Seminar Market Risk (23. - 24. 9. 2025, in Czech)

3.08.2025

For whom it is intended

The seminar is intended for specialists of medium and large companies whose management is affected by market risks, and specialists of banks, insurance companies, pension and investment funds who deal with market risk and investments.

Objectives of the seminar

The seminar focuses on all types of market risk (i.e. volatility of FX rates, interest rates and stock and commodity price fluctuations). Participants will get acquainted with identifying risks as well as the principles of valuing various market instruments. They will learn about methods for measuring and managing market risks, such as open position, gap analysis, VaR and expected shortfall, back-testing and stress testing, and hedging with financial derivatives. The seminar also includes a discussion of the quantitative and qualitative requirements for market risk measurement and management models, including practical aspects of their implementation.

Seminar content

Elements of market risks
Identification of market risk
Valuation of market instruments
Overview of methods of market risk management
Value at risk
Use of VaR within Basel II
Back testing
Stress testing
Possibilities of market risk management
Time horizons and their influence on the method of market risk management
Specifics of market risk management for selected entities

23. - 24. 9. 2025 Registration

Lecturers

Mgr. Ing. Václav Novotný

Ing. Milan Říha, Risk Management Department Manager, UniCredit Bank Czech Republic and Slovakia, a. s.

Milan Říha is responsible for the methodology and monitoring of market risk and liquidity indicators, valuation of derivatives, calculation of profits and losses from Treasury trades, development of new products, management of collateral from Treasury trades and counterparty risk. In the past, he was responsible for trading derivatives and other financial products on the interbank market. He has been working at UniCredit since 2000, in his current position since 2003.
Milan Říha graduated from the Faculty of Mechanical Engineering of the Czech Technical University.

Tags: Economics | Finance | Education |

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