FusionRisk CMR Foundation - Functional - Market Risk, VaR and Limits
The classes are designed to deliver the basic FusionRisk knowledge across Market Risk, VaR and Limits.
- Core knowledge of credit and market risk practices, concepts and regulations.
FusionRisk Introduction to Market Risk
- Data Mng
- Monte-Carlo Simulation
- Sensitivity P&L
- Parametric VaR
- Back Testing
- Stress Testing
- System Launch
- Settlement and Credit Limits
- Risk Mitigation
Course includes all training presentation materials and demos. The demos will be on a live system, through Academy Labs.