e-learning and reference solutions for the global finance professional

Market Risk: Advanced Level

An e-learning product that covers advanced concepts in Market Risk

For information about our other e-learning solutions see Course Catalog

This product is available in three levels viz., Basic, Intermediate and Advanced.
Topics covered at the Advanced Level include:

  • An in-depth coverage of Advanced Market Risk Models, Statistical Models, Stress Testing & Scenario Analysis, and Risk-adjusted Performance Measurement
  • Complex theories and concepts that are presented in a simple and
    easy-to-understand manner with practice exercises, calculators and other interactive features

The three courses on Market Risk draw on real-life case studies extensively. The last course in each level includes a comprehensive and exclusive discussion of Case Studies.

Target Audience
Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from KESDEE’s innovative solutions.

  • Supervisory Agencies

  • Central Banks

  • Financial Institutions

  • Commercial Banks

  • Investment Banks

  • Housing Societies/Thrifts

  • Mutual Funds

  • Brokerage Houses

  • Stock Exchanges

  • Derivatives Exchanges

  • Insurance Companies

  • Multinational Corporations

  • Accountancy Firms

  • Consultancy Firms

  • Law Firms

  • Rating Agencies

  • Multi-lateral Financial Institutions

  • Others

  • Course Level and Number of Courses
    Advanced Level. Library of 4 Courses

    Instructional Method
    Dynamic, Interactive e-learning

    Recommended Background
    Familiarity with basic financial concepts

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      Library of 4 Courses

    Market Risk: Advanced Level
    Time taken to complete each Course: Two - Three hours

    1. Description of Advanced VaR models

    • Objectives
    • New forms of VaR
    • DelVaR
    • Advances in Monte Carlo Simulation
    • Variance reduction techniques in Monte Carlo Simulation

    2. Advanced Measuring Volatility and Correlation

    • Objectives
    • Introduction
    • Advanced Volatility Models
    • Advanced Correlation Models

    3. Advanced Scenario Analysis and Stress Tests

    • Objectives
    • Aggregate Stress Tests
    • Maximum Loss Approach
    • Extreme Value Theory
    • Systematic Testing

    4. Risk Adjusted Performance Measurement

    • Objectives
    • Introduction
    • Measuring Risk Capital
    • Capital Allocation


    • Measurement Tools
    • Disclosures
    • Global Best Practices
    • Benchmarking Data
    • Policy Templates

    Calculators in Market Risk: Advanced Level

    1. Jensen's Measure
    2. Sharpe's Measure
    3. Treynor's Measure

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    For more information about our e-learning products and services
    visit us at www.kesdee.com