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:
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.
The Checklist: Step 6 - Aggregation
The Checklist: Step 7 - Ex-ante evaluation
The Checklist: Step 8a - Ex-ante performance attribution
The Checklist: Step 8b - Ex-ante risk attribution