Value at Risk Courses and Certifications

Coursera

Investment Risk Management

2192 ratings at Coursera

Quantify an investment portfolio's risk-to-reward using the Treynor Ratio and calculate its value at risk.

• Coursera
• 1 hour 40 minutes
• Self-Paced
• Paid Course

Optimization Methods in Asset Management

49 ratings at Coursera

Construct optimal portfolios with Mean-Variance Analysis and CAPM in Excel, measure risk using VaR and CVaR, and model transaction costs from order books and bid-ask spreads.

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

Control and replan using Earned Value and Risk Management

Control a project in progress: track performance with earned value, replan when the schedule slips, manage risks, and close the project out.

• Polimi OPEN KNOWLEDGE
• Self-Paced
• Free Certificate

New York Institute of Finance

Market Risk Management: Frameworks & Strategies

217 ratings at Coursera

Identify market risks in bonds, equities and derivatives, then measure and model them, calculating Value-at-Risk and Expected Shortfall for a globally diversified equity portfolio.

• Coursera
• 6 weeks, 1 hour a week
• Self-Paced
• Paid Course

EDUCBA Career Certificate

Risk Management and Financial Analysis

Measure and model financial uncertainty: apply Delta Normal VaR, Expected Shortfall, Stress VaR, Monte Carlo and Historical Simulation, and build risk models in Excel.

• Coursera
• 4 weeks, 10 hours a week
• Self-Paced
• Paid Course
• 4 courses

EDUCBA Career Certificate

Credit, Market & Liquidity Risk

Measure and manage financial risk: credit exposure, CVA, securitization, bank liquidity and treasury funding, Value at Risk, Expected Shortfall, interest rate models, and portfolio analytics.

• Coursera
• 12 weeks, 10 hours a week
• Self-Paced
• Paid Course
• 6 courses

EDUCBA

Financial Risk Management with VaR Techniques

Measure financial risk with analytical, historical, and Monte Carlo VaR methods, model credit risk through Probability of Default and exposure measurement, and analyze operational risk.

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

EDUCBA

Market Risk Management Fundamentals

Measure and manage portfolio market risk: apply VaR, Expected Shortfall, Monte Carlo and historical simulation, stress testing, factor models, risk budgeting, and hedge fund due diligence.

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

EDUCBA Career Certificate

Market Credit and Operational Risk Management

Measure and manage financial risk: apply Value at Risk, Expected Shortfall, stress testing, counterparty exposure, securitization, economic capital, and risk-adjusted performance measurement.

• Coursera
• 8 weeks, 10 hours a week
• Self-Paced
• Paid Course
• 4 courses

EDUCBA

Risk Management, Derivatives and Fixed Income

Learn financial risk management, derivatives pricing and fixed income valuation: VaR, binomial trees, Black-Scholes, option Greeks, bond pricing, duration, convexity, credit and operational risk.

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

EDUCBA

Quantitative Risk Management Exam Practice

Solve FRM-style mock exam problems covering Value at Risk, Expected Shortfall, volatility and interest rate modeling, regression analysis, arbitrage pricing, and option pricing frameworks.

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

EDUCBA

Master Market Risk, VaR & Interest Rate Models

Measure and manage market risk: apply VaR and Expected Shortfall, backtest models, hedge with DV01, and value bonds, swaps and options via Vasicek and Black-Scholes.

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

EDUCBA

Hedge Fund Risk Analysis and Stress Testing

Measure hedge fund risk with Value at Risk, covariance and downside metrics, run stress tests and sensitivity analysis, and dissect LTCM, Amaranth and Bridgewater cases.

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

EDUCBA

Advanced Risk Management and Strategy

Solve FRM Level 2 mock papers: apply VaR modeling and valuation, credit default and exposure calculations, model and liquidity risk, and portfolio strategies under time pressure.

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

EDUCBA

Financial Risk Models and Valuation Techniques

Measure and model financial risk: apply VaR methodologies, price options with binomial and Black-Scholes models, value bonds and yield curves, and assess credit, operational and country risk.

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