Risk Management and Risk Measurement acc. to Derivateverordnung

Together with our training partner, we will be hosting the one-day intensive seminar “Risk Management and Risk Measurement acc. to Derivateverordnung” on June 19, 2026. This seminar is intended for risk managers, employees involved in investment limit reviews, and anyone who wishes to gain a deeper understanding of the regulatory requirements for the use of derivatives, as well as the calculation and application of Value at Risk.

Participants will gain an overview of the Derivatives Regulation and the funds affected. The seminar focuses on calculating market risk using the simple and qualified approaches, as well as calculating Value at Risk (VaR). In addition, the seminar covers the definition of a risk benchmark portfolio, its predictive power, and backtesting. The seminar concludes with an analysis of stress test scenarios and a breakdown of structured and securitized derivative products. We look forward to hearing from you.