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Course Outline |
| Course Title |
Sources of Market Risk |
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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 solid understanding of financial markets, probabilities and risk measurement. Course 411, An Introduction to Financial Risk Measurement, is strongly recommended. | |
| Objectives | This course provides a broad description of the sources of financial market risk. You will learn:
- The relationship between market risk and other types of financial risk. - How market losses can be decomposed across positions on risk factors and how adverse movements in those risk factors lead to market losses. - How to model general and specific market risk factors. - How to describe the major drivers behind fixed-income risk. - How to characterize equity risk. - How to describe currency and event risk. - How commodity risk differs from other types of risk. - How portfolios are also affected by liquidity risk. |
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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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