Valuation Adjustments

USD $150


In this e-Learning course, we explore the fundamentals of valuation adjustments and their integration into risk management strategies. We engage with you in practical exercises in Excel to estimate valuation adjustments, specifically focusing on volatility skew using Vega risk sensitivities.

Who Should Enroll:

This course is designed for finance professionals, risk analysts, accountants, and anyone seeking to understand the intricate relationship between valuation adjustments, risk management, and regulatory compliance. 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:

  • Master the process of setting aside valuation adjustments in adherence to accounting standards.
  • Understand the intricacies of calculating derivative counterparty risk exposure and its linkage to CVA.
  • Gain practical proficiency in estimating valuation adjustments, particularly focusing on volatility skew using Vega risk sensitivities in Excel.

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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