Description
This suite of courses develops a practical understanding of the fundamental elements of market risk management. These elements represent the basic toolkit that practitioners must have in order to help them measure market and traded credit risk, liquidity risk, and capital.
Save 10% on individually-priced courses. Click on course links to see individual course details.
The Market Risk Fundamentals Suite includes:
- Risk Sensitivity (Python)
- Risk Sensitivity (Excel)
- Volatility and Correlation
- Valuation Adjustments
- Stress Testing
Duration:
5 hours
Who Should Enroll:
Professionals in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally. College and University students who aspire to become risk and finance professionals.
Access Period:
270 days starting from enrollment date.
