Delve into the intricate world of Value-at-Risk within the UCITS framework with our detailed course. Kick off with an introduction to UCITS Value-at-Risk requirements, before diving into the key inputs of the VAR model. Learn about the critical processes of stress testing and back testing within UCITS, and round off your learning with an understanding of VAR prospectus and reports disclosures.

This course is designed to give you a thorough understanding of VAR in the context of UCITS.