Description
In this market risk course online, we explore the fundamentals of valuation adjustments and their integration into risk management strategies. We engage with you in practical exercises in Excel to estimate valuation adjustments, specifically focusing on volatility skew using Vega risk sensitivities.
Who Should Enroll:
This course is designed for finance professionals, risk analysts, accountants, and anyone seeking to understand the intricate relationship between valuation adjustments, risk management, and regulatory compliance. 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:
- Master the process of setting aside valuation adjustments in adherence to accounting standards.
- Understand the intricacies of calculating derivative counterparty risk exposure and its linkage to CVA.
- Gain practical proficiency in estimating valuation adjustments, particularly focusing on volatility skew using Vega risk sensitivities in Excel.
Durée :
1 heure
Access Period:
270 days starting from enrollment date.
