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 T/F 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. 

  • 1

    117-Enterprise Risk Certification

    • 117-Enterprise Risk Certification