This course provides the foundation for understanding the frameworks used to develop market risk management strategies. You will identify the market risks associated with each type of financial instrument. You will be introduced to techniques for estimating the risk associated with each class of investments. By the end of the course, you will be able to select the most effective derivatives for managing risk of a single asset and a portfolio of assets, develop asset selection strategies for managing risk in a portfolio, and model risk associated with a single asset and a portfolio of assets.
Offert par
Market Risk Management: Frameworks & Strategies
New York Institute of FinanceÀ propos de ce cours
4 878 consultations récentes
Dates limites flexibles
Réinitialisez les dates limites selon votre disponibilité.
Certificat partageable
Obtenez un Certificat lorsque vous terminez
100 % en ligne
Commencez dès maintenant et apprenez aux horaires qui vous conviennent.
Niveau débutant
Familiarity with financial investments (stocks, bonds, foreign exchange, etc.); basic knowledge of statistics and probability.
Approx. 8 heures pour terminer
Anglais
Sous-titres : Anglais
Ce que vous allez apprendre
Identify best-practice frameworks for assessing market risk.
Estimate Value at Risk and use in a risk management strategy.
Model market factors such as interest rates, equity, and commodity prices.
Compétences que vous acquerrez
Market Risk ManagementFinancial Risk ModelingDesigning a Stress Test
Dates limites flexibles
Réinitialisez les dates limites selon votre disponibilité.
Certificat partageable
Obtenez un Certificat lorsque vous terminez
100 % en ligne
Commencez dès maintenant et apprenez aux horaires qui vous conviennent.
Niveau débutant
Familiarity with financial investments (stocks, bonds, foreign exchange, etc.); basic knowledge of statistics and probability.
Approx. 8 heures pour terminer
Anglais
Sous-titres : Anglais
Offert par
New York Institute of Finance
The New York Institute of Finance (NYIF), is a global leader in training for financial services and related industries. Started by the New York Stock Exchange in 1922, it now trains 250,000+ professionals in over 120 countries. NYIF courses cover everything from investment banking, asset pricing, insurance and market structure to financial modeling, treasury operations, and accounting. The institute has a faculty of industry leaders and offers a range of program delivery options, including self-study, online courses, and in-person classes. Its US customers include the SEC, the Treasury, Morgan Stanley, Bank of America and most leading worldwide banks.
Programme du cours : ce que vous apprendrez dans ce cours
1 heure pour terminer
Getting Started
This course provides the foundation for understanding the frameworks used to develop market risk management strategies. You will identify the market risks associated with each type of financial instrument. You will be introduced to techniques for estimating the risk associated with each class of investments. By the end of the course, you will be able to select the most effective derivatives for managing risk of a single asset and a portfolio of assets, develop asset selection strategies for managing risk in a portfolio, and model risk associated with a single asset and a portfolio of assets.
1 heure pour terminer
1 vidéo (Total 2 min), 4 lectures
2 heures pour terminer
Module 01: Financial Instruments
In module one we’ll look at the different types of financial instruments that are the source of market risk. We'll first look at bonds and then at equities and lastly, we’ll explore derivatives.
2 heures pour terminer
4 vidéos (Total 45 min), 1 lecture, 4 quiz
1 heure pour terminer
Module 02: Measuring and Analyzing Market Risk
Now that we've had a complete look at different financial instruments and derivatives take a look at measuring and analyzing market risk first from the perspective of probabilistic measures and then second from the perspective of statistical measures.
1 heure pour terminer
3 vidéos (Total 28 min), 1 lecture, 3 quiz
1 heure pour terminer
Module 03: Managing and Modeling Market Risk
Now you have a good understanding of the risks that are inherent in different types of financial instruments and also of the derivatives that you can use to hedge those risks. You also are familiar with different methods for measuring and analyzing each type of market risk. Now we will look at how risk managers model and manage market risk.
1 heure pour terminer
4 vidéos (Total 25 min), 1 lecture, 4 quiz
Foire Aux Questions
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