Course 5: Quantitative Risk Management

The course “Quantitative Risk Management” covers the computation of a portfolio’s return and risk and their exposure to key risk factors.

In particular, this course covers the following topics:

• Aggregation, which is the computation of a portfolio’s value, including enterprise portfolios, and its ex-ante return distribution in both regular and stress markets
• Ex-ante evaluation, which is the computation of risk measures such as VaR, CVaR, and more general spectral measures and expected utility
• Ex-ante attribution, which is the decomposition of the ex-ante return and risk measures into key risk factors

After the course you will obtain a Statement of Completion. Furthermore, you can choose to complete an optional code-based project that will count as one of the two Practical Projects towards the ARPM Certification.