Chevron Left
返回到 Market Risk Management: Frameworks & Strategies

学生对 New York Institute of Finance 提供的 Market Risk Management: Frameworks & Strategies 的评价和反馈

4.6
191 个评分

课程概述

This course provides the foundation for understanding the frameworks used to develop market risk management strategies. You will identify the market risks associated with each type of financial instrument. You will be introduced to techniques for estimating the risk associated with each class of investments. By the end of the course, you will be able to select the most effective derivatives for managing risk of a single asset and a portfolio of assets, develop asset selection strategies for managing risk in a portfolio, and model risk associated with a single asset and a portfolio of assets. Learners will complete a project covering the estimation and analysis of risk in a globally diversified equity portfolio. The portfolio will include allocations of equity indexes from the U.S., Japan, Hong Kong, and Germany. Data for the two years prior to March 2020 will be used to convert daily returns in each indexes' currency into dollar returns. Value-at-Risk and Expected Shortfall for the portfolio will be calculated using an equal-weighted sample and an exponentially weighted sample. Learners will then be given a new 2-year data set that includes the market data through August of 2020. They will be asked to re-evaluate risk for the portfolio using Value-at-Risk and Expected Shortfall....

热门审阅

ZH

Mar 29, 2025

Excellent. Instructor knows their stuff. Great for those who are working in the Financial Industry and for those who dabble in investments.

CS

Dec 22, 2021

Awesome course!! This will look good on the resume and help secure a better job for me.

筛选依据:

1 - Market Risk Management: Frameworks & Strategies 的 25 个评论(共 30 个)

创建者 David R

Mar 26, 2023

This was one of the most challenging, interesting and applied courses among this group of courses offered in this risk managment specialisation . Provided practical insight through the use of detailed examples of alternative approaches in market risk measurement.

创建者 luqman m

Sep 16, 2023

Excellent, sufficiently in-depth course that goes down into the mechanics and rationale of market risk management. I repeat, the rationale is very well explained and fleshed out (which is important! for a learner). The course instructor can teach.

创建者 Kavita A

Aug 25, 2023

Great Learning experience. Highly recommend to those who want an Introduction to Marketing Risk Management. The course covers all fundamentals with Project Work to solidify the learnings. Excellent Instructor and Material.

创建者 lance m

Apr 28, 2022

Good course for understanding basics of market risk, and all the statistical measures and assumptions. Wish there were a little bit more intensive computational examples in excel or maybe R, but overall a great course.

创建者 Deepak K A

Jan 6, 2022

Very good course to understand the different ways of measuring and managing Market risk.

创建者 Olga S

Mar 20, 2024

very bad sound

创建者 Samuel K

May 19, 2022

The course is well desined, organized, and delivered with complex concepts being broken down making it easy to grasp. It covers relevant topics of market risk management with practical projects to illustratre the mechanism and analysis of investment risk portfolios (V-a-r, expected short-fall). I recommend it.

创建者 Zoran H

Mar 30, 2025

Excellent. Instructor knows their stuff. Great for those who are working in the Financial Industry and for those who dabble in investments.

创建者 Charles S

Dec 23, 2021

Awesome course!! This will look good on the resume and help secure a better job for me.

创建者 Sebastian B

Apr 2, 2025

Very informative in a clear way.

创建者 حسان س

Jan 12, 2024

شكرا لكم جميعا 🙏🏻🌺

创建者 Weisong H

Sep 8, 2023

Very informative

创建者 Sukron

Nov 2, 2024

Sangat bagus

创建者 debele l

Dec 24, 2024

Keep it up

创建者 Zahir A L

Aug 7, 2025

Excellent

创建者 Kanhaiya K P

Dec 1, 2023

VERY GOOD

创建者 Sunnu K K

Feb 28, 2025

all good

创建者 Mousa J G

May 21, 2022

THANKS

创建者 FAIZAH M H A

Feb 4, 2023

ممتاز

创建者 SADUN A B T A

Sep 24, 2025

شكرا

创建者 RAMDAS V D

Apr 15, 2025

done

创建者 Al H

Aug 12, 2024

GOOD

创建者 AMEL O M A A

Jul 25, 2022

nice

创建者 Chanchal K

Apr 1, 2024

NA