Event Date/Time: Feb 20, 2008
End Date/Time: Feb 21, 2008
Feb 19, 2008
Early Registration Date:
Jan 19, 2008
Acquire foundational knowledge on Bond Mathematics and an understanding of Probability Distributions from a first principles perspective.
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
IBF (Singapore) Members - SG$2,250.00 ( 2 Days )
Non-Members - SG$2,500.00 ( 2 Days )
(Fees include lunch, refreshments and seminar materials. Special Rates are available (See Below).
Please Note: Delegates will be charged additional compulsory GST (Goods and Services Tax) at the prevailing rate)
Team Discount: When 2 or more participants from the same organization apply for the same seminar at the same time a 10% discount would be deducted from the total seminar fees.
(Note: Team discount does not apply to IBF (Singapore) members.)
Early Bird: Early birds are entitled to an additional 10% discount from the seminar fees. To qualify, registration forms and payment have to be received at least one month prior to the commencement of the seminar.
(Note: The maximum discount allowable in all cases is capped at 20%.)