Training course leaders: Victor Makarov, PhD, former Head of Market Risk Management (Americas), Rabobank
Dr. Christopher Donohue, Managing Director, GARP Research Center
Recep Bildik, PhD, Senior Risk Management Researcher, GARP
Value at Risk (VaR) is the most commonly used measure of financial risk, with broad applications to many areas of financial risk management. Effective use of VaR methods requires a detailed understanding of its meaning, strengths, weaknesses and implementation issues. This intensive and highly interactive course includes the latest practical and theoretical developments in VaR calculation and extensive Excel implementations, practical case studies, and group activities.
Attend This Event and Receive 13 CPE Credits!
Early Bird book by Register by Friday, April 25, 2008 and SAVE UP TO GB £600! What will you get out of this course?
- Gain a detailed understanding of value at risk methodologies and its role in risk measurement
- Understand the practical issues with implementing value at risk methods in your risk management program, including backtesting, interpretation and analysis of results, strengths and weaknesses
- Learn about the relationships between value at risk measurements and other risk measures including price sensitivity and expected shortfall
- Practical demonstrations of the above will be given in excel spreadsheets that delegates will be able to use after the course.
- Practical demonstrations of the above will be given in Excel spreadsheets that delegates will be able to use after the course.
Please click here for further details: http://www.garp.com/events/varmethods/program.html |
