FusionRisk Value at Risk

Course title
FusionRisk Value at Risk
3 days


This FusionRisk Value at Risk training course is aimed at project implementation teams as well as operations and technical support professionals.

Upon successful completion of the course, delegates will:
• Set the Market Risk Process (MRP) for historical Simulation
• Use and explain the Risk Transparency Module
• Set the MRP for Monte – Carlo simulation
• Present the MRP foor sensitivities and parametric VaR
• Set up and use the Back Test report
• Use and explain the Stress Test MRP and Stress Test report


Courses: FusionRisk Limits

Course Agenda

• Introduction
• Data Management
• Market Risk Process
• Risk Transparency Module (RTM) – VaR Reports
• Monte – Carlo Simulation MRP
• Sensitivity P&L
• Parametric VaR
• Back Testing
• Stress Test
• Reporting

What's included

Course includes all training presentation materials, trainee workbooks and hands-on exercises. The exercises will be on live systems, through Misys Academy Labs.

Delivery dates

December 11th – December 13th 2017