[FA219] Front Arena Value at Risk

Duration of Course: One day

Course Covers

The course covers the following items:

  • Capabilities and limitations of Value at Risk calculations in Front Arena
  • Risk factor configurations needed to calculate customized Value at Risk measures
  • Scenario analysis and stress testing
  • Scenario Value at Risk
  • How to programmatically work with Value at Risk in Front Arena

Goal of the Course

This course gives the participant an understanding of the possibilities and capabilities of Value at Risk in Front Arena.

Target Audience

The course is intended for anyone interested who needs to understand and use this functionality in Front Arena, such as end users and application managers.

Required Knowledge Level

AEF Base certification or similar knowledge. Understanding of Front Arena and financial instruments as well as previous experience of Value at Risk is advantageous.

Type of Course: Technical/functional

Certification Exam Details: AEF Base Certification