Investment Risk Management

• How risk managers use quantitative methods to assess and manage investment risk
• How to apply traditional investment risk concepts in today’s markets
• Best practices in risk analytics, including Value-at-Risk and stress testing
• Effective portfolio risk modelling, performance attribution, and risk budgeting
• How to build and implement a robust investment risk management framework

In today’s dynamic and increasingly complex financial markets, effective investment risk management is essential for safeguarding assets and minimizing potential losses. This course, aimed at professionals, will provide insight into the topic by exploring key concepts, tools, and strategies used to identify, assess, and manage investment risk.

We start with an introduction to investment risk management, covering its importance, core philosophy, and foundational theories such as capital market theory and asset pricing models. We then look into various types of risks—market, credit, liquidity, operational, and model risks—and methods for measuring them. Next, we move into quantitative risk measures and analytics, including volatility, Value-at-Risk (VaR), drawdown, and tail risk analysis. This is followed by portfolio-level risk modelling, exploring factor models, risk decomposition, sensitivity and stress testing, and performance attribution. We finish the course with a focus on practical risk management techniques, such as hedging and rebalancing strategies, and conclude by developing a comprehensive risk management framework that incorporates policies, processes, and regulatory considerations.

The purpose of this course is to give the participants a detailed and practical understanding of the principles, methodologies, and tools used in investment risk management, enabling them to identify, measure, and mitigate various types of financial risks within investment portfolios.

This course is designed for investment professionals, portfolio managers, investment risk managers, financial analysts, asset allocators, and other finance practitioners involved in investment decision-making and risk oversight. It is also suitable for regulators, consultants, and anyone seeking to deepen their practical understanding of risk management in the context of financial markets and asset management.

Host or Publisher MONECO Financial Training