Market Risk Management

COURSE DESCRIPTION

Financial institutions such as banks offer a broad range of products and

services, ranging from traditional banking activities such as deposit-taking

and lending to complex structured investments and innovative financial

solutions. Banks are expected to identify, measure and assess, control, and

monitor the various risks arising from their activities prudently and

proactively.

This course focuses on the management of market risk, defined by the

Bangko Sentral ng Pilipinas as the risk to earnings or capital arising from

adverse movements in factors that affect the market value of instruments,

products and transactions in an institution's overall portfolio, both on- and

off-balance sheet. This program aims to consolidate the theories and

practices of prudent market risk management, with the overall objective of

equipping banking professionals with strong working knowledge to become

better at what they do.

COURSE OUTLINE

The program could be run as a one-day, 6-hour session, or as two-day, 3-

hour session per day. At the end of the course, participants should be able

to

• Explain what market risk is, its sources, and impact to a bank's operation
• Elaborate on why market risk management is important in the context

of banking

• Discuss the different approaches on how market risk is managed

TIME SCHEDULE:

April 14, 2023 (Friday)

9:00 AM – 5:00 PM

SUBJECT MATTER EXPERTS:

Mr. James Patrick Bonus

Deputy Country Manager & Chief Finance Officer, Finscore

TRAINING FEE PER PARTICIPANT:

From Member Institution – P2,800.00

From Non-Member Institution – P3,920.00

**VAT Inclusive