EDUCBA

Market Risk Management Fundamentals

EDUCBA

Market Risk Management Fundamentals

This course is part of Market Credit and Operational Risk Management Specialization

EDUCBA

Instructor: EDUCBA

Access provided by Rothschild & Co. Wealth Management UK

Gain insight into a topic and learn the fundamentals.
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace
Gain insight into a topic and learn the fundamentals.
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace

What you'll learn

  • Apply VaR, Expected Shortfall, stress testing, and backtesting techniques to measure market risk.

  • Analyze portfolio performance using factor models, risk budgeting, and investment analytics.

  • Evaluate hedge funds, illiquidity risk, and advanced risk management strategies in finance.

Details to know

Shareable certificate

Add to your LinkedIn profile

Assessments

8 assignments

Taught in English
Recently updated!

June 2026

See how employees at top companies are mastering in-demand skills

Learn more about Coursera for Business
logos of Petrobras, TATA, Danone, Capgemini, P&G and L'Oreal

Build your subject-matter expertise

This course is part of the Market Credit and Operational Risk Management Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
  • Learn new concepts from industry experts
  • Gain a foundational understanding of a subject or tool
  • Develop job-relevant skills with hands-on projects
  • Earn a shareable career certificate

There are 8 modules in this course

Develop foundational expertise in Value at Risk (VaR), Expected Shortfall, Monte Carlo simulation, and advanced quantitative risk measurement techniques used in financial risk management.

What's included

11 videos1 assignment

Analyze historical simulation approaches, backtesting frameworks, Basel regulations, and statistical validation methods for evaluating market risk models.

What's included

10 videos1 assignment

Apply scenario analysis, stress testing, VaR mapping, and derivative risk assessment techniques to evaluate portfolio exposures under changing market conditions.

What's included

10 videos1 assignment

Examine factor investing, CAPM, market efficiency, value investing, momentum strategies, and macroeconomic risk factors in portfolio management.

What's included

11 videos1 assignment

Evaluate alpha generation, benchmark sensitivity, illiquidity premiums, factor exposures, and market imperfections affecting portfolio performance.

What's included

10 videos1 assignment

Build expertise in portfolio construction, diversification, portfolio rebalancing, analytical risk models, and advanced portfolio VaR applications.

What's included

10 videos1 assignment

Implement risk budgeting frameworks, portfolio monitoring systems, risk planning processes, and performance measurement techniques in investment management.

What's included

11 videos1 assignment

Analyze hedge fund strategies, risk-adjusted performance metrics, dynamic portfolio evaluation techniques, and operational due diligence frameworks.

What's included

17 videos1 assignment

Earn a career certificate

Add this credential to your LinkedIn profile, resume, or CV. Share it on social media and in your performance review.

Instructor

EDUCBA
EDUCBA
1,533 Courses318,998 learners

Offered by

EDUCBA

Why people choose Coursera for their career

Felipe M.

Learner since 2018
"To be able to take courses at my own pace and rhythm has been an amazing experience. I can learn whenever it fits my schedule and mood."

Jennifer J.

Learner since 2020
"I directly applied the concepts and skills I learned from my courses to an exciting new project at work."

Larry W.

Learner since 2021
"When I need courses on topics that my university doesn't offer, Coursera is one of the best places to go."

Chaitanya A.

"Learning isn't just about being better at your job: it's so much more than that. Coursera allows me to learn without limits."