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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⢠Introduction to Value at Risk (VaR) Measures
⢠Mathematical Concepts and Statistical Methods in VaR
⢠Historical Simulation Method for VaR Calculation
⢠Monte Carlo Simulation in VaR Estimation
⢠Extreme Value Theory and VaR
⢠Risk Management and VaR: Applications and Case Studies
⢠Backtesting VaR Models
⢠Coherent Risk Measures and VaR
⢠Regulatory Framework and Capital Requirements for Financial Institutions: Basel III and VaR
⢠Advanced Topics: Copulas, Bayesian Methods, and Machine Learning in VaR
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