| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
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Value at Risk – All chapters
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: 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