Market Risk Measurement and Management – Course in Stockholm
This course enables you to measure and control the market risk portfolios of securities. The course is aimed at employees who deal with risk management and control. The course will give you hands-on experience with measuring and managing market risk. You will learn about the traditional risk figures like duration, Beta, volatility and the option greeks as well as Value at Risk using the Delta Normal Approach and Historical Simulation. You will also learn how to back- and stresstest your portfolio.