230. Risk Engine Overview

231. Market Risk Basics

232. VaR Concepts

233. Historical vs Parametric VaR

234. Stress Testing

235. Scenario Analysis

236. P&L Attribution

237. Risk Reports

238. Credit Risk Basics

239. Counterparty Credit Risk

240. CVA & DVA Overview

241. Collateral and Margining Impact

242. Exposure Calculations

243. Netting & Compression Effects

244. Position Limits

245. Regulatory Risk Metrics

246. Risk Data Feeds

247. Monte Carlo Simulations

248. Scenario Generation

249. Backtesting Risk Models

250. Risk Dashboards

251. Risk Alerts & Thresholds

252. Margin Requirements

253. Collateral Optimization

254. Sensitivity Analysis

255. Greeks in Risk Context

256. Intraday Risk Monitoring

257. Risk Model Governance

258. Regulatory Reporting

259. Model Validation

260. Risk Aggregation

261. Credit Exposure Reconciliation

262. Case Study: VaR Implementation

263. Workshop: Build Risk Report

264. Troubleshooting Risk Calculations

265. Performance Tuning for Risk

266. Best Practices

267. Quiz: Risk & Analytics

268. Review Exercises

269. Practical Lab

270. Integration with BI Tools

271. Risk Automation Patterns

272. Real-world Examples

273. Advanced Topics

274. Summary & Checklist

275. Section Review