UCITS and VAR – Highwire Extensions

Course Description

This course provides an introduction to Value-at-Risk, including an introduction to value-at-risk methodologies, the UCITS regulatory limits, requirements for stress testing and back testing and investor disclosure.

Course Content

VAR – Introduction to UCITS VAR Requirements

VAR – Key inputs to VAR Model

VAR – UCITS Stress Testing

VAR – UCITS Back Testing

VAR – Prospectus and Reports Disclosures