Risk Management Specialization

Offered byCoursera

Risk Management Specialization
at
Coursera
Overview

Duration	1 month
Start from	Start Now
Total fee	Free
Mode of learning	Online
Difficulty level	Beginner
Official Website	Explore Free Course
Credential	Certificate

Risk Management Specialization
at
Coursera
Highlights

Earn a Certificate upon completion
Skills -Credit Risk Measurement and Management,Application of Financial Statistics and Probability,Market Risk Measurement and Management,Operational Risk Measurement and Management,Risk Management,Financial Risk,Leadership and Financial Risk Estimation and Management,Regulations,Credit Analysis,Financial Analysis,credit risk,Market Risk Management

Risk Management Specialization
at
Coursera
Course details

Skills you will learn

Financial Instruments Excel Bonds Foreign Exchange Operations Credit risk Risk Management Statistics

More about this course

This 4-course Specialization from the New York Institute of Finance (NYIF) is intended for STEM undergraduates, finance practitioners, bank and investment managers, business managers, regulators, and policymakers. This Specialization will teach you how to measure, assess, and manage risk in your organization. By the end of the Specialization, you will understand how to establish a risk management process using various frameworks and strategies provided throughout the program.
This program is intended for those who have an understanding of the foundations of Risk Management at a beginner level. To successfully complete the exercises within the program, you should have a basic knowledge of statistics and probability and familiarity with financial instruments (stocks, bonds, foreign exchange, etc). Experience with MS Excel recommended.
Applied Learning Project
Learners will complete a project in the third course 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.