Quantifying Risk

Attempting to put numbers to fund or portfolio risks is a challenging task. Measuring, or quantifying, risk is not straightforward. Further, individual risk measures used in the finance sector can have weaknesses if not properly understood.

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’.

Examples are provided throughout to encourage practitioners to be able to explore a number of the concepts themselves after the course.

The estimated time required to complete this course is 3-6 hours.
  • 1(a) Introduction
  • 1(b) Introduction
  • 2(a) Volatility
  • 2(b) Volatility
  • 3(a) Value-at-Risk
  • 3(b) Value-at-Risk
  • 3(c) Value-at-Risk
  • 3(d) Value-at-Risk
  • 3(e) Value-at-Risk
  • 4 Drawdowns
  • 5 Correlation
  • 6(a) Regression
  • 6(b) Regression
  • 6(c) Regression
  • 6(d) Regression
  • 7 Summary
  • Quantifying Risk: Test
  • Quantifying Risk Survey
Completion rules
  • All units must be completed
  • Leads to a certification with a duration: Forever