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Financial Risk Management and Market Volatility

By Lexar Business Support Limited Unverified
DeliveryPhysical
Duration1 week
Next start26 Oct 2026
LocationLagos

About this programme

Financial risks—from market volatility to credit exposures—are magnified by globalization, inflation, and geopolitical uncertainty. This seminar provides advanced tools for identifying, measuring, and hedging financial risks while aligning with capital adequacy requirements.

Detailed Modules:

  1. Types of Financial Risk – Market, credit, liquidity, and interest rate risk.
  2. Market Volatility & Global Shocks – Understanding inflation, FX turbulence, oil price swings, and geopolitical shocks.
  3. Quantitative Risk Tools – Value at Risk (VaR), Monte Carlo simulations, scenario stress testing.
  4. Hedging Strategies – Derivatives, options, swaps, futures, structured financial products.
  5. Capital Adequacy & Basel Compliance – How capital buffers protect against volatility.
  6. Risk-Adjusted Performance Metrics – Sharpe ratio, RAROC, and portfolio optimization.
  7. Case Studies – Lessons from financial crises (2008 Global Crisis, COVID-19 market disruptions).

Target Audience: CFOs, investment managers, treasurers, financial analysts, and portfolio managers.

Outcomes: Participants will develop the ability to anticipate financial shocks, apply hedging techniques, and optimize financial performance under uncertainty.

Course Booking

Please use the “book now” or “inquire” buttons on this page to either book your space or make further enquiries.

Who should attend

  • Types of Financial Risk
    – Market, credit, liquidity, and interest rate risk.
  • Market Volatility & Global Shocks
    – Understanding inflation, FX turbulence, oil price swings, and geopolitical shocks.
  • Quantitative Risk Tools
    – Value at Risk (VaR), Monte Carlo simulations, scenario stress testing.
  • Hedging Strategies
    – Derivatives, options, swaps, futures, structured financial products.
  • Capital Adequacy & Basel Compliance
    – How capital buffers protect against volatility.
  • Risk-Adjusted Performance Metrics
    – Sharpe ratio, RAROC, and portfolio optimization.
  • Case Studies
    – Lessons from financial crises (2008 Global Crisis, COVID-19 market disruptions).
  • Target Audience
    CFOs, investment managers, treasurers, financial analysts, and portfolio managers.
  • Outcomes
    Participants will develop the ability to

Upcoming runs

Oct 26 - 27 Oct, 2026
17th Floor, Western House, 8/10 Broad Street, Lagos Island

Facilitator & contact

Facilitator
LEXAR
Contact person
Amarachi Grace
Provider site
lexarbs.com

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