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Trading Portfolio Risk Measurement

In this eLearning module on Trading Portfolio Risk Measurement, you will learn about the various financial instruments and their risks. The module will also cover the various risk measurement techniques used for a trading portfolio.

 

Coverage and structure for eLearning module

 

Topic

Sub-topic

Financial Products and Its Risk
  • Types of risks in Financial Products
  • Risks in Derivatives and Fixed Income Instrument
  • Risk Measuring Techniques

Bond Duration and Convexity
  • Bond Duration and its Types
  • Relationship between Bond Properties and Pricing Volatility
  • Calculating Duration of Portfolio
  • Convexity and its Properties
  • Volatility in Prices of Fixed Income Instruments 
  • Immunization Strategy 

Value at Risk
  • Traditional Methods of Risk Measurement before VaR
  • Advantages of VaR
  • Estimating VaR
  • Historical Simulation Method for Calculating VaR
  • Model-Building Approach method in VaR
  • VaR Caveats

Options risk management
  • Factors Affecting Option Value
  • Option Greek Values

 

 

Module Fees: Rs. 2500/-                                  Access period: 3 months                                 Learning time: 3 hours

 

 

Steps to purchase

 

  • Go to CRISIL Learning platform https://training.crisil.com/
  • On https://training.crisil.com/ (CRISIL Learning platform) – sign up to create your unique login ID and password
  • Once your account is set up, search for "Trading Portfolio Risk Measurement" from the search bar
  • Select the e-learning module - Trading Portfolio Risk Measurement, and click on buy now; it will get added to your cart
  • Click on 'Cart' and purchase the module(s) with your debit or credit card
Detailed steps

Features of eLearning modules:

 

 

Real life case studies

 

Real life case studies built leveraging our expertise in research, ratings & risk solutions

 

Expert Speak

 

Insights incorporated in eLearning, based on 15+ years of classroom training experience

 

Glossary & Resources

 

End to end structure comprising basic definitions to advanced readings

 

Visuals for workflows

 

Use of visuals to show a complex process or workflow

 

Interactive examples

 

Interspersed with practice exercises and interactive examples to help apply concepts

 

Knowledge checks

 

Knowledge checks at the end of each topic to ensure absorption of concepts

 

Animations

 

Animations & Characters to make complex concepts easy to learn

 

Gamification

 

Final assessment questions & gamification at the end of the module to ensure learning objectives are met