Financial Market Risk Management (PRM02)
Venue: Le Meridien, Singapore
|Event Date/Time: Nov 08, 2007||End Date/Time: Nov 09, 2007|
-Be introduced to the notion of Value-at-Risk (VaR) and actually perform calculations to obtain VaR under simulated scenarios.
-Examine the advantages and disadvantages of VaR and explore alternative risk measures like Conditional Value-at-Risk (C-VaR).
-Have an understanding of the amount of exposure that an organization faces in relation to the different types and sources of Financial Market Risk.
Dr. Jeffrey C. K. Lim, Ph.D., C.Sci., C.Math., FIMA, FRM, PRM