Market Risk Measurement and Mitigation
Tutor-Led Class @ NGN250,000.00 per Participant
Online @ NGN230,000.00 per Participant
On-Site available on formal request
Venue: Workproskills Training Centres
Dates: Lagos (Jan. 12 - 16, 2026), Abuja (Jan. 26 - 30, 2026), Port Harcourt (Jan. 19 - 23, 2026), Ota (Feb. 2 - 6, 2026)
Time: 0900Hr - 1600Hr Daily
Course Overview
This 5-day course provides a comprehensive understanding of market risk and the tools used to measure, monitor, and mitigate exposure to financial market volatility. Participants will explore the impact of interest rate changes, foreign exchange fluctuations, equity price movements, and commodity risks on portfolios and institutions.
The course covers Value-at-Risk (VaR), stress testing, scenario analysis, and hedging strategies using derivatives. Participants will gain hands-on experience with risk models, backtesting techniques, and regulatory frameworks including Basel III and IFRS 9. Real-world case studies will reinforce concepts and demonstrate how market risk is managed across trading desks, treasury operations, and investment portfolios.
Learning Objectives
- Understand the sources and types of market risk
- Apply quantitative techniques to measure market exposure
- Use Value-at-Risk (VaR) and Expected Shortfall models
- Conduct stress testing and scenario analysis
- Design hedging strategies using options, futures, and swaps
- Interpret regulatory requirements for market risk capital
- Implement risk limits and governance controls
Who Should Attend
- Market risk analysts and treasury professionals
- Portfolio managers and traders
- Risk officers and compliance staff
- Investment analysts and financial engineers
- Regulators and supervisory authorities
Course Outline
Day 1 – Introduction to Market Risk
- Definition and classification of market risk
- Sources: interest rate, FX, equity, commodity
- Market risk in banking and investment contexts
Day 2 – Risk Measurement Techniques
- Value-at-Risk (VaR): historical, parametric, Monte Carlo
- Expected Shortfall and tail risk
- Backtesting and model validation
Day 3 – Stress Testing and Scenario Analysis
- Designing stress scenarios
- Reverse stress testing
- Integrating stress results into decision-making
Day 4 – Hedging and Risk Mitigation
- Derivative instruments: forwards, futures, options, swaps
- Hedging strategies and effectiveness
- Limit structures and stop-loss mechanisms
Day 5 – Regulation and Governance
- Basel III market risk capital rules
- IFRS 9 and fair value accounting
- Case studies: trading book vs banking book
Course Details
Duration: 5 days
Time: 9:00 AM - 4:00 PM daily
Venue: Workmanskills Training Centres (Lagos, Abuja, Port Harcourt, Ota) + Virtual option
Fees & Inclusions
NGN250,000 per participant. Includes training materials, refreshments, certificate, and access to post-course resources.
Certification
Certificate of Completion in Market Risk Measurement and Mitigation issued by Workmanskills Consult.