Skip to main content

Market Risk Management

Enrollment in this course is by invitation only

About This Course

This comprehensive interactive online workshop will explore underlying market risk exposures in equities, commodities, fixed income, and derivatives. We will examine many aspects of market risk and apply market risk measurement tools to quantify and manage risk exposures.

This Market Risk course is ideally timed to examine the events of that period. The approach adopted is to introduce and review technical and practical market risk practices, the effectiveness of regulatory frameworks during the period against the backdrop of various case studies presented to illustrate actual market risk trading and hedging activities of speculators and commercial actors alike.

The course is designed for individuals working in the following areas:

  • Basel market risk regulatory approach
  • Bonds
  • Chartered Financial Analysts
  • Commodities
  • Derivatives
  • Central Bankers and regulators
  • Financial risk
  • Market exposure
  • Exposure mapping
  • Equities
There are seven core subject areas:

  • Counterparty Credit Risk vs. Lending Risk
  • Credit Risk and Credit Models
  • Counterparty Credit Risk Models
  • Collateral and other Risk Mitigants
  • Quantifying Metrics
  • The Challenges of Managing the xVA Process
  • Consituting the xVA Desk

Course Director

Andrew Kinsey

Andrew has over 25 years’ experience in financial markets both for international and local (South African) institutions. He was a trader and senior manager in the derivatives and cash-trading environment, and worked as a Derivatives Trader at Nedcor, Standard Bank and Corpcapital Bank, trading foreign exchange, fixed income and equity assets. He was head of the ABN AMRO South Africa Money Market and Foreign Exchange unit. From 2008 to 2014 he was Head of Market and Trading Risk at the Purple Capital Group. This set the basis for the next period as he moved into risk management for hedge funds and in the online trading environment. This allowed him to build on his skills as a market trader to construct risk management systems, which illuminated granular market exposures as well as a communication tool for the business executives. At the same time he began to spend an increasing amount of time training and lecturing both graduates and experienced staff in market products and economics.

Frequently Asked Questions

What web browser should I use?

The Open edX platform works best with current versions of Chrome, Firefox or Safari, or with Internet Explorer version 9 and above.

See our list of supported browsers for the most up-to-date information.