Courses / Advanced
◆ VIA Capital Certified: Risk ManagementRisk Management Professional
Market, credit and operational risk in one coherent framework.
About this course
Sixteen modules across the risk stack: VaR and its failure modes, stress testing, credit exposure and the operational risk that costs firms the most.
Curriculum
Module 1 · 4h
VaR and its lies
Where the number stops being useful.
Module 2 · 4h
Stress testing
Designing a scenario that teaches you something.
Module 3 · 4h
Credit exposure
PFE, CVA and counterparty limits.
Module 4 · 3h
Operational risk
The losses that actually happen.
Your instructor
A
Ananya Bose
Head of Risk, Sabre Securities