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E-Learning Course - Value at Risk
KESDEE Inc.
Library of 16 courses providing an in-depth understanding of Value at risk and its applications
The themes of this course are:
- VaR as an integral part of risk management
- VaR as a measurement tool
- VaR to improve performance
Course Overview
Value at risk is vital for banks, securities firms, commodity and energy merchants, and other trading organizations to be able to track their portfolios' market risk. It is a measure used by financial practitioners to quantify risk of a portfolio. The Course introduces the same and provides an up-to-date working knowledge of all aspects of VaR analysis, including the latest VaR models in theory and practice.
After completing this course, you will be able to:
- Define VAR and explain how it is used to quantify risk
- Measure Value at Risk using various methods
- Familiarize yourself with the profile of major vendors of risk management systems available in the market
- Understand the benefits of Stress Testing as a complement to VaR
- Understand and apply advanced volatility and correlation models such as GARCH and EMWA
- Learn from the failures of Barings Bank, Orange County and Metallgesellschaft
- Apply VaR into the context of managing capital and making strategic decisions such as capital allocation
Target Audience
Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from our innovative solutions.
- Supervisory Agencies
- Central Banks
- Financial Institutions
- Commercial Banks
- Investment Banks
- Housing Societies/Thrifts
- Mutual Funds
- Brokerage Houses
- Stock Exchanges
- Derivatives Exchanges
- Insurance Companies
- Multinational Corporations
- Accountancy Firms
- Consultancy Firms
- Law Firms
- Rating Agencies
- Multi-lateral Financial Institutions
- Others
Course Level & Number of Courses: Intermediate Level, Library of 16 Courses
Instructional Method: Dynamic, Interactive e-learning
Recommended Background: Familiarity with basic financial concepts
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