PRM01 - Firm-Wide Risk Management (PRM01)
Venue: LE MERIDIEN
Event Date/Time: Jun 26, 2008 | End Date/Time: Jun 27, 2008 |
Registration Date: Jun 25, 2008 | |
Early Registration Date: May 25, 2008 |
Description
“Dirty your Hands†going through a Monte Carlo stock price generation process.
Be introduced to the quantitative side of risk measurement – Value-at-Risk (VaR) and Conditional Value-at-Risk (C-VaR).
Learn about Risk-Adjusted-Returns-on-Capital (RAROC) as a management tool.
Be guided through the various forms of risks i.e. Market Risk, Credit Risk and Operational Risk.
Gain an insight to various Good Risk Management Practices.
Be introduced to The Basel Capital Accord.
Seminar Facilitator:
Dr. Jeffrey C. K. Lim, Ph.D., C.Sci., C.Math., FIMA, FRM, PRM, B.Fel.