Financial Risk Management Course 2

 Location: London (Central)

An intensive 2 day course covering advanced concepts of risk management for financial institutions

This is an advanced risk management course designed for professionals who want to improve their knowledge and understanding of the financial market risk analysis in fixed income, equities, foreign exchange and portfolio management. It is a unique, intensive, information- packed program combining training, exercises, case studies and workshops. The course director has over 20 years financial markets experience in trading, structuring and analysing fixed income, derivatives, indices and hedge funds. He has taught market professionals and graduate students for more than 20 years.

Objectives for the course:

• Delegates can demonstrate a basic understanding of algebra and statistics for financial risk managers
• Delegates can calculate risk factors in all asset classes.
• Delegates can use different VaR models.
• Delegates can price and hedge financial products.

Course categories:Risk Management Courses, Risk Management Inhouse

COVERED TOPICS

Day 1: Quantitative Basics & Econometrics

• Calculus, linear algebra, probabilities and statistics, regression, numerical methods, intro to portfolio theory
• Financial Econometrics for risk management: Principal component analysis (PCA), ARCH-GARCH, Copulas

Day 2: Advanced Value-at-Risk Models & Pricing and Hedging of Financial Instruments

• parametric linear models, historical simulation, Monte Carlo VaR, VaR for option portfolio, Risk Model Risk, Scenario Analysis, Stress Testing, Capital Allocation (Basel)
• Pricing and Hedging of Financial Instruments: bonds & swaps, Futures and FW, options, volatility, portfolio mapping

REGISTRATION & PRICING INFORMATION

For more information or to be contacted by the event provider please fill this form:

Registration price

1,980.00

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Price: 1,980.00 GBP
Location: London (Central)
Event date: Open date - Open date
Event duration: -
Event time: 09.00 h - 17.00 h

ADDITIONAL DATES

CONTACT US

Email: info@financialveritas.com

Phone: +44 208 133 5917