NYIF: Measuring Risk: Equity, Fixed Income, Derivatives and FX

4.8 stars

25 ratings

Understand how to describe the various approaches utilized for determining value at risk.

Measuring Risk: Equity, Fixed Income, Derivatives and FX

4 weeks

1–2 hours per week

Self-paced

Progress at your own speed

Cost to Enroll

$249 USD

There is one session available:

After a course session ends, it will be archived.

Starts Nov 8

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Starts Nov 8

About this course

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This economics and finance course is a survey of risk measures and risk measurement practices applied to individual securities and portfolios. Students will also study risk reports of publicly traded financial institutions.

Upon completion of this course, participants will receive a certificate bearing the New York Institute of Finance (NYIF) name. A NYIF certificate is a valuable addition to your credentials, proving that you have acquired the work-ready skills that employers value.

For those who wish to learn more, students can enroll in the remaining four courses to earn the complete Risk Management Professional Certificate, backed by the New York Institute of Finance’s 93-year history.

At a glance

Institution: NYIF
Subject: Economics & Finance
Level: Intermediate
Prerequisites:
- Basic MS Excel skills
- Basic probability and statistics

Language: English
Video Transcripts: اَلْعَرَبِيَّةُ, Deutsch, English, Español, Français, हिन्दी, Bahasa Indonesia, Português, Kiswahili, తెలుగు, Türkçe, 中文
Associated programs:
- Professional Certificate in Risk Management
Associated skills:Risk Management, Finance, Fixed Income, Risk Measure, Securities (Finance), Economics, Equities, Derivatives

What you'll learn

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Understand beta as a measure of equity risk.
Describe duration and convexity as first and second order interest rate sensitivity / risk measures for fixed income instruments.
Explain and provide examples of linear and non-linear (‘convex’) securities.
Describe and the sensitivity measures (Greeks) for options.
Describe the various approaches utilized for determining value at risk and expected shortfall as measures of market and credit risk for portfolios.