This course is part of the Risk Management Specialization

4.7
stars
43 ratings

Jack Farmer

4,175 already enrolled

Offered By

Risk Management SpecializationNew York Institute of Finance

About this Course

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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.

Flexible deadlines

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Earn a Certificate upon completion

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Includes hands on learning projects.

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Course 3 of 4 in the

Risk Management Specialization

Beginner Level

Familiarity with financial investments (stocks, bonds, foreign exchange, etc.); basic knowledge of statistics and probability.

Approx. 7 hours to complete

English

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What you will learn

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.

Skills you will gain

Market Risk Management
Financial Risk Modeling
Designing a Stress Test

Flexible deadlines

Reset deadlines in accordance to your schedule.

Shareable Certificate

Earn a Certificate upon completion

100% online

Start instantly and learn at your own schedule.

Coursera Labs

Includes hands on learning projects.

Learn more about Coursera Labs

Course 3 of 4 in the

Risk Management Specialization

Beginner Level

Familiarity with financial investments (stocks, bonds, foreign exchange, etc.); basic knowledge of statistics and probability.

Approx. 7 hours to complete

English

Could your company benefit from training employees on in-demand skills?

Try Coursera for Business

Instructor

Instructor rating

4.15/5 (15 Ratings)

Jack Farmer

Curriculum Director

New York Institute of Finance

84,343 Learners

13 Courses

Offered by

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.

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Syllabus - What you will learn from this course

Week1

Week 1

1 hour to complete

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 hour to complete

1 video (Total 2 min), 4 readings

Week2

Week 2

2 hours to complete

Module 01: Financial Instruments

2 hours to complete

4 videos (Total 45 min), 1 reading, 4 quizzes

Week3

Week 3

1 hour to complete

Module 02: Measuring and Analyzing Market Risk

1 hour to complete

3 videos (Total 28 min), 1 reading, 3 quizzes

Week4

Week 4

1 hour to complete

Module 03: Managing and Modeling Market Risk

1 hour to complete

4 videos (Total 25 min), 1 reading, 4 quizzes

Reviews

4.7

9 reviews

5 stars
79.54%
4 stars
13.63%
3 stars
2.27%
2 stars
2.27%
1 star
2.27%

TOP REVIEWS FROM MARKET RISK MANAGEMENT: FRAMEWORKS & STRATEGIES

by DAJan 5, 2022

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

by CSDec 22, 2021

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

View all reviews

About the Risk Management Specialization

This 4-course Specialization from the New York Institute of Finance (NYIF) is intended for STEM undergraduates, finance practitioners, bank and investment managers, business managers, regulators, and policymakers. This Specialization will teach you how to measure, assess, and manage risk in your organization. By the end of the Specialization, you will understand how to establish a risk management process using various frameworks and strategies provided throughout the program.

Frequently Asked Questions

When will I have access to the lectures and assignments?
Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:
The course may not offer an audit option. You can try a Free Trial instead, or apply for Financial Aid.
The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.
What will I get if I subscribe to this Specialization?
When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.
Is financial aid available?
Yes. In select learning programs, you can apply for financial aid or a scholarship if you can’t afford the enrollment fee. If fin aid or scholarship is available for your learning program selection, you’ll find a link to apply on the description page.

More questions? Visit the Learner Help Center.

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Market Risk Management: Frameworks & Strategies

About this Course

What you will learn

Skills you will gain