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Course Level
Delivery Method
Classroom Instructor-Led Course
Professional Development Credit Hours
Recommended: Fundamentals of Energy Futures, Fundamentals of Options, or equivalent knowledge.

"Excellent program - very insightful and thought-provoking. Instructor took a dry/complex subject and made it very interesting." Sempra


Faculty leading this presentation will depend on the delivery location. Please inquire for Faculty details.


NASBA: Mennta Energy Solutions is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its web site: www.nasbaregistry.org

CPD Certification Services: The CPD Certification Service works with Mennta Energy Solutions to ensure valuable knowledge is structured to complement the universal guidelines of Continuing Professional Development. Mennta Energy Solutions courses are approved by CPD at one credit per training hour.

BAC: Mennta Energy Solutions is pleased to be endorsed by the BAC for Independent Further Education as a Short Course Provider. Endorsement covers courses delivered in the UK only.

GARP: Mennta Energy Solutions is registered with GARP as an Approved Provider of Continuing Professional Development (CPD) credits.

Value-at-Risk: The Basics and Beyond (CLASSROOM) - VAR

Course Summary

Value-at-Risk is a one-day instructor led course presented by the energy training experts at Mennta Energy Solutions. Value-at-Risk is the new benchmark for measuring and controlling market risk. Premier trading and marketing companies around the world use Value-at-Risk to maximize profit opportunities and minimize costly positioning mistakes. This one day programme teaches the important aspects of this risk management tool.

Who Should Attend?

This energy training workshop is ideal for those who need to become familiar with Value-at-Risk. Traders, support staff, risk managers, senior management (anyone who needs to understand and interact with position and risk management) will benefit from this workshop. The information presented in this programme is applicable to any energy commodity.

Course Content

  • Types of risk
  • Causes of financial risk
  • Definition of Value-at-Risk
  • History of Value-at-Risk
  • Computing Value-at-Risk
  • Converting Value-at-Risk parameters
  • Using Value-at-Risk to establish trading limits
  • Using Value-at-Risk to measure trading performance
  • Calculating risk across a portfolio
  • The three approaches for calculating Value-at-Risk
  • Using implied volatility in Value-at-Risk
  • Verifying Value-at-Risk
  • Limitations and pitfalls of Value-at-Risk

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