Market Risk and Counterparty Credit risk course is designed to empower you with tools and fundamentals to be able to value derivatives and model risk independently. The course covers FRTB market risk framework and Counterparty Credit Risk calculations in great detail with theory, analytical derivations, spreadsheet and python models for every single concept. Get hands-on modelling experience on some of the key areas such as FRTB-SA, FRTB-IMA, SA-CCR, IMM, xVA, SIMM etc. which are in huge demand today. Although the core focus of this course is to train you on the latest regulatory capital framework, there is a constant emphasis on problem solving and independent thinking to tackle modelling problems throughout the course. Join this course to take advantage of over 140 hours of lecture and get access to a rich repository of Excel and Python models.
Over 140 hours of lectures on market risk, counterparty credit risk, FRTB, SA-CCR, xVA, SIMM, and derivative valuation.
Practical experience with Excel and Python models for every concept.
In-depth training on the latest regulatory capital frameworks like FRTB-SA, FRTB-IMA.
Self-paced sessions with core conceptual classes available as recordings, complemented by live workshops and regular weekend live classes.
Includes 'Market Abhyaas' case study to understand the three lines of defence in risk management.
Placement assistance including customized CV preparation, interview guidance, and tie-ups with financial institutions.
Access to Primers, Concept Lectures, Excel Models, Python Codes, One Note Files, Reading Material, Assignments, Quizzes, and a D Forum.
Python Basic Libraries
Python for Statistics
Market Risk Foundations
FRTB - standardized approach
FRTB - simplified standardized approach
FRTB - Advanced Approach (IMA)
Stochastic Process
Equity Derivatives
FX Derivatives
Interest Rate Derivatives
Advanced Sensitivity Computation
Counterparty Credit Risk
XVA Toolbox
Core conceptual classes available as recordings
Integrated Market Risk case study (2 days, 10 hours).
Regular live classes on topics not covered in self-paced sessions.
Case study on the three lines of defence.
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A Step-by-Step Path to Mastering Valuation, Risk Modelling, and Regulatory Frameworks.
Master Python basics, essential libraries (Numpy, Pandas, Matplotlib), statistical concepts, and market risk fundamentals.
Deep dive into FRTB standardized approaches (full and simplified), including Delta, Vega, Curvature, and JTD risk charges.
Learn FRTB Advanced Approach (IMA), stochastic processes, valuation of Equity, FX, and Interest Rate Derivatives, and advanced sensitivity computations.
Cover CCR concepts (Exposure, Netting, SA-CCR, IMM, SIMM), and the XVA Toolbox (CVA, DVA, FVA, MVA, etc.). Complete assignments and exams for certification.
Certificate of Completion
This certificate is proudly presented to
For successfully completing the course“Market Risk Modeling Certificate (Excel and Python)”by Risk Inn.
CA Yash Jain
Chief Faculty
June 29, 2025
Date Issued
Mentor
Satyapriya Ojha is a highly skilled Capital Markets and Risk professional with 12+ years of experience in Regulatory Capital, Valuation and Analytics
He is an IIT & IIM graduate and holds FRM charter (top quartile in all subjects of part I & part II) and a distinction from CQF institute.
He is an expert in quantitative models used in valuation and risk management.
He has worked as a consultant in several regulatory projects for some of the top banks in the US in BASEL III and FRTB space.
Currently, he serves as a product owner for a top wealth management firm engaged in quantitative portfolio management for institutional clients.
The future of risk management lies in the intelligent application of data.
Founder & CEO, IIT, Tulane, USA
Ripul is the Founder of Risk Innand have an Academic Background from Indian Institute of Technology (IIT) Roorkee and Tulane University, USA, with over 150 research citations.
Extensive experience in Management, Business, Research, Consulting, with a career across India, the USA, and Europe.
Passionate about Teamwork and Empowering individuals to Maximize Talents, Driving Growth and Innovation at Risk Inn.
The future of risk management lies in the intelligent application of data.
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