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Market Risk Management: Frameworks & Strategies
  • Level Foundation
  • Duration 8 hours
  • Course by New York Institute of Finance
  • Offered by

About

This course provides the foundation for understanding the frameworks used to develop market risk management strategies. You will identify the market risks associated with each type of financial instrument. You will be introduced to techniques for estimating the risk associated with each class of investments. By the end of the course, you will be able to select the most effective derivatives for managing risk of a single asset and a portfolio of assets, develop asset selection strategies for managing risk in a portfolio, and model risk associated with a single asset and a portfolio of assets. Learners will complete a project covering the estimation and analysis of risk in a globally diversified equity portfolio. The portfolio will include allocations of equity indexes from the U.S., Japan, Hong Kong, and Germany. Data for the two years prior to March 2020 will be used to convert daily returns in each indexes' currency into dollar returns. Value-at-Risk and Expected Shortfall for the portfolio will be calculated using an equal-weighted sample and an exponentially weighted sample. Learners will then be given a new 2-year data set that includes the market data through August of 2020. They will be asked to re-evaluate risk for the portfolio using Value-at-Risk and Expected Shortfall.

Modules

About the Specialization

    • 3 Readings
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3 Readings

  • Welcome to the Course
  • Risk Management Specialization Outline
  • About the New York Institute of Finance

About the Course

    • 1 Videos
    • 1 Readings
    • 1 Discussion
    • 1 Plugin
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1 Discussions

  • Introduce Yourself

1 Videos

  • Welcome to the Course

1 Readings

  • Course Outline

Welcome to Module 01: Financial Instruments

    • 1 Videos
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1 Videos

  • Welcome to Module 01: Financial Instruments

Lesson 1: Bonds

    • 1 Videos
    • 1 Assignment
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1 Assignment

  • Check Your Understanding

1 Videos

  • Bonds

Lesson 2: Equities

    • 1 Videos
    • 1 Assignment
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1 Assignment

  • Check Your Understanding

1 Videos

  • Equities

Lesson 3: Derivatives and Managing Market Risk

    • 1 Videos
    • 1 Assignment
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1 Assignment

  • Check Your Understanding

1 Videos

  • Derivatives and Managing Market Risk

Graded Assessment 1

    • 1 Readings
    • 1 Assignment
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1 Assignment

  • Graded Assessment 1

1 Readings

  • End of Module Quiz

Welcome to Module 02: Measuring and Analyzing Market Risk 

    • 1 Videos
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1 Videos

  • Welcome to Module 02: Measuring and Analyzing Market Risk 

Lesson 1: Determining Probability of a Loss

    • 1 Videos
    • 1 Assignment
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1 Assignment

  • Check Your Understanding

1 Videos

  • Determining Probability of a Loss

Lesson 2: Statistical Measures

    • 1 Videos
    • 1 Assignment
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1 Assignment

  • Check Your Understanding

1 Videos

  • Statistical Measures

Graded Assessment 2

    • 1 Readings
    • 1 Assignment
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1 Assignment

  • Graded Assessment 2

1 Readings

  • End of Module Quiz

Welcome to Module 03: Managing and Modeling Market Risk

    • 1 Videos
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1 Videos

  • Welcome to Module 03: Managing and Modeling Market Risk

Lesson 1: Market Risk Measurement Systems

    • 1 Videos
    • 1 Assignment
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1 Assignment

  • Check Your Understanding

1 Videos

  • Market Risk Measurement Systems

Lesson 2: Downside Risk Measures

    • 1 Videos
    • 1 Assignment
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1 Assignment

  • Check Your Understanding

1 Videos

  • Downside Risk Measures

Lesson 3: Stress Testing and Scenario Analysis

    • 1 Videos
    • 1 Assignment
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1 Assignment

  • Check Your Understanding

1 Videos

  • Stress Testing and Scenario Analysis

Graded Assessment 3

    • 1 Readings
    • 1 Assignment
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1 Assignment

  • Graded Assessment 3

1 Readings

  • End of Module Quiz

Course Project

    • 3 Videos
    • 1 Readings
    • 1 Assignment
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1 Assignment

  • Market Risk Management Project Quiz

3 Videos

  • Market Risk Management​ Project - Part I
  • Market Risk Management​ Project - Part II
  • Market Risk Management​ Project - Part III

1 Readings

  • ProjectsSpreadsheets

Wrap Up

    • 1 Videos
    • 1 Readings
    • 1 Plugin
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1 Videos

  • Wrap Up

1 Readings

  • Congratulations

Auto Summary

Dive into "Market Risk Management: Frameworks & Strategies" to master the fundamentals of market risk management in business and finance. Led by expert instructors, this foundational course covers risk estimation techniques and effective derivative selection for single assets and portfolios. With hands-on projects analyzing globally diversified equity portfolios, you'll gain practical experience in evaluating Value-at-Risk and Expected Shortfall. Ideal for beginners, the 480-minute course is available through Coursera with Starter and Professional subscription options. Perfect for aspiring risk managers seeking practical and theoretical knowledge.

Jack Farmer
Instructor

Jack Farmer