Course Outline
 

Course Title

  

VAR Methods

Course Category

    Online
Target Audience  

-Treasury and other financial professionals who manage their firm's exposure to market risk.
-Executives whose firms are exposed to market risk.
-Professionals who need to understand how market risk is measured, assessed and managed in a diversified portfolio of financial instruments (equity, fixed-income, currency, commodity).
-This course is relevant to professionals in commercial firms with market risk exposures, commercial banks, central banks, supervisory/regulatory agencies, investment banks, mutual fund companies, brokerage firms, insurances companies, accounting firms, and consultancy firms.
-Students preparing for the FRM(TM) exam will also find the course useful for exam preparation, and the course includes examples of questions from recent FRM(TM) exams.

Continuing Education

  

6 MX CE Credits

Prerequistes

   Course 411 - Introduction to Financial Risk Measurement is strongly recommended.
College level mathematics
Objectives   This course covers the Value at Risk Methods. This course builds on the previous courses of this series, in particular,
Subject by level  

Topics  

Section 1- Introduction to Modern Risk Measurement Systems
-  A Brief History of Value at Risk (VAR)
-  VAR and Risk Metrics
-  VAR Measures, Monitors, and Manages Risk
-  Components of a Risk Measurement System
-  Choosing a Risk Measurement System
-  Pitfalls in Risk Measurement Systems

Section 2 - Local Versus Full Valuation Methods
-  Local Versus Full Valuation Methods-
-  Local Valuation Methods
-  Full Valuation Methods:
   
Duration   This online course is equivalent to an in-class course with a duration of 6 hours. Online courses are self-paced, and the time necessary to complete each course will vary with each student
Time to comple the course   Six months (user account can be deactivated after this period)
Date   Available now
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