Professional Certificate in Value At Risk Measures
-- ViewingNowThe Professional Certificate in Value at Risk (VaR) Measures is a comprehensive course that equips learners with the essential skills to assess and manage financial risks. This program is crucial in today's volatile financial markets, where the ability to quantify and mitigate risk is paramount for financial institutions and businesses.
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โข Introduction to Value at Risk (VaR) Measures
โข Mathematical Concepts and Statistical Methods in VaR
โข Historical Simulation Method for VaR Calculation
โข Monte Carlo Simulation in VaR Estimation
โข Extreme Value Theory and VaR
โข Risk Management and VaR: Applications and Case Studies
โข Backtesting VaR Models
โข Coherent Risk Measures and VaR
โข Regulatory Framework and Capital Requirements for Financial Institutions: Basel III and VaR
โข Advanced Topics: Copulas, Bayesian Methods, and Machine Learning in VaR
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