Investment Risk Management Course Syllabus
Full curriculum breakdown — modules, lessons, estimated time, and outcomes.
Overview: This concise, hands-on guided project provides a practical introduction to key investment risk metrics, designed for intermediate learners and finance professionals. Over approximately 1 hour, you'll gain applied skills in calculating and interpreting the Treynor Ratio and Value at Risk (VaR) using a browser-based platform. No prior software installation is required. With clear, step-by-step guidance from an experienced instructor, you'll work through real-world scenarios to assess investment performance and estimate potential portfolio losses, equipping you with actionable insights for smarter risk management decisions.
Module 1: Investment Risk Management
Estimated time: 1 hour
- Compute Monthly Returns and Standard Deviation
- Calculate Beta for portfolio market risk exposure
- Derive the Treynor Ratio to evaluate risk-adjusted returns
- Compute Value at Risk (VaR) under normal market conditions
- Graph results and draw practical conclusions
Module 2: Final Project
Estimated time: 0.5 hours
- Apply Treynor Ratio to a sample investment portfolio
- Calculate VaR for a given confidence level and time horizon
- Interpret results to make informed risk management recommendations
Prerequisites
- Familiarity with basic financial concepts such as returns, volatility, and portfolio
- Understanding of market risk and investment performance metrics
- Intermediate knowledge of finance or related work experience
What You'll Be Able to Do After
- Quantify risk-to-reward trade-offs using the Treynor Ratio
- Estimate potential portfolio losses using Value at Risk (VaR)
- Interpret key risk metrics for real-world investment decisions
- Perform risk analysis in a browser-based, no-install environment
- Enhance professional competence in risk assessment for finance roles