{"id":17570,"date":"2020-11-21T14:44:43","date_gmt":"2020-11-21T19:44:43","guid":{"rendered":"https:\/\/www.optimalmrm.com\/?post_type=product&#038;p=17570"},"modified":"2026-05-31T11:48:17","modified_gmt":"2026-05-31T15:48:17","slug":"value-at-risk","status":"publish","type":"product","link":"https:\/\/www.optimalmrm.com\/fr\/produit\/value-at-risk\/","title":{"rendered":"Value at Risk"},"content":{"rendered":"<p>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.<\/p>\n<h4><strong>Who Should Enroll:<\/strong><\/h4>\n<p>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.<\/p>\n<h4><strong>What You Will Gain:<\/strong><\/h4>\n<p>Upon completing this course, you will:<\/p>\n<ul>\n<li>Acquire a foundational understanding of Value at Risk (VaR) and its significance in assessing and managing financial risk.<\/li>\n<li>Explore the two primary methods for calculating VaR (parametric and historical simulation) and understand when to use each method.<\/li>\n<li>Discover techniques to address the challenges posed by fat-tailed volatility and the importance of time-weighting in VaR measurement.<\/li>\n<li>Gain practical experience by measuring VaR for a portfolio of three or more investments using Excel and relevant risk metrics.<\/li>\n<\/ul>\n<h4><strong>Dur\u00e9e :<\/strong><\/h4>\n<p>1,5 heure<\/p>\n<h4><strong>Access Period:<\/strong><\/h4>\n<p>270 days starting from enrollment date.<\/p>\n<h4><strong>Conditions pr\u00e9alables recommand\u00e9es pour le cours :<\/strong><\/h4>\n<ul>\n<li><a href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/risk-sensitivities\/\" target=\"_blank\" rel=\"noopener\"><strong><span style=\"color: #002a5c;\">Risk Sensitivity<\/span><\/strong><\/a><\/li>\n<li><a href=\"https:\/\/www.optimalmrm.com\/fr\/produit\/volatility-and-correlation\/\" target=\"_blank\" rel=\"noopener\"><strong><span style=\"color: #002a5c;\">Volatility and Correlation<\/span><\/strong><\/a><\/li>\n<\/ul>","protected":false},"excerpt":{"rendered":"<p>This e-Learning course 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.<\/p>","protected":false},"featured_media":15945,"comment_status":"open","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"default","site-content-layout":"default","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"default","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}}},"product_brand":[],"product_cat":[266],"product_tag":[],"class_list":["post-17570","product","type-product","status-publish","has-post-thumbnail","product_cat-single-courses","desktop-align-center","tablet-align-left","mobile-align-left","ast-product-gallery-layout-horizontal-slider","ast-magnify-disabled","ast-product-tabs-layout-horizontal","first","instock","virtual","sold-individually","taxable","purchasable","product-type-simple"],"_links":{"self":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/17570","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product"}],"about":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/types\/product"}],"replies":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/comments?post=17570"}],"version-history":[{"count":0,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product\/17570\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media\/15945"}],"wp:attachment":[{"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/media?parent=17570"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_brand?post=17570"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_cat?post=17570"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/www.optimalmrm.com\/fr\/wp-json\/wp\/v2\/product_tag?post=17570"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}