Value at Risk – Premium Courses

<b>PDF & EXCEL</b><b>Videos</b>
  1. Calculating Value at Risk (VaR) – Package
  2. Calculating VaR – Includes case study
  3. Calculating VaR – EXCEL Example
  4. Calculating VaR for Futures and Options – EXCEL Example
  5. Collateral Valuation in Credit Risk Management
  6. Comparing Value at Risk – Model, Methods and Metrics – EXCEL
  7. Portfolio Risk Metrics – EXCEL Example
  8. Portfolio VaR – EXCEL Example
  9. Risk Frameworks & Applications – 2nd Edition
  10. Setting Counterparty Limits
  11. Setting Limits – EXCEL Example
  12. Setting Counterparty Limits – Package
  13. Sample Counterparty Limit Proposal
  14. Value at Risk Example for Fixed For Floating Interest Rate Swaps – EXCEL
  15. Value at Risk with Liquidity Premium
  16. Value at Risk using the Monte Carlo simulation with Historical Returns approach
  1. Calculating Value at Risk – Video

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