| Starts: | Wednesday November 18, 2009 at 9:00am |
|---|---|
| Ends: | Friday November 20, 2009 at 5:00pm |
| Event Type: | Training/Seminar |
| Region: | London, United Kingdom |
| Location: |
London Financial Studies 34 Curlew Street London, GREATER LONDON SE1 2ND GB |
| Price: | |
| Website: | http://www.londonfs.com/programmes/Risk-Management-and-Modelling/Outline/ |
| Industry: | banking |
| Keywords: | Modelling, Var, Risk Management, Value At Risk, Liquidity Risk, Operational Risk, Enterprise Risk Management |
| Intended For: | |
| Organization: |
This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and the Merton and Gaussian approaches for estimation of probabilities.