Description
This market risk course online is designed to introduce you to the fundamental concepts of Value at Risk and provide a glimpse into portfolio risk analysis. Explore the core principles of VaR and its application in risk assessment. We engage with you in practical exercises in Excel, to calculate VaR for a portfolio consisting of three or more investments.
Who Should Enroll:
This course is course is ideal for individuals who want to grasp a core concept in risk management. Whether you are a student, a finance enthusiast, or a professional aiming to refresh your knowledge, this course offers a valuable introduction to the world of risk assessment.
What You Will Gain:
Upon completing this course, you will:
- Acquire a foundational understanding of Value at Risk (VaR) and its significance in assessing and managing financial risk.
- Explore the two primary methods for calculating VaR (parametric and historical simulation) and understand when to use each method.
- Discover techniques to address the challenges posed by fat-tailed volatility and the importance of time-weighting in VaR measurement.
- Gain practical experience by measuring VaR for a portfolio of three or more investments using Excel and relevant risk metrics.
Durée :
1,5 heure
Access Period:
270 days starting from enrollment date.
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