & practical methods for calculating VaR quickly, efficiently & accurately
• Shedding lights on VaR usages 
• Explaining VaR compliments; expected shortfall, worst-case-scenario, peak-over-threshold along with tools & techniques to backtesting & stresstesting

Who Should Attend?

• Risk Management Staff Members
• Middle Office staff members
• Internal Audit Officers
• Financial Control Officers
• Basel Implementation Officers