- Understand the basic principles of value at risk (VaR).
- Examine in-depth, the parametric and historical simulation methods.
- Explore ways to compensate for fat-tailed volatility (kurtosis) and time-weighting, in the measurement of VaR.
- Measure VaR for a portfolio of 3 or more investments using portfolio risk sensitivities (DGV), volatility and correlation (Excel).
- Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
- College and University students who aspire to become risk management professionals.
Recommended Course Prerequisites:
How long do I have to complete this course?
You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.