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Course: Value at Risk - Self paced e-learning course - 6-month access |
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1 sep -
31 dec
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Kursusbeskrivelse
• 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 |
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Formål
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 |
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Forudsætninger
Some basic knowledge of the financial markets is an advantage. |
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Niveau
Intermediate |
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Kurset er 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. |
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Instruktører
Ingen/none
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Sprog
English |
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Sted
Distance Learning |
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Pris
6 months' access to the "Value at Risk" e-learning course: DKK 1,495 (EUR 195) exclusive of VAT.
You may register for this course at any time. On reciept of your payment we will send you an e-mail with your personal username and password. |
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Home » Kurser » Kursusudbud » Course: Value at Risk - Self paced e-learning course - 6-month access 
