2005-Market Risk

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Course curriculum

1. Overview
1. Installation and Login
2. Requirements and Prerequisites
3. Running Market Risk
1. Hierarchy
2. Risk Attribution
3. Parameter
4. Batch
5. Domain and Grouping
6. Dashboard and Widgets
7. Analyses and Reports
1. Value at Risk (VaR)
2. Value at Risk Methodologies
1. Value at Risk (VaR) Analyses Reports
1. Historical Value at Risk
1. Stress Value at Risk
1. Monte Carlo Value at Risk (VaR)
2. Matrix Transform
3. Validation Sheets
1. Hypothetical PL Analysis
1. Backtesting Analysis
1. On Demand Analysis
2. ADHOC Mode
3. What If Mode
4. What If Scenario
5. Example
1. Data Quality Analysis
1. Other Specific Scenarios
1. Scheduled Tasks
1. Data Import and Export
1. Knowledge check