Description
In this market risk course online, we explore the concept of maximizing risk-adjusted return on capital across different types of financial institutions. We delve into how risk measurement capabilities can be leveraged for optimization, transforming risk management from a cost center into a profit-maximizing partner.
We engage with you in practical exercises in Excel, to simulate expected return and risk exposure for a portfolio encompassing multiple fixed income and non-fixed income asset classes.
Who Should Enroll:
This course is ideal for finance professionals, risk managers, quantitative analysts, and anyone interested in optimizing financial strategies to maximize risk-adjusted returns. It is suitable for College and University students who aspire to become risk and finance professionals.
What You Will Gain:
Upon completing this course, you will:
- Learn how to leverage risk measurement capabilities for optimization and transform risk management into a profit-maximizing partner.
- Understand the impact of kurtosis and EWMA in volatility measurement on optimization outcomes, enabling you to make informed financial decisions.
- Explore the interplay between leverage, fair value accounting, and their influence on optimization in the financial sector.
- Develop practical skills in simulating expected return and risk exposure for portfolios comprising diverse asset classes, using Excel for optimization.
Duration:
45 minutes
Access Period:
270 days starting from enrollment date.
