VALUE-AT-RISK FOR THE ENERGY INDUSTRY

Venue: Hilton Amsterdam

Location: Amsterdam, Netherlands

Event Date/Time: Feb 27, 2003 End Date/Time: Feb 28, 2003
Early Registration Date: Dec 25, 2002
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Description

COURSE HIGHLIGHTS:
· Recognise VAR as a managerial tool for risk management
· Model prices, volatilities and correlations to obtain accurate VAR measures
· Explicitly model credit and environmental risk
· Incorporate real assets in VAR computations
· Distinguish between managing trading portfolio risk exposure using VAR, and optimising corporate-level price exposure

COURSE LEADERS:

Ehud I. Ronn, UNIVERSITY OF TEXAS AT AUSTIN
Chris Harris, INNOGY HOLDINGS, PLC
Steven B. Heebner, DUKE ENERGY
Steve Leppard, SOCIÉTÉ GÉNÉRALE
Michael Rosenberg, TXU ENERGY
Mohammad Reza Simchi, NEXEN INC.

VAR has long been the accepted industry standard for the daily measurement of portfolio risk, and it is imperative that risk managers within the energy industry understand how to effectively implement VAR methodologies. This advanced training course will provide delegates with in-depth sessions analysing the fundamental theory behind VAR, alternative VAR methodologies, CVAR and real options. Led by Professor Ehud Ronn, the course will be interspersed with intensive practical case studies, which will ensure that attendees receive the maximum amount of practical information possible.

For more information about the training course or to make a booking please visit the event website at www.eprmtraining.com/var2003

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