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Value at Risk - Self paced e-learning course
Financial Training Partner a/s
Course Description:
- Role of Risk Management
- JP Morgan's Risk Metrics™
- The Basel Committee
- The parametric approach
- Volatility, correlation and matrix calculations
- Mapping cash flows
- Single position VaR
- Portfolio VaR
- Backtesting
- Stresstesting
Course Objective:
After the course you will possess the tools for calculating Value at Risk. You will be familiar with the concept of Value at Risk as well as the tools required for calculating the key figure.
Related issues like stresstesting, backtesting and industry standards will also be introduced.
Throughout the course there will be exams so you can test your knowledge of the individual topics
Course Prerequisites:
Some basic knowledge of the financial markets is an advantage.
Course Level:
Intermediate
The course is relevant for:
For employees who need an understanding of how to use and calculate Value at Risk as well as the statistical tools required for calculating Value at Risk.
Language: English
Format: Distance Learning
Sign-up:
On reciept of your payment we will send you an e-mail with your personal username and password.
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