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Market Risk, VaR & Investment Strategies

EDUCBA via Coursera

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Overview

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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.

Syllabus

  • Foundations of Risk Measurement
    • Learn core risk metrics, VaR methodologies, and statistical tools used to quantify financial risk.
  • Enhancing VaR Models
    • Explore semi-parametric, non-parametric, and enhanced VaR methods for improved risk estimation.
  • Backtesting and Regulatory Framework
    • Understand model validation, Basel regulations, and stress testing techniques for risk control.
  • Applied Risk & Portfolio Instruments
    • Apply risk concepts to derivatives, liquidity management, and investment instruments.
  • Alternative Investments & Market Dynamics
    • Analyze hedge funds, illiquid assets, and alternative investment strategies.
  • Due Diligence & Risk Governance
    • Develop skills in fund evaluation, operational due diligence, and risk governance frameworks.
  • Portfolio Theory & Performance
    • Apply CAPM, multifactor models, and performance evaluation techniques in portfolio management.

Taught by

EDUCBA

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