Value at Risk Courses and Certifications

Historical VaR for Market Risk

5 ratings at Corporate Finance Institute

This course provides an in-depth exploration of calculating Value at Risk (VaR) using the Historical method, a fundamental technique widely adopted in financial institutions to measure market risk

• Corporate Finance Institute
• 2 hours 15 minutes
• Self-Paced
• Paid Course

AnalystPrep

FRM Part 1 - Book 4 - Valuation and Risk Models

Master Value at Risk, Black-Scholes-Merton model, and multi-factor risk metrics with detailed examples to strengthen your FRM Part 1 exam preparation.

• YouTube
• 3 hours 1 minute
• Self-Paced
• Free Video

AnalystPrep

FRM Part 2 - Book 4 - Liquidity and Treasury Risk Measurement and Management

Master liquidity and treasury risk management through Basel III ratios, stress testing, and real-world case studies for FRM Part 2 preparation.

• YouTube
• 5 hours 46 minutes
• Self-Paced
• Free Video

AnalystPrep

FRM Part 2 - Book 1 - Market Risk Measurement and Management

Master advanced market risk measurement techniques including VaR mapping, term structure models, correlation analysis, and volatility smiles for FRM Part 2 certification.

• YouTube
• 5 hours 33 minutes
• Self-Paced
• Free Video

Credential

Risk Management Specialization

8214 ratings at Corporate Finance Institute

Navigate complex risk landscapes with practical skills to assess, measure, and address financial, operational, and regulatory risks

• Corporate Finance Institute
• 1 day 5 hours
• Self-Paced
• Paid Course

AnalystPrep

Validating Bank Holding Companies' VaR Models for Market Risk - FRM Part 2 2025 - Book 1 - Chapter 6

Explore the validation process for bank holding companies' VaR models, including conceptual soundness assessment, sensitivity analysis, confidence interval calculation challenges, and benchmarking approaches for market risk management.

• YouTube
• 41 minutes
• Self-Paced
• Free Video

AnalystPrep

Beyond Exceedance-Based Backtesting of VaR Models - FRM Part 2 2025 Book 1 Chapter 7

Explore probability integral transforms (PITs) for validating VaR models, including goodness-of-fit tests like Kolmogorov-Smirnov, Anderson-Darling, and Cramér-von Mises for FRM Part 2 exam preparation.

• YouTube
• 24 minutes
• Self-Paced
• Free Video

Modeling Risk with Monte Carlo Simulation

76 ratings at Corporate Finance Institute

Learn how to quantify and model uncertainty by using Monte Carlo simulation in Python

• Corporate Finance Institute
• 2 hours 5 minutes
• Self-Paced
• Paid Course

Introduction to Portfolio Risk Management in Python

11 ratings at DataCamp

Evaluate portfolio risk and returns, construct market-cap weighted equity portfolios and learn how to forecast and hedge market risk via scenario generation.

• DataCamp
• 4 hours
• Self-Paced
• Free Trial Available

Market Risk Fundamentals

8 ratings at Corporate Finance Institute

Explore market risk fundamentals, learn to articulate risks, evaluate bank balance sheet impacts, quantify using standard deviation, and understand Value at Risk (VaR) concepts.

• Corporate Finance Institute
• 1 hour 26 minutes
• Self-Paced
• Paid Course

Leveraging Generative AI for Risk Assessment

6 ratings at Corporate Finance Institute

Learn how generative AI transforms risk assessment, offering advanced tools to predict and mitigate financial risks

• Corporate Finance Institute
• 2 hours 13 minutes
• Self-Paced
• Paid Course

Quantitative Risk Management in Python

Learn about risk management, value at risk and more applied to the 2008 financial crisis using Python.

• DataCamp
• 4 hours
• Self-Paced
• Free Trial Available

Quantitative Risk Management in R

Work with risk-factor return series, study their empirical properties, and make estimates of value-at-risk.

• DataCamp
• 5 hours
• Self-Paced
• Free Trial Available

Applied Finance in Python

Enhance your Python financial skills. Learn how to evaluate portfolios, calculate credit risk, and create GARCH models to forecast volatility.

• DataCamp
• 16 hours
• Self-Paced
• Free Trial Available

GARCH Models in R

Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.

• DataCamp
• 4 hours
• Self-Paced
• Free Trial Available