Curriculum/Portfolio Management/PM.5: Measuring and Managing Market Risk

PM.5: Measuring and Managing Market Risk

Apply VaR methods (parametric, historical, Monte Carlo), conditional VaR, incremental/marginal/component VaR, sensitivity analysis, scenario analysis, and stress testing.

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CFA Level II

Asset Valuation & Analysis. Apply investment tools to asset valuation through vignette-based case studies.

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