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.

Let's Keep In Touch

Stay adjourned with our latest courses, news and events by subscribing to our newsletter. We will send you an email newsletter from time to time, and we promise to never sell your details to any third parties!

Our LatestNews

Posted on: Monday, March 23rd, 2020

Due to the COVID-19 Social Distancing Government Directive, LEAD Training Services will be offering the upcoming Spring/Summer 2020 courses online. Instead of traditional face to face classroom lectures, all sessions will be delivered through online live webinars.

LEAD has in the past days developing a professional state of the art online training platform to continue deliver high quality accredited courses even during these upcoming months. We believe that education and professional development cannot halt but to the contrary we believe professionals should turn this temporary crisis as an opportunity to up-skill their skills and competencies by one of our accredited courses. …read more »