In this 4-part module we teach you to identify and measure price risk for traded positions and to use value-at-risk or “VaR” to quantify an entity’s specific exposure to a specific risk factor or a portfolio or risk factors that can adversely affect financial performance.
target audience:DX1 Traders, risk managers, sales force, financial control and audit
prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
– Interest Rate Options
– FX Options
– FX Options — Greeks
prerequisite recommended:
– Asset-Liability Management
Please click below pictures to explore the chapters:
