Course curriculum

    1. Market Risk Course: Overview & Glossary

    2. Market Risk: Glossary

    1. The Calypso Risk Framework

    2. Market Risk: Overview of Risk Measures Video

    1. Market Risk: Risk Report Configuration

    2. Market Risk: Configuring Risk Reports with the Analysis Designer Video

    3. Market Risk: Analysis Designer Non-Parallel and Hedging Instruments Configuration Video

    4. Market Risk: Report Configuration Sensitivity

    5. Market Risk: Rate Sensitivity Report Video

    6. Market Risk: Rate Volatility Sensitivity Video

    7. Market Risk: Forward Rate Sensitivity Report Video

    8. Market Risk: Credit Sensitivity Report Video

    9. Market Risk: Equity Sensitivity Report Video

    10. Market Risk: Report Configuration Simulation

    11. Market Risk: Introduction to Simulation Analysis Video

    12. Market Risk: Simulation Analysis Rate & Rate Volatility Video

    13. Market Risk: Scenario Editor

    14. Market Risk: Report Configuration Forward Ladder, Lifecycle, Credit

    1. Market Risk: Risk Report Configuration Middle Tier and Scheduled Tasks

    2. Market Risk: Middle Tier Configuration Video

    1. Market Risk: Calypso Workstation Configuration

    2. Markert Risk: Introduction to Calypso WorkStation Video

    3. Market Risk: Calypso WorkStation Report Configuration Video

    1. Market Risk: IRD Reports

    2. Market Risk: FX and FXO Reports

    3. Market Risk: EQD Reports

    4. Market Risk: FI and Credit Reports

    5. Market Risk: Use Case

    6. Market Risk: Rate Sensitivity Report Video

    7. Market Risk: Rate Volatility Sensitivity Video

    8. Market Risk: Simulation Analysis Rate & Rate Volatility Video

About this course

  • Free
  • 38 lessons
  • 2 hours of video content