Abdullah Hafeedh Abdullah Barham Ba Omar
Historical VaR for Market Risk
January 18, 2025
130202601
Abdullah Hafeedh Abdullah Barham Ba Omar
This course provides an in-depth exploration of calculating Value at Risk (VaR) using the Historical method, a fundamental technique widely adopted in financial institutions to measure market risk.
Skills / Knowledge
- Risk Management
- Equities
- Fixed Income
Issued on
January 18, 2025
Expires on
Does not expire