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Exact Match

Mastering Model Risk and Stress Testing

Date:	24 Sep 2009 - 25 Sep 2009
Location:	London
Address:	IFF Training Centre, London, UK
Event Description:	Over two intensive days, you will: - Understand why market risk models have performed so badly recently – and how to improve them - See what a derivatives pricing model does and doesn’t tell you and how to control the risks around using one - Update yourself on regulatory requirements for market, credit and operational risk stress testing - Learn how to manage valuation risk effectively - Work through detailed case studies on the use of stress testing to reveal portfolio sensitivities that are concealed by VAR - Understand what this means for economic capital calculations
Contact:	To find out more information or to register: Tel: +44 (0)20 7017 7190 Fax: +44 (0)20 7017 7802 Email: enquiries@iirltd.co.uk Web: http://www.iff-training.com/mastering-model-risk-and-stress-testing-training-course/112/
Website:	www.iff-training.com

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