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.

Course Agenda

FusionRisk Introduction to Market Risk
FusionRisk VaR

  • Data Mng
  • MRP
  • RTM
  • Monte-Carlo Simulation
  • Sensitivity P&L
  • Parametric VaR
  • Back Testing
  • Stress Testing
  • Reporting

FusionRisk Limits

  • System Launch
  • Settlement and Credit Limits
  • Risk Mitigation

What's Included

Course includes all training presentation materials and demos. The demos will be on a live system, through Academy Labs.