Value At Risk

One Week £ 1,900 | Two Week £3,500 | One Week ₦ 100,500

 

Language of instruction: English

Target Audience:

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange)

1. Review of Statistical Concepts
2. Value at Risk-I
3. Value at Risk-II
4. Application of Analytical Techniques
5. Regulatory Issues
6. Market Risk-Models
7. Stress Testing
8. Back Testing
9. Risk Management Systems
10. Case Study - Orange County
11. Case Study - Barings Bank
12. Case Study - Matellgesellschaft
13. Description of Advanced VaR Models
14. Advanced Measuring Volatility and Correlation
15. Advanced Scenario Analysis and Stress Tests
16. Risk Adjusted Performance Measurement