Market Risk Measurement and Management – Online Course

Course description

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.

This course is also offered as a physical course. Read more.

How is the online course conducted?

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.

Course content

– 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

See course programme

The course is relevant to

– 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.

Reviews of Market Risk Measurement and Management (14)

08 Dec 2023

Market Risk Measurement and Management

Very good training. Exceeding expectations! Good mix between theory and practical examples. Very knowledgeable instructor. Good presentation skills.

Manu Verjans

Ekspres Bank

08 Dec 2023

Market Risk Measurement and Management

Very good with practical examples.

Sameer A. Mahmood

Ekspres Bank

08 Dec 2023

Market Risk Measurement and Management

Excellent - great with examples. Very good at explaining.

Janne Forum

Ekspres Bank

13 Sep 2023

Market Risk Measurement and Management

Expectations were met. In depth description of work-related subjects.

Filip Frygnegård


23 Mar 2023

Market Risk Management and Measurement

The course gave me a deeper understanding of the underlying market risk factors. Great combination of teaching (theory) and practical exercises.

Erik Ruud Fredriksen


23 Mar 2023

Market Risk Management and Measurement

Really good. Good communication and knowledge.

Jesus Serrano Biarnes

Nordea Asset Management

23 Mar 2023

Market Risk Management and Measurement

Very good. I learned a lot from this course.

Hassan Hariri

Vattenfall AB

14 Sep 2022

Market Risk Measurement and Management

- great examples
- pedagogical
- interesting

Erika Skaredotter

Ficope Risk Management AB

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 Oct 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

Instructor on this course

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

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