Risk
Risk Measures and Models
Value at Risk, Expected Shortfall, and Volatility Measurement
4 CPD credits on completion
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Certificate on completion
Downloadable resources
Self-paced learning
About This Course
Course Information
This course tests your knowledge of Financial Risk, Calculating and Applying VaR, and Measuring & Monitoring Volatility.
Certificate on Completion
This course is made up of videos, questions and additional reading materials and accounts for 4 units of CPD. One unit is the equivalent of one hour of learning. A certificate will be issued once you have completed all 4 units.
Course Sections
This course is made up of the following sections:
- Efficient Frontiers (video)
- Confidence Intervals (video)
- Measures of Financial Risk (quiz)
- Calculating VaR (video)
- Monte Carlo and Stress Testing (video)
- Calculating and Applying VaR (quiz)
- Non-symmetrical Distribution (video)
- Simulation Methodology (video)
- Volatility Models (video)
- Measuring and Monitoring Volatility (quiz)
- Additional reading materials
What You Will Learn
- Define Value at Risk (VaR) and expected shortfall as measures of financial risk
- Calculate VaR using parametric, historical simulation, and Monte Carlo approaches
- Explain the process of marking to market and how daily settlement affects risk exposure
- Describe methods for measuring and monitoring volatility, including EWMA and GARCH models
- Compare the strengths and limitations of VaR versus expected shortfall for tail risk measurement
- Apply backtesting techniques to evaluate the accuracy of a VaR model
Who This Course Is For
- Risk analysts and managers responsible for measuring and reporting market risk
- Finance professionals who need to understand VaR and volatility models in their day-to-day work
- Accountants or auditors reviewing the risk measurement frameworks of financial institutions
Prerequisites
- Familiarity with basic statistics, including mean, standard deviation, and probability distributions
- Understanding of how financial portfolios are constructed and valued
Frequently Asked Questions
Course Details
CPD Credits4
CertificateYes
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Everything included in your subscription:
CPD certificate on completion
Downloadable resources
Self-paced learning
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