Market Risk, VaR and Portfolio Management Mastery
By External Provider
About this course
Master Market Risk, VaR, and Portfolio Management for real-world finance and FRM Level II success. Learn how to measure, manage, and apply risk in investment decision-making. This course provides a comprehensive and practical understanding of market risk and investment management, aligned with FRM Level II concepts. You will begin by learning how to measure risk using tools like Value at Risk (VaR) and Expected Shortfall, and then move into advanced topics such as term structure modeling, factor investing, and portfolio sensitivity analysis. The course bridges theory and application by guiding you through portfolio construction, risk budgeting, and performance evaluation using real-world frameworks. You will also explore hedge fund strategies and due diligence processes to understand how professional asset managers operate. By the end of this course, you will be able to analyze risk exposures, build optimized portfolios, and evaluate investment performance using industry-standard techniques—equipping you with the skills needed for careers in risk management, asset management, and quantitative finance.
What you will learn
- Apply VaR, Expected Shortfall, and market risk models to measure portfolio risk effectively.
- Analyze portfolio construction, factor investing, and risk budgeting techniques for investment decisions.
- Evaluate hedge fund strategies, portfolio performance, and investment risks using industry frameworks.