Value at Risk Courses and Certifications

EDUCBA

Value at Risk (VaR) Modeling in Excel Masterclass

Calculate Value-at-Risk in Excel using Historical Simulation, Delta Normal, and Monte Carlo methods, generate P&L distributions, and weigh VaR's limits against Stress VaR and Expected Shortfall.

• Coursera
• 3 weeks, 2 hours a week
• Self-Paced
• Paid Course

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

Financial Risk Management with R

264 ratings at Coursera

Quantify market risk of stock portfolios in R: retrieve data from FRED and Yahoo!Finance, compute returns, and estimate Value-at-Risk and Expected Shortfall.

• Coursera
• 4 weeks, 4 hours a week
• Self-Paced
• Paid Course

Coursera

Calculate VaR: Market Risk Measurement

Calculate Value at Risk with the historical simulation method: interpret its purpose and limits, flag outliers, and communicate portfolio exposure for weekly risk dashboards.

• Coursera
• 1 hour 44 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

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

GARCH Models in Python

197 ratings at DataCamp

Volatility is an essential concept in finance, which is why GARCH models in Python are a popular choice for forecasting changes in variance, specifically when working with time-series data that are time-dependant.

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

GARCH Models in R

100 ratings at DataCamp

Are you curious about the rhythm of the financial market's heartbeat?

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

Quantitative Risk Management in R

85 ratings at DataCamp

In Quantitative Risk Management (QRM), you will build models to understand the risks of financial portfolios.

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

Market Risk Fundamentals

8 ratings at Corporate Finance Institute

Quantify market risk: identify its drivers, assess a bank's balance sheet exposure, and calculate annualized standard deviation and parametric Value at Risk in Excel.

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

Momentum-Based Trading

Design, backtest, and optimize a momentum-based machine-learning trading strategy using Python, statistical tests, price modeling, Monte Carlo simulation, and risk measures.

• Udacity
• 14 hours
• Self-Paced
• Paid Course

Project Management: Control using the Earned Value and Risk

120 ratings at Coursera

Control a project in execution: apply Earned Value Management with BCWS, BCWP and ACWP indicators, forecast estimates at completion, then identify risks and close the project.

• Coursera
• 1 hour 52 minutes
• Self-Paced
• Paid Course