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Course Outline |
| Course Title |
Introduction to Market Risk Measurement |
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| Course Category |
Online | |
| Target Audience | Financial professionals and executives who need to understand more about how market risk is measured, assessed and managed in a diversified portfolio of financial instruments (equity, fixed-income, currency, commodity). The course contains many detailed examples, interactive equations, and remediated self-assessment tools. Students preparing for the FRMTM exam will also find the course useful for exam preparation, and the course includes examples of questions from recent FRMTM exams.
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| Continuing Education |
4 MX CE Credits |
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| Prerequistes |
A basic understanding of probabilities is recommended (a review is included in the course), and a general background in finance. | |
| Objectives | This course provides a basic description of the main tools employed by risk managers to measure financial risks. You will learn:
- What is market risk and how risk measurement systems have evolved over time. - How to compute Value at Risk (VAR) to measure financial risk. - How to choose the confidence level and the horizon for reporting a VAR number. - How to build a VAR measurement system. - What are the drawbacks of VAR measures, and alternative methods. - How to stress-test portfolios to identify extreme losses. |
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| Subject by level |
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| Topics | Section 1 |
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| Duration | This online course is equivalent to an in-class course with a duration of 4 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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