Stressed VaR

USD $195


In this e-Learning course, we delve deep into the principles of stressed Value at Risk (VaR), exploring its importance and applications in financial risk management. We engage with you in practical exercises in Excel to measure stressed VaR for a hypothetical portfolio encompassing both linear and non-linear positions across various asset classes.

Who Should Enroll:

This course is ideal for professionals in the financial industry, risk managers, compliance officers, and anyone who seeks an understanding of stressed VaR and its application in risk management. 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:

  • gain a practical understanding of the principles of stressed Value at Risk (VaR) and its vital role in risk assessment.
  • Master practical skills in measuring stressed VaR for portfolios containing both linear and non-linear positions across multiple asset classes using Excel.
  • Understand the differences between various stressed VaR calculation methods, including variance-covariance models, historical simulations, and Monte Carlo simulations.
  • Gain insights into overcoming challenges related to market data quality and liquidity in the measurement of stressed VaR.

Course Duration:

1 hour

Course Access Duration:

270 days starting from enrollment date.

Recommended Course Prerequisites:


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%.


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