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.
Market Risk Management: Frameworks & Strategies
Market Risk Management: Frameworks & Strategies
This course is part of Risk Management Specialization
Instructor: Jack Farmer
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4.6
(144 reviews)
Beginner level
Recommended experience
7 hours to complete
3 weeks at 2 hours a week
Flexible schedule
Learn at your own pace
What you'll learn
Identify best-practice frameworks for assessing market risk.
Estimate Value at Risk and use in a risk management strategy.
Model market factors such as interest rates, equity, and commodity prices.
Skills you'll gain
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Assessments
12 assignments
Taught in English
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This course is part of the Risk Management Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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There are 6 modules in this 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.
What's included
1 video4 readings1 discussion prompt1 plugin
In module one we’ll look at the different types of financial instruments that are the source of market risk. We'll first look at bonds and then at equities and lastly, we’ll explore derivatives.
What's included
4 videos1 reading4 assignments
Now that we've had a complete look at different financial instruments and derivatives take a look at measuring and analyzing market risk first from the perspective of probabilistic measures and then second from the perspective of statistical measures.
What's included
3 videos1 reading3 assignments
Now you have a good understanding of the risks that are inherent in different types of financial instruments and also of the derivatives that you can use to hedge those risks. You also are familiar with different methods for measuring and analyzing each type of market risk. Now we will look at how risk managers model and manage market risk.
What's included
4 videos1 reading4 assignments
What's included
3 videos1 reading1 assignment
What's included
1 video1 reading1 plugin
Instructor
Instructor ratings
4.2 (40 ratings)Offered by
Recommended if you're interested in Finance
Fundação Instituto de Administração
University of Pennsylvania
University of Michigan
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Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:
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