Course · Intermediate - Risk and Liquidity in Practice

Learning outcomes

• Measure drawdowns and concentration from a portfolio perspective
• Identify liquidity assumptions hidden inside historical tests
• Use stress scenarios to surface operational constraints
• Present risk findings in decision-ready language

Risk analysis is not a final slide. It belongs in the research process from the first decision about data, horizon and implementation.

What the module covers

• Drawdown, concentration and path-dependent risk
• Liquidity, turnover and capacity assumptions
• Simple scenario design and stress interpretation
• Communicating uncertainty without false precision