Market Risk Measurement and Management – Online Course


This course enables you to measure and control the market risk portfolios of securities. The course is aimed at employees who deal with risk management and control. The course will give you hands-on experience with measuring and managing market risk. You will learn about the traditional risk figures like duration, Beta, volatility and the option greeks as well as Value at Risk using the Delta Normal Approach and Historical Simulation. You will also learn how to back- and stresstest your portfolio.

Dette kursus udbydes også som fysisk kursus. Læs mere.

Hvordan foregår online kurset?

We place great emphasis on interaction. Therefore, the training will be a combination of recorded training, exercises and guidance. The course includes:

  • A recorded class room training without participants, where you will get exercises and solutions as part of the training.
  • Possibility to ask questions and get answers within 24 hours.
  • Two months access to the course. You decide when and at what pace you want to follow the recorded training.
  • A training that is suitable for viewing on both computer and mobile.

You must set aside approx. 2 working days for the course.


– Fundamental Review of the Trading Book
– Value at Risk
– Delta Normal Approach
– Historical Simulation-based VaR
– Delta VaR, Component VaR and Incremental VaR
– Duration and Key Rate Duration
– Capital Requirements for Market Risk
– The Greeks
– Simple, Exponentially Weighted Moving Average and GARCH-volatility
– Stresstesting and backtesting

Se kursusprogram

Hvem henvender kurset sig til?

– Risk Managers
– Risk Controllers
– Treasurers
– Dealers
– Analysts
– Backoffice employees
– Internal auditors
– Financial authorities
– IT-employees
– Compliance


You have an introductory knowledge about risk management since concepts like duration will only be explained briefly.

Anmeldelser af Market Risk Measurement and Management (11)

25 aug 2021

Market Risk - Measurement and Management

It's very good relation between theory and practice. Everything was excellent and very good

Sonya Mirzaikamrani

Kommuninvest AB

25 aug 2021

Certified Risk Manager

Väldigt givande. Givit mig en djupare inblick i risk och bakgrunden till många sett att mäta risk. Instruktören är ödmjuk och pedagogisk. Bra jobbet!

Andreas Mattsson


17 dec 2019

Market Risk Measurement and Management

Fulfilled my expectations. Applicable in daily work. Good balance between theory and practice. Liked that theory was illustrated with examples (calculations etc.) Clear and concise communication. Very good at making the subjects and theoretical aspects understandable.

Christian Wik

Danske Bank

18 okt 2019

Market Risk Measurement and Management

Very good course. Not too basic level and a good mix between theory and exercises. Very good teaching methods. The instructor had very good knowledge on the topic and no problem answering questions.

Jonas Sjöstedt

Nordax Bank

15 apr 2019

Market Risk Measurement and Management

Exceeded my expectations - very high quality of content and teaching methods. Will be able to apply this in my work. The instructor was extremely skilled - knowledgeable and had very good teaching skills.

Wilma Hedberg

Danske Bank

15 apr 2019

Market Risk Measurement and Management

The module gave a good view not only on the "number" of VAR but on the word behind the number. Good with a lot of easy examples. Good combination of theory and reality. The instructor was easy to understand and it was free to ask questions. Good body language - felt like "one of us", not a teacher and a class.

Evelina Kalmnäs Lindqvist

Förste AP-Fonden

30 okt 2018

Market Risk Measurement and Management

Very good course!

Frederik Casselhag

B3 Management AB

30 okt 2018

Market Risk Measurement and Management

Very good mix of theory and exercises. Excellent instructor.

Elin Nordahl


29 mar 2018

Market Risk Measurement and Management

Great course!

Karl Hultkrantz


29 mar 2018

Market Risk Measurement and Management

I have learned a lot on risk during the course even though I have no financial background. There was a perfect combination of theory and practice. The instructor was highly motivating! It was an intense course yet pretty fun and interesting.

Pinar Omeroglu

B3IT Management AB

29 mar 2018

Market Risk Measurement and Management

I have got a better understanding of market risk and many new ideas of how to improve our risk methods and reports. The teaching methods was very good with examples, exercises and use of white board. The instructor was easy to understand and gave good examples.

Louise Millesten

Volvo Car Corporation

Instruktør på dette kursus

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen er adm. direktør og stiftede Financial Training Partner A/S i 2002.

Han har mange års undervisningserfaring fra Financial Training Partner og som chefkonsulent i SimCorps kursusafdeling, hvor han startede i 1996. Før SimCorp arbejdede han i Danske Bank med salg og analyse af obligationer.

Jørgen har arbejdet i flere år som ekstern lektor på CBS (Copenhagen Business School), hvor han blev kåret som årets underviser på HD, Finansiel Rådgivning.

Han er forfatter til bøgerne Finansiel Risikostyring og Finansielle Derivater udgivet på Djøf Forlag.

Han er uddannet og HD(R)

Jørgen underviser i Derivater, Risikostyring, Porteføljestyring og Fixed Income

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