Stressed VaR (Demo)

USD $0


In this e-Learning course, 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.

Course Duration:

45 minutes

Course Access Duration:

270 days starting from enrollment date.


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%.
Scroll to Top
Optimal MRM Official Logo