Navigating Volatility: Market Risk Management and Basel III Integration

This five-day course provides a comprehensive overview of market risk management principles and practices aligned with Basel III and the NBE Risk-Based Capital Adequacy Directive (SBB/95/2025).

Participants will gain practical insight into the sources of market risk—interest-rate, foreign-exchange, equity, and commodity risk—and how these exposures affect capital adequacy and profitability.
Through real-world examples and workshops, the program builds the capability to establish strong market-risk frameworks, apply measurement techniques, and implement governance structures that protect institutional resilience in times of market volatility.

Detailed course content can be provided upon request.