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GARP (Global Association of Risk Professionals)

Introduction of Credit Value-at-Risk 6:00am - 7:30am EDT (10:00am - 11:30am GMT)
Date: 09 Jul 2008
Location: Jersey City
Address:
Event Description: Value-at-Risk (VaR) is the most commonly used approach to financial risk measurement, with broad applications to many areas of financial risk management. Credit VaR is the application of the VaR approach to credit assets. This introductory iRisk webinar provides participants with a fundamental understanding of the Credit VaR approach including its implementation, strengths and weaknesses. This 90 minute iRisk webinar includes an Excel implementaion of Credit VaR for a portfolio of credit assets and practical case studies.
Contact: Visit: webinars@garp.com
Website: www.garp.com
 
 
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