Measuring Risk: Equity, Fixed Income, Derivatives and FX

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Where Wall Street Goes to SchoolTM!

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Measuring Risk: Equity, Fixed Income, Derivatives and FX

A survey of risk measures and risk measurement practices applied to individual securities and portfolios. A risk report of a publicly traded financial institution is studied.

CPE Credits: 7

This course is a component of the Risk Management Professional Certificate.

Prerequisite knowledge:

Basic MS Excel skills
Basic probability and statistics
Basic knowledge of financial securities and markets

Experience NYIF Virtual:

Curriculum!!!

What you'll learn

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Faculty

Module 1: Risk by Asset Class

Equity - Idiosyncratic vs systematic risk, Impact of correlation on portfolio risk, Beta
Fixed Income - Bond prices and yields, Duration and Convexity
Derivatives - Forwards and Futures, Options, Greeks
Credit - Rating agencies, Default probabilities, Credit spreads
Foreign Exchange - Spot and Forward Rates, Covered arbitrage
Commodities - Spot and Forward prices

Module 2: Portfolio Risk Measurement

The role of correlation in portfolio risk
Measuring risk with historical data
Measuring risk with models
Application: Market risk measurement for an equity portfolio

Module 3: Risk Reporting

Structure of a risk report - Risk by risk factor, Risk by business unit, Component risk vs overall risk, Comparing P/L, VaR and ES
Case Study: Deutsche Bank Annual Risk Report

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Measuring Risk: Equity, Fixed Income, Derivatives and FX

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Measuring Risk: Equity, Fixed Income, Derivatives and FX

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in a valid email and phone number.

Select preferred contact method

Please fill in the field.

Where Wall Street Goes to SchoolTM!

Please select a time and date from the calendar to book a 15-minute call with a NYIF Career Advisor.

You can also reach us on +1 347 842 2501 or mb100rabh@gmail.com

Something went wrong, please try again later!

Measuring Risk: Equity, Fixed Income, Derivatives and FX

Easy monthly payments

Jack Farmer

Measuring Risk: Equity, Fixed Income, Derivatives and FX

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in the field.

Please complete this form and a NYIF Career Advisor will assist you.

Please fill in a valid email and phone number.

Select preferred contact method

Please fill in the field.

Where Wall Street Goes to SchoolTM!

Please select a time and date from the calendar to book a 15-minute call with a NYIF Career Advisor.

You can also reach us on +1 347 842 2501 or mb100rabh@gmail.com

Something went wrong, please try again later!

Measuring Risk: Equity, Fixed Income, Derivatives and FX

Easy monthly payments

Day 1