Body of Knowledge

Quantitative Risk Management

The module "Quantitative Risk Management" covers:
- the financial aspects of risk management (risk aggregation, model risk, stress-testing, back testing, exposure computation, risk attribution, etc...)
- the mathematical aspects of risk measurement (dependence, copulas, dispersion, etc...)
This module covers the above topics in a unified framework across the financial industry: asset management, banking, and insurance; and for both fund risk management and enterprise risk management.

Ex-ante attribution: performance
Ex-ante attribution: risk
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