Equity Risk Management

What You Will Learn

• 1 Learn the fundamental concepts and classifications of equity risk in modern portfolios.
• 2 Understand quantitative methods for measuring equity risk, including volatility and beta.
• 3 Apply Value at Risk (VaR) and conditional VaR to equity positions and portfolios.
• 4 Analyze portfolio risk through diversification, correlation, and covariance structures.
• 5 Implement factor models and beta estimation techniques for equity risk decomposition.
• 6 Evaluate derivative instruments for hedging equity risk, options, futures, and swaps.
• 7 Conduct stress testing and scenario analysis for extreme market movements.
• 8 Understand the regulatory framework governing equity risk capital requirements.
• 9 Analyze equity risk behavior across different market cycles and conditions.
• 10 Build an integrated equity risk management framework aligning risk appetite with strategy.