Quantitative Risk Management covers portfolio risk/liquidity adjusted valuation, return distribution and risk statistics; and their decomposition into contributions from 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.
Step 6 - Aggregation: value
Step 6 - Aggregation: performance
Step 7 - Ex-ante evaluation: utility
Step 7 - Ex-ante evaluation: quantile-based
Step 8a - Ex-ante performance attribution
Step 8b - Ex-ante risk attribution