Measuring Risk: Equity, Fixed Income, Derivatives and FX

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This economics and finance course is a survey of risk measures and risk measurement practices applied to individual securities and portfolios. Students will also study risk reports of publicly traded financial institutions.

Upon completion of this course, participants will receive a certificate bearing the New York Institute of Finance (NYIF) name. A NYIF certificate is a valuable addition to your credentials, proving that you have acquired the work-ready skills that employers value.

For those who wish to learn more, students can enroll in the remaining four courses to earn the complete Risk Management Professional Certificate, backed by the New York Institute of Finance's 93-year history.

What you will learn

• Understand beta as a measure of equity risk.
• Describe duration and convexity as first and second order interest rate sensitivity / risk measures for fixed income instruments.
• Explain and provide examples of linear and non-linear (‘convex’) securities.
• Describe and the sensitivity measures (Greeks) for options.
• Describe the various approaches utilized for determining value at risk and expected shortfall as measures of market and credit risk for portfolios.

Skills you learn

• Finance
• Risk Management
• Risk Measure
• Derivatives
• Fixed Income
• Economics
• Equities
• Securities (Finance)

Syllabus

Module 1: Risk by Asset Class

• Lesson 1: Fixed Income Risk
• Lesson 2: Derivatives Risk
• Lesson 3: Credit Risk
• Lesson 4: Equity Risk

Module 2: Portfolio Risk Measurement

• Lesson 1: Weighted Scenarios
• Lesson 2: Volatility Updating
• Lesson 3: Normal Approximation

Auto Summary

"Measuring Risk: Equity, Fixed Income, Derivatives and FX" is an economics and finance course offered by edX. It focuses on risk measures and measurement practices for securities and portfolios, including risk reports of publicly traded financial institutions. Participants earn a certificate from the prestigious New York Institute of Finance (NYIF). Ideal for those seeking to enhance their credentials in business and management, the course forms part of a comprehensive Risk Management Professional Certificate. Suitable for awareness-level learners, it offers flexible subscription options.