This 4 1/2 day virtual workshop, meticulously designed to equip one with the analytical fundamentals and sophisticated techniques essential for assessing market risks in financial institutions. This workshop was an invaluable resource for professionals that were seeking to enhance their understanding and management of market risk. Designed for those at the forefront of financial operations, this workshop provided critical insights and practical skills necessary for master- ing market risk management in today’s dynamic financial landscape. Day 1: Foundations of Market Risk & Risk Management Framework • Workshop Objectives Overview • Risk Management Fundamentals • Risk Appetite, Tolerance and Capacity • Introduction to Market Risk in Banking and Investment/Trading books • Market Risk in the Investment/Trading Book Day 2: Measuring Market Risk in the Investment/Trading Book • Volatility • Value at Risk (VaR) - Fundamentals • VaR Methodologies & Portfolio Application • Advanced VaR Concepts • Equity Risk Assessment Day 3: Stress Testing, Banking Book Risks & Risk Mitigation Strategies • Stress Testing • Interest Rate Risk in the Banking Book • Risk Mitigation Techniques • Establishing and Monitoring Risk Limits • Active Risk Management & Reporting Day 4: Macroeconomic Drivers of Market Risk • The Interplay of Macroeconomic Factors on Financial Markets: An Overview • Key Macroeconomic Factors & Their Influence • Analyzing Macroeconomic Impact on Specific Market Risks (Interest rate risks, Equity risks, Currency risks, Commodity risks) • Summary and Wrap Up