10th – 12th December 2018 | London, UK.
Apply here: http://bit.ly/2N5MjfH
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 the new derivatives products has raised concern, both in the management of financial institutions and in the regulatory authorities assessing and monitoring the risk.
Industry expert, Dr. T.S. Ho, will provide you with invaluable 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 derivatives book
- Worked examples of actual implementation
If you would like any more information regarding this course, please contact us on +44 (0) 2070177190 or email firstname.lastname@example.org