Value at Risk (VaR) Modeling in Excel Masterclass

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Value at Risk (VaR) Modeling in Excel Masterclass

This course is part of Risk Management and Financial Analysis Specialization

Instructor: EDUCBA

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3 modules

Gain insight into a topic and learn the fundamentals.

5 hours to complete

Flexible schedule

Learn at your own pace

3 modules

Gain insight into a topic and learn the fundamentals.

5 hours to complete

Flexible schedule

Learn at your own pace

What you'll learn

Apply Historical, Delta Normal, and Monte Carlo VaR methods using Excel.
Analyze P&L distributions and interpret Value-at-Risk metrics for risk assessment.
Evaluate Stress VaR and Expected Shortfall to support advanced risk management decisions.

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This course is part of the Risk Management and Financial Analysis Specialization

When you enroll in this course, you'll also be enrolled in this Specialization.

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There are 3 modules in this course

Master Value-at-Risk (VaR) using Excel with real-world financial applications.

Learn how top banks measure and manage market risk effectively. This course provides a complete, practical guide to understanding and calculating Value-at-Risk (VaR), one of the most widely used risk management tools in finance. You will explore key VaR concepts, methodologies, and real-world applications while building hands-on skills in Excel. Starting with foundational concepts, the course progresses into step-by-step implementation of major VaR models, including Historical Simulation, Delta Normal, and Monte Carlo methods. You will learn how to generate P&L distributions, interpret risk metrics, and compare different approaches used by financial institutions. The course also covers limitations of VaR and introduces advanced risk measures such as Stress VaR and Expected Shortfall, helping you develop a comprehensive understanding of modern risk management practices. By the end of this course, you will be able to confidently apply VaR techniques in Excel and make informed risk-based decisions in financial environments.

Build a strong foundation in Value-at-Risk (VaR) by understanding its definition, concepts, real-world applications, and key methodologies used in financial risk management.

What's included

4 videos3 assignments

Develop practical skills in calculating VaR using Excel, including full revaluation and sensitivity-based approaches, while analyzing P&L distributions and risk metrics.

What's included

4 videos3 assignments

Explore advanced VaR methodologies such as Delta Normal and Monte Carlo, compare their effectiveness, and evaluate limitations with modern risk measures like Expected Shortfall.

What's included

4 videos3 assignments

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Instructor

EDUCBA

1,510 Courses317,934 learners

Offered by

EDUCBA

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