Training can be provided on premises or on demand via the FGC web portal. Web based training is particularly appropriate for students who due to time commitment or budget do not have the opportuntity to attend classroom based courses and are priced from £10.
This course focuses on volatility, from its selection as a risk measure, its flaws, relationship to probabilities, to many of the ways it is used in financial applications. These include scaling with time, combining volatilities for multi-asset portfolios, exploring how it may evolve with time, estimating future volatility, and implied volatility.
Attempting to put numbers to fund or portfolio risks is a challenging task. This course provides an overview of a range of risk measures widely used to analyse fund or portfolio risk including topics such as volatility, value-at-risk, drawdowns, correlation and ‘betas’.
Conventional risk measures are often considered not to fully capture all risks inherent in a portfolio, particularly under difficult market conditions. This course provides an introduction to stress-testing a portfolio of conventional assets against market risks including both historical and artificial stress-test scenarios.
Value-at-Risk (VaR) is a widely-used risk measure in finance. However it is not without weaknesses if its limitations are not fully appreciated. This course focuses on VaR, including what it is, its relationship to probabilities, assumptions and many of the methods used to estimate it for financial assets.
Would you like to make the best use of your study time? Then the FGC study programme is designed for you. It encourages the student to re-examine how they study and provides practical techniques to ensure the most productive use of time. Our study programme is ideal for professionals commencing study for the first time or after a long gap.
Do you need to train staff but do not have the time or resource to put together training material or to run the course. Would you benefit from professional input? Make contact and we will advise how we can assist.