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Retour à Market Risk Management: Frameworks & Strategies

Avis et commentaires pour d'étudiants pour Market Risk Management: Frameworks & Strategies par New York Institute of Finance

4.7
étoiles
29 évaluations

À propos du cours

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. Learners will complete a project covering the estimation and analysis of risk in a globally diversified equity portfolio. The portfolio will include allocations of equity indexes from the U.S., Japan, Hong Kong, and Germany. Data for the two years prior to March 2020 will be used to convert daily returns in each indexes' currency into dollar returns. Value-at-Risk and Expected Shortfall for the portfolio will be calculated using an equal-weighted sample and an exponentially weighted sample. Learners will then be given a new 2-year data set that includes the market data through August of 2020. They will be asked to re-evaluate risk for the portfolio using Value-at-Risk and Expected Shortfall....

Meilleurs avis

DA

5 janv. 2022

Very good course to understand the different ways of measuring and managing Market risk.

CS

22 déc. 2021

Awesome course!! This will look good on the resume and help secure a better job for me.

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1 - 7 sur 7 Avis pour Market Risk Management: Frameworks & Strategies

par Samuel K

•

19 mai 2022

The course is well desined, organized, and delivered with complex concepts being broken down making it easy to grasp. It covers relevant topics of market risk management with practical projects to illustratre the mechanism and analysis of investment risk portfolios (V-a-r, expected short-fall). I recommend it.

par lance m

•

28 avr. 2022

Good course for understanding basics of market risk, and all the statistical measures and assumptions. Wish there were a little bit more intensive computational examples in excel or maybe R, but overall a great course.

par Deepak K A

•

6 janv. 2022

Very good course to understand the different ways of measuring and managing Market risk.

par Charles S

•

23 déc. 2021

Awesome course!! This will look good on the resume and help secure a better job for me.

par Mousa J G

•

21 mai 2022

THANKS

par Amel o m a

•

25 juil. 2022

nice

par Hussein D A

•

7 janv. 2022

5​

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