Market Risk Management



Financial institutions such as banks offer a broad range of products and services, ranging from traditional banking activities such as deposit-taking and lending to complex structured investments and innovative financial solutions. Banks are expected to identify, measure and assess, control, and monitor the various risks arising from their activities prudently and proactively.
This course focuses on the management of market risk, defined by the Bangko Sentral ng Pilipinas as the risk to earnings or capital arising from adverse movements in factors that affect the market value of instruments, products and transactions in an institution’s overall portfolio, both on- and off-balance sheet. This program aims to consolidate the theories and practices of prudent market risk management, with the overall objective of equipping banking professionals with strong working knowledge to become better at what they do.


The program could be run as a one-day, 6-hour session, or as two-day, 3- hour session per day. At the end of the course, participants should be able to
• Explain what market risk is, its sources, and impact to a bank’s operation
• Elaborate on why market risk management is important in the context
of banking
• Discuss the different approaches on how market risk is managed

Target Audience:

1. Controllership and Finance professionals
2. Risk management professionals
3. Treasury operations professionals
4. Internal audit professionals

Course Outline: 

The program outline are as follows:

A. What is market risk?

B. Why market risk management is important?

C. How is market risk managed?


Resource Speaker:

Mr. James Patrick Bonus, CPA, FRM, FMLI

Former CFO & Bank Controller Founder & Lead Resource Person,

Acepointph Training & Consultancy



May 24, 2024


9:00 AM – 4:00 PM


Training Fee per Participant:

Member Institution – P 2,800.00

Non-Member Institution – P 3,920.00

**VAT inclusive