Market Risk Management

As a leader in the industry, RMA serves market risk practitioners at both the larger-institution and smaller-institution levels.

For larger institutions—where market risk management and its related technologies are well-known and mature—RMA provides peer-sharing and professional development opportunities pertaining to risk in capital markets, including market risk, counterparty credit risk, and sovereign/country risk.

Through events, such as round tables, in North America and Europe, we also offer education in liquidity risk (both funding and traded), price risk, equity risk, interest rate risk, and foreign exchange. RMA addresses the needs of experienced professionals with advanced courses including Advanced Risk Management Practices in Asset Management, Counterparty Credit Risk and Control: Best Practices, and Internal Ratings and Model Validation.

To remain at the forefront of the industry, RMA periodically conducts surveys, benchmarking studies, and best practice papers so that you can benefit from the latest insights.

Recent projects include:

For smaller institutions—where the market risk function is part of the asset/liability management process—RMA provides the skills necessary to further your understanding of the impact of changing market conditions on the soundness of the balance sheet and profitability of the income statement.

RMA's programs explore issues in liquidity risk management, interest rate risk management, loan and deposit management, and provide practical, relevant examples based on the present interest rate environment and current market conditions.

You can participate in RMA's beneficial training through both open-enrollment and Web-based courses. Additionally, The RMA Journal® also regularly carries articles on market-risk-related topics.

Recent projects include:

Other Market Risk Offerings


Comments or questions relating to market risk management within RMA may be addressed to Fran Garritt, Director, Market Risk and Securities Lending.

Related Products and Services

Interest Rate Risk Management Survey

The Risk Management Association has surveyed financial service institutions to determine the range of practices and standards currently used with regard to interest rate risk management. 

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Country Risk Management Survey

The Risk Management Association has surveyed financial service institutions to determine the range of practices and standards currently used for country risk management.

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Non-Libor Discounting of Derivatives Survey

RMA and PwC developed and carried out a survey of financial services institutions on the status of their transition to the non-Libor discounting.

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Wrong Way Risk Survey

The Risk Management Association has surveyed financial service institutions to determine the range of practices and standards currently used or planned to manage wrong way risk.

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Model Validation and Governance Survey

In Spring 2009, the Market Risk Council of The Risk Management Association conducted a survey on best practices within the area of model validation governance practices within financial institutions.

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Credit Approval and Limit Management Processes Survey

The RMA Market Risk survey on Credit Approval and Limit Management Processes in financial institutions was conducted in the fall of 2007.

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