Description
In this market risk course online, we provide you with valuable insights into the principles of stressed Value at Risk (VaR) and portfolio risk analysis. This demo course offers a glimpse into key concepts and practices within the world of financial risk management. We engage with you in practical exercises in Excel, to calculate stressed VaR for a hypothetical portfolio containing linear positions in equity and fixed income asset classes.
Who Should Enroll:
This free demo course is ideal for individuals interested in exploring the fundamentals of risk management. Whether you are a student, finance enthusiast, or a professional looking to refresh your knowledge, this course provides valuable insights into key risk concepts.
What You Will Gain:
Upon completing this course, you will:
- Gain a basic understanding of stressed Value at Risk and its relevance in assessing portfolio risk.
- Learn about the historical context that led to the introduction of stressed VaR as a regulatory requirement.
- Engage in practical exercises to measure stressed VaR for a hypothetical portfolio using Excel.
- Get a glimpse into the diversity of risk assessment methods by comparing results from variance-covariance modeling and historical simulations.
Duration:
45 minutes
Access Period:
270 days starting from enrollment date.
