Calypso Certification

In the Enterprise Risk Certification, you will be assessed on your knowledge of the ERS Risk platform covering processes and tools used for risk management such as VaR Value-at-Risk (Historical or Monte Carlo simulation methods), Hypothetical PL, and  how to Back-test VaR against Hypothetical PL.

Key Concepts Validated by the Certification

• HypPl
• Computing measures
• Var
• UI
• Shifts
• Risk Analyses
• Scheduled tasks
• Modes
• Curves
• Other

Target Audience

This Certification is intended for all Calypso Front Office users.

Exam Details

Group: Advanced

Format: Multiple-choice and Scenario based questions

No. of credits: 3

No. of questions: 90

Time Allotted: 90 mins

Cost: USD 300

Prepare for Your Exam

You can refer to the ERS risk Documentation.