Course curriculum

    1. Market Risk – All about VaR, Hypothetical Official

    2. MarketRiskTraining

    3. ADHOC Mode

    4. What If Mode

    5. WhatIf_Scenario

    6. Examples

    1. MCVaR

    2. MonteCarlo Value at Risk Training Session

    3. Matrix Transform

    4. Validation Sheets

    1. Session 1.A Relative VAR

    2. Market Risk- Relative VaR

    3. Session 1.B Relative VaR WhatIf

    4. Market Risk- Relative VaR Whatif

    1. Market Risk - SEM Migration tool training

    2. Webex- ERS Migration Training

    1. Market Risk Enhancement

    2. Market Risk Recent Enhancement Training Session

    1. Market Risk – VaR Attribution and SEM Audit APLs

    2. Market Risk – VaR Attribution and SEM Audit APLs - Training Video

About this course

  • Free
  • 22 lessons
  • 7.5 hours of video content