Market Risk, VaR & Investment Strategies
About 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.
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What you'll learn
- understand Value at Risk (VaR)
- implement portfolio analysis
- evaluate hedge fund performance
- apply stress testing techniques
- utilize backtesting methods for model validation
- analyze the structure and risks of mutual funds and illiquid assets
- apply portfolio management concepts
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