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.
DA
Very good course to understand the different ways of measuring and managing Market risk.
CS
Awesome course!! This will look good on the resume and help secure a better job for me.
ZH
Excellent. Instructor knows their stuff. Great for those who are working in the Financial Industry and for those who dabble in investments.
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This was one of the most challenging, interesting and applied courses among this group of courses offered in this risk managment specialisation . Provided practical insight through the use of detailed examples of alternative approaches in market risk measurement.
Excellent, sufficiently in-depth course that goes down into the mechanics and rationale of market risk management. I repeat, the rationale is very well explained and fleshed out (which is important! for a learner). The course instructor can teach.
Great Learning experience. Highly recommend to those who want an Introduction to Marketing Risk Management. The course covers all fundamentals with Project Work to solidify the learnings. Excellent Instructor and Material.
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.
Very good course to understand the different ways of measuring and managing Market risk.
very bad sound
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.
Excellent. Instructor knows their stuff. Great for those who are working in the Financial Industry and for those who dabble in investments.
Awesome course!! This will look good on the resume and help secure a better job for me.
Very informative in a clear way.
شكرا لكم جميعا 🙏🏻🌺
Very informative
Sangat bagus
Very good!
Keep it up
Excellent
VERY GOOD
all good
perfect