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Risk Management and Value at Risk (VaR)


This course introduces the concept of risk in business and discusses in depth the meaning of financial risk and how this risk is quantified. It touches upon different types of financial risks faced by a business and main statistical tools used to measure these risks. It discusses in depth the concept of Value at risk (VaR) method of measuring market risk. The course also covers ways to manage market risk.


Content Highlights

• What is market risk?
• What are standardized and VaR models to calculate market risk?
• Analyze VaR model
• Variance –covariance, historical and Monte Carlo simulation to calculate VaR
• Delta, Gamma and Vega hedging to manage market risks.


Upon completion of this course participants will be able to:

• Understand the general meaning of risk in business
• Understand and analyze the concept of financial risks in business
• Different types of financial risks faced by a business
• How to use statistical tools to measure risk
• Understand what market risk is
• Different types of market risks
• Analyze and interpret standardized and VaR models of market risk
• Calculate VaR
• Analyze the three different methods to calculate VaR
• How are these risks managed?

Course Facts
4 days; 24 hours



“We are immensely pleased to be associated with ‘SKILLS’. Their
courses have been of the highest quality covering the subjects’
matters and dealing with practical approaches covering related
jobs functions areas which most of our clients’ delegates
would be applying in their work environment. SKILLS trainers
are professional, knowledgeable, personable and enthusiastic
and demonstrated the ability to meet the expectation of
the delegates.“

Hussain Ismail
Head of Product Development
Qatar Finance and Business Academy- QFBA, Qatar


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