Lead Training Services

Advanced Market Risk Management

Starting Date To Be Announced

ECTS credits: 1
Trainer: Dr. Paul Magro

The learner will be able to:

  • Identify and explain sources of interest rate risk in fixed income securities and compute standard measures of such risks including first and second order approximations as well as full revaluation of securities.
  • Compute various estimates of volatility and calibrate model parameters to fit financial returns (applied in MS Excel).
  • Apply industry standard risk measures including Value-at-Risk to linear and non-linear risk exposures.
  • Evaluate computationally various metrics and understand the risks involved in using such measures (applied in MS Excel).
  • Hedge equity, FX and interest rate risk using derivatives (applied in MS Excel).
  • Understand the basis and apply extreme value theory.


Tower Training Centre
Lower Ground Floor, Tower Business Centre, Tower Street, Swatar, Malta. (view map)

(Free parking available at level minus 5)


Who We Are

We are a team of specialists passionate about our work and with a common ambition to share learning experiences with people in the business community and civil society.

Under the brand name LEAD Training Services, our team has attracted an impressive pool of professional trainers from different areas of business.

This makes us the only professional training organisation in Malta that can offer cutting edge training programmes across a broad spectrum of topics. We do not believe in one-size-fits-all training programmes and in line with our belief we customise our programmes to our individual customer’s needs.

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Our LatestNews

Posted on: Thursday, March 17th, 2022

Here are 11 reasons why you should enroll in LEAD Training Services’ Corporate Series courses:

1.     They are accredited courses. Our Corporate Series courses are fully accredited by the MFHEA, at MQF Level 5, 2 ECTS. This means that the courses have employment and academic value. So our courses will help you to get the very best out of your investment and time.

2.     They are short courses. Sometimes, the best way to learn, is by getting to the gist of it. These courses are 7 to 10 hours long but well informative, split over 3 mornings, in order to give you enough time to balance your work schedule, while investing in your continuous professional development.

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