Rigorous trainer selection
Each trainer is validated on three criteria: hands-on field expertise, proven pedagogy and alignment with your industry.
- Triple validation: technical, pedagogical, sectoral.
- Minimum rating 4.8/5 over the last 12 sessions.
Learning objectives
- Master parametric and historical models for calculating Value at Risk in professional training
- Develop skills in Monte Carlo simulation applied to VaR for the enterprise
- Design certified stress tests and backtests to optimize risk management
- Implement EVaR and conditional VaR approaches in real-world environments
- Optimize portfolios via multidimensional VaR in a professional context
- Evaluate the regulatory impacts of Basel III/IV on advanced VaR calculations
The Learni story
Founded by passionate learning and innovation experts, Learni's mission is to make professional training accessible to everyone, anywhere in the world. Our team operates in major hubs — London, New York, Boston — and internationally, to support talents and organizations in upskilling.
Don't let this gap widen
Why this program matters
Without this upskilling, your team accumulates a technological gap that translates directly into productivity loss.
Organizations that don't train their talents on key topics see their competitiveness drop.
Every quarter without training is a gap widening with competitors who invest.
The cost of inaction quickly exceeds that of well-targeted training.
Program
Module 1VaR Fundamentals: Parametric and Historical Modeling (Python, Excel)
Discover the variance-covariance parametric methods to calibrate daily VaR, apply leptokurtic distributions to real data from stock and bond markets, perform practical exercises on historical calculations with rolling windows, produce your first risk reports, integrate dynamic correlations via GARCH, and validate your models through simple backtesting at the end of the day.
Module 2Advanced Value at Risk: Monte Carlo Simulations and Filtered VaR (R, Quantitative Tools)
Dive into full revaluation Monte Carlo simulations for complex portfolios including derivatives, generate shock scenarios via Gaussian and t-Student copulas, implement filtered VaR with EWMA volatility, test on concrete high-frequency trading cases, analyze simulation convergence, produce interactive visualizations of loss distributions, and optimize computation times for enterprise use.
Module 3VaR Stress Tests and Backtests: Regulatory Validation (Basel III, Professional Software)
Build historical and hypothetical stress tests aligned with Basel, apply extreme scenarios like 2008 or COVID, perform Kupiec-Christoffersen backtests on 99% VaR, identify model violations, integrate proportion and conditional tests, simulate PRM reports for authorities, work with live data from Bloomberg or Refinitiv, and generate adjustment recommendations to minimize regulatory capital.
Module 4Multidimensional VaR and EVaR: Portfolio Optimization (Advanced Python, ML)
Model matrix VaR for multi-asset portfolios with credit risk, implement Expected Shortfall via quadratic optimization, integrate machine learning for VaR forecasts, test dynamic hedging strategies, analyze liquidity-adjusted VaR impacts, produce a final certifying project with interactive dashboard, discuss 2026 evolutions such as quantum computing in risk, and prepare action plans for your company.
Evaluation method
- Daily interactive quizzes on VaR calculations
- Final project: complete modeling of a portfolio
- Personal backtest validated by certified trainer
- Qualiopi certification of advanced competencies
Learning method
- 70% practical exercises on real data
- Company case studies (banks, hedge funds)
- Professional tools: Python Pandas/NumPy, R, Excel VBA
- Unlimited video replay support post-training
Methods, materials and delivery
The Training Value at Risk (VaR) 2026 - Mastering Advanced Financial Risks program is delivered onsite or remote (blended-learning, e-learning, virtual classroom, remote presence). At Learni, an industry-certified training organization, every program is built to maximize skills acquisition regardless of the chosen format.
The trainer alternates between demonstrative, interrogative and active methods (through hands-on labs and/or scenarios). This pedagogical approach guarantees concrete learning that's immediately applicable at work.
Equipment required
For the smooth delivery of the Training Value at Risk (VaR) 2026 - Mastering Advanced Financial Risks program, the following equipment is required:
- Mac or PC computers, high-speed fiber internet, whiteboard or flipchart, projector or interactive touch screen (for remote sessions)
- Training environments installed on workstations or accessible online
- Course materials, hands-on exercises and complementary resources
- Post-training access to materials and educational resources
For intra-company training on a site outside Learni, the client commits to providing all required teaching materials (computers, internet, etc.) for the smooth delivery of the program in line with the prerequisites in the communicated program.
* contact us for remote delivery feasibility** ratio varies depending on the program
Skills assessment methods
Assessment of skills acquired during the Training Value at Risk (VaR) 2026 - Mastering Advanced Financial Risks program is performed through:
- During training: case studies, hands-on labs and professional scenarios
- End of training: self-assessment questionnaire and skills evaluation by the trainer
- After training: completion certificate detailing acquired skills
Program accessibility
Learni is committed to making its programs accessible. All our programs are accessible to people with disabilities. Our teams are available to adapt the pedagogical methods to your specific needs. Please contact us for any adjustment request.
Enrollment terms and lead times
Learni programs are available inter-company and intra-company, onsite or remote. Enrollments are possible up to 48 business hours before the program starts. Our programs are eligible for corporate funding paths. Contact us to discuss your training project and funding options.
Verified reviews
What our learners
★★★★★
« cool, j'ai appris des trucs »
★★★★★
« j'etais perdu au debut mais Ramy Saharaoui m'a pas laché, il a pris le temps. merci vraiment »
★★★★★
« la formation dev etait intense mais grave bien. merci Anthony Khelil »
★★★★★
« 😊👍 »
★★★★★
« bien 👍 »
★★★★★
« Allan Busi t'es au top, continue comme ça. formation géniale »
★★★★★
« cool, j'ai appris des trucs »
★★★★★
« j'etais perdu au debut mais Ramy Saharaoui m'a pas laché, il a pris le temps. merci vraiment »
★★★★★
« la formation dev etait intense mais grave bien. merci Anthony Khelil »
★★★★★
« 😊👍 »
★★★★★
« bien 👍 »
★★★★★
« Allan Busi t'es au top, continue comme ça. formation géniale »
★★★★★
« cool, j'ai appris des trucs »
★★★★★
« j'etais perdu au debut mais Ramy Saharaoui m'a pas laché, il a pris le temps. merci vraiment »
★★★★★
« la formation dev etait intense mais grave bien. merci Anthony Khelil »
★★★★★
« 😊👍 »
★★★★★
« bien 👍 »
★★★★★
« Allan Busi t'es au top, continue comme ça. formation géniale »
Our method
Training quality, guaranteed at every step
Before, during, after: we frame the brief, introduce the trainer, tailor the content and measure impact. You stay in control from kickoff to wrap-up.
You meet the trainer beforehand
30-minute video call between you and the selected trainer to validate the fit, adjust content and clear any final doubts.
- Live briefing on goals and team context.
- Veto right — we swap the trainer for free if needed.
Content tailored to your context
No recycled slides. The syllabus is reworked from your real cases: tools, constraints, vocabulary, ongoing projects.
- Hands-on cases drawn from your stack and projects.
- Program co-written then validated by your team.
Continuous quality follow-up
Live evaluations, 30/90/180-day check-ins and a consolidation plan. If the impact misses the mark, we rework it.
- NPS, knowledge quizzes and skills self-assessment.
- Satisfaction guarantee: fully satisfied or free rework.
A simple promise: you don't pay to discover the trainer on day one. Everything is validated upfront, by you.
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