Market Risk, VaR & Investment Strategies

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Market Risk, VaR & Investment Strategies

This course is part of Credit, Market & Liquidity Risk Specialization

Instructor: EDUCBA

Included with

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7 modules

Gain insight into a topic and learn the fundamentals.

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

7 modules

Gain insight into a topic and learn the fundamentals.

1 week 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 financial risk.
Analyze hedge funds, mutual funds, illiquid assets, and alternative investments for performance evaluation.
Evaluate portfolio strategies using CAPM, multifactor models, and risk-adjusted performance metrics.

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Build your subject-matter expertise

This course is part of the Credit, Market & Liquidity Risk 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 7 modules in this course

Master financial risk management and investment strategies used by top professionals. Learn VaR, portfolio analysis, and hedge fund evaluation in one course.

This course bridges the gap between quantitative risk modeling and real-world investment decision-making, making it ideal for FRM Level II candidates and finance professionals. You will learn how to measure and manage risk using Value at Risk (VaR), Expected Shortfall, and stress testing techniques, and validate models using backtesting and Basel regulatory frameworks. The course also dives into hedge funds, mutual funds, illiquid assets, and alternative investments, helping you understand their structure, risks, and performance drivers. Finally, you will apply portfolio management concepts, including CAPM, multifactor models, and performance evaluation, to make informed investment decisions.

Learn core risk metrics, VaR methodologies, and statistical tools used to quantify financial risk.

What's included

9 videos1 assignment

Explore semi-parametric, non-parametric, and enhanced VaR methods for improved risk estimation.

What's included

9 videos1 assignment

9 videosTotal 60 minutes

Semi Parametric5 minutes
Semi Parametric Continue3 minutes
Age Weighted Historic Method11 minutes
Other Historic Method10 minutes
Advantages and Disadvantages5 minutes
Non Parametric Examples7 minutes
Back Testing7 minutes
Its Exceptions and Importance6 minutes
Difficulties in Back Testing6 minutes

1 assignmentTotal 30 minutes

Enhancing VaR Models30 minutes

Understand model validation, Basel regulations, and stress testing techniques for risk control.

What's included

9 videos1 assignment

Apply risk concepts to derivatives, liquidity management, and investment instruments.

What's included

9 videos1 assignment

9 videosTotal 69 minutes

Futures and Forwards Positions and Stress Testing10 minutes
VaR Benchmark2 minutes
Two Components of Typically Var Model3 minutes
Introduction to Course10 minutes
Liquid Assets8 minutes
Risk Monitoring and Performance Measurement11 minutes
Introduction to Hedge Fund9 minutes
Mutual Funds8 minutes
Characteristics of Hedge Funds8 minutes

1 assignmentTotal 30 minutes

Applied Risk & Portfolio Instruments30 minutes

Analyze hedge funds, illiquid assets, and alternative investment strategies.

What's included

9 videos1 assignment

9 videosTotal 85 minutes

Evolution of the Hedge Fund Industry7 minutes
Hedge Fund Performance8 minutes
Risk Sharing Asymmetry7 minutes
Managed Future Funds9 minutes
Long -Short Equity Funds5 minutes
Illiquid Assets Markets14 minutes
Imperfection that Encourages Illiquidity9 minutes
Illiquid Assets Return Biases13 minutes
Illiquid Assets Premiums13 minutes

1 assignmentTotal 30 minutes

Alternative Investments & Market Dynamics30 minutes

Develop skills in fund evaluation, operational due diligence, and risk governance frameworks.

What's included

9 videos1 assignment

9 videosTotal 80 minutes

Past Funds Failures10 minutes
Due Diligence Elements9 minutes
Manager Evaluation10 minutes
Risk Management Evaluation10 minutes
Operational Due Diligence7 minutes
Due Diligence Questionnaire8 minutes
Low-Risk Anomaly11 minutes
Factor Regression and Portfolio Sensitivity11 minutes
Volatility and Beta Anomalies6 minutes

1 assignmentTotal 30 minutes

Due Diligence & Risk Governance30 minutes

Apply CAPM, multifactor models, and performance evaluation techniques in portfolio management.

What's included

9 videos1 assignment

9 videosTotal 65 minutes

Asset Price and the CAPM6 minutes
Implications of Using the CAPM7 minutes
Shortcomings of the CAPM6 minutes
Multifactor Model12 minutes
Transaction Costs8 minutes
Portfolio Revisions and Rebalancing5 minutes
Diversified and Undiversified6 minutes
Risk Planning6 minutes
Portfolio Performance Evaluation8 minutes

1 assignmentTotal 30 minutes

Portfolio Theory & Performance30 minutes

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Instructor

EDUCBA

1,533 Courses318,998 learners

Offered by

EDUCBA

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