Financial Market Risk Management (PRM02)

Venue: Concorde Hotel Singapore

Location: Singapore, Singapore, Singapore

Event Date/Time: Mar 11, 2010 End Date/Time: Mar 12, 2010
Registration Date: Mar 10, 2010
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Description

Highlights

* Risk Management is everyone’s business, not just the CEO’s, CFO’s or CRO’s.

* The biggest Risk in Risk Management is NOT seeing the Risk!

* 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.

Seminar Facilitator(s):

Dr. Jeffrey C. K. Lim
Ph.D., C.Sci., C.Math., FIMA, FRM, PRM, B.Fel.

Venue

100 Orchard Road, Singapore 238840
Singapore
Singapore
Singapore
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