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Learner Reviews & Feedback for Market Risk Management: Frameworks & Strategies by New York Institute of Finance
164 ratings
About the Course
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.
Top reviews
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.
DA
Jan 5, 2022
Very good course to understand the different ways of measuring and managing Market risk.
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26 - 28 of 28 Reviews for Market Risk Management: Frameworks & Strategies
By Yeap C L
•Sep 13, 2024
Good course
By Tenkholo N
•Sep 11, 2024
Introduce labs to help students apply assignments with corrections where necessary, to enable us to learn from our mistakes
By shadwa k
•Aug 7, 2024
na