Stress Testing

USD $165

Description

In this e-Learning course, we delve into the critical aspects of stress risk measurement. Learn to design stress scenarios based on risk factor volatility and correlation across various asset classes using Excel. Discover how to measure stress risk exposure for a portfolio containing simple investments and option positions across different asset classes.

Who Should Enroll:

This course is suitable for finance professionals, risk managers, quantitative analysts, and anyone looking to enhance their understanding of stress risk measurement and scenario design. 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:

  • Be proficient in designing stress scenarios based on risk factor volatility and correlation across asset classes using Excel.
  • Master the measurement of stress risk exposure for diverse portfolios using delta, gamma, and vega (DGV) risk sensitivities in Excel.
  • Understand how to adapt stress scenarios to account for fat tails, apply time-weighting, and address liquidity.
  • Gain insights into the comparative use of DGV risk sensitivities and full revaluation for options in stress risk measurement.

Course Duration:

45 minutes

Course Access Duration:

270 days starting from enrollment date.

Recommended Course Prerequisites:

Content

Audio-Visual Content and Course Duration:

  • The time that it takes to complete the course will be determined by your pace.
  • The total viewing time of lesson presentations is 1-1.5 hours;  individual lesson topics are between 5-15 minutes each, presented as audio-visual content.
  • The time needed to complete each exercise presented is between 10-20 minutes, based on your level of engagement.
  • The exam is allocated 1 hour.

Downloadable Content:

  • The exercises presented in lessons are provided in a downloadable Excel spreadsheet. This will enable you to practice the exercises, side-by-side with the lesson presentations.
  • A downloadable PDF is provided as a text version of the lessons presentations. This can be used as reference and to make notes, as you go through the presentations.

Exam and Certificate:

  • The course exam is comprised of questions in the form of true/false, multiple choice, sorting choice, and fill in the blank.
  • A personalized course certificate will be issued to you with a minimum score of 50%.

Preview

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