Measuring Risk
Equity, Fixed Income, Derivatives and FX
This economics and finance course is a survey of risk measures and risk measurement practices applied to individual securities and portfolios. Students will also study risk reports of publicly traded financial institutions.
Upon completion of this course, participants will receive a certificate bearing the New York Institute of Finance (NYIF) name. A NYIF certificate is a valuable addition to your credentials, proving that you have acquired the work-ready skills that employers value.
For those who wish to learn more, students can enroll in the remaining four courses to earn the complete Risk Management Professional Certificate, backed by the New York Institute of Finance’s 93-year history.
What you'll learn
- Understand beta as a measure of equity risk.
- Describe duration and convexity as first and second order interest rate sensitivity / risk measures for fixed income instruments.
- Explain and provide examples of linear and non-linear (‘convex’) securities.
- Describe and the sensitivity measures (Greeks) for options.
- Describe the various approaches utilized for determining value at risk and expected shortfall as measures of market and credit risk for portfolios.
- Lesson 1: Fixed Income Risk
- Lesson 2: Derivatives Risk
- Lesson 3: Credit Risk
- Lesson 4: Equity Risk
- Lesson 1: Weighted Scenarios
- Lesson 2: Volatility Updating
- Lesson 3: Normal Approximation
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| Rating | Not enough ratings |
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| Length | 4 weeks |
| Effort | 1 - 2 hours per week |
| Starts | On Demand (Start anytime) |
| Cost | $249 |
| From | NYIF, New York Institute of Finance via edX |
| Instructor | Anton Theunissen |
| Download Videos | On all desktop and mobile devices |
| Language | English |
| Subjects | Business |
| Tags | Economics & Finance |
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Careers
An overview of related careers and their average salaries in the US. Bars indicate income percentile.
Personal Outcome Measures Interviewer $31k
Core Measures Abstractor - Quality Assurance - Full Time Days $37k
Specialist - Performance Measures $49k
Risk Control- Risk Analyst $65k
Risk Operations $73k
Senior Quality Measures Abstraction Specialist $79k
Risk Accountant $83k
Program Manager - Measures of Success $93k
Operations Risk $94k
Portfolio Risk Review Risk Analyst $97k
Senior Risk Investigator - Risk Management $117k
Principal Risk Analyst, Dealer Risk $214k
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| Rating | Not enough ratings |
|---|---|
| Length | 4 weeks |
| Effort | 1 - 2 hours per week |
| Starts | On Demand (Start anytime) |
| Cost | $249 |
| From | NYIF, New York Institute of Finance via edX |
| Instructor | Anton Theunissen |
| Download Videos | On all desktop and mobile devices |
| Language | English |
| Subjects | Business |
| Tags | Economics & Finance |
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