Market Risk

Course Objective:

This course provides an introduction to the market risk functionality of SimCorp Dimension. It targets the business end users and staff responsible for risk analytics across an investment organization. The focus is the calibration and use of SimCorps risk methodology, which is similar to RiskMetrics.

During the course, you will learn how to use the main applications within the market risk business areas including a process overview, calibration of VaR-models and stress scenarios, aggregation of risk analytics, risk measurements and the auxiliary functionality for exploration of pricing and customized analytics. The course will be a mixture of instructor lead presentations and hands-on exercises.

Main Learning Topics:

  • Introduction to market risk in SimCorp Dimension
  • Value-at-Risk models
  • Calibration of risk factors
  • Stress scenarios
  • Aggregation of market risk
  • Calibration of market risk models
  • Measuring market risk
  • Analyzing market risk
  • Pricing in risk
  • User defined key ratios
  • Risk analytics in Front Office and Compliance
  • Risk process monitoring
  • Risk reports
  • Cleanup obsolete risk analytics


A conceptual understanding of market risk, including stress scenarios and VaR-models.
Working experience with SimCorp Dimension, at beginners level – like Middle Office User, Professional User or SimCorp Dimension Academy.

Course Duration:

Days: 3 days
Daily training hours: 9:00-17:00 (last day until 16:00)

How to register for this course

Click your preferred date below and register by filling out the form.

If no date is found for your preferred course please contact [email protected] to request the course.