Value-at-Risk Training Course

Market risk governance analytics & implementation.

The failure of numerous financial institutions and the spectacular losses in the financial markets in recent years, have had a profound and extremely significant impact on the thinking and innovations in risk management. In addition, the proliferation of new derivatives products has raised concern, both in the management of financial institutions and in the regulatory authorities assessing and monitoring the risk. The lessons learned from the fallout of the global financial crisis provides a contextual reminder for the urgent need to understand and evaluate the potential of the tools employed to monitor the inherent risks involved. The chief lesson to be learned from these losses concerns risk limits.

This cutting-edge training programme will provide you with invaluable practical information on:

- VaR risk capital and regulatory developments.
- Key issues in risk governance, risk management and risk audits.
- Historical simulation methodologies and issues.
- Expected tail-loss and expected shortfall.
- VaRCoVaR methods and issues.
- Monte Carlo simulation analytics and issues.
- Importance of multi-factor term-structure models.
- Auditing a risk management hedging system of a derivatives book.
- Worked examples of actual implementation.

Time: 9:00 am - 5:00 pm.

Category: Classes / Courses | Professional Training.

Artist / Speaker: T.S. Ho.

URLs:
Website: http://atnd.it/28696-0

Price:
Includes VAT: GBP 2758.80.

When is Value-at-Risk Training Course?

The next dates haven't been confirmed. The last edition we have on record was 2–4 Dec 2015.

Where is it held?

The last edition we have was at Radisson Blu Edwardian Grafton, London, United Kingdom.

Who organises it?

Informa Exhibitions.