PRM02: Financial Market Risk Management (PRM02)
Venue: Concorde Hotel Singapore
|Event Date/Time: Aug 12, 2010||End Date/Time: Aug 13, 2010|
|Registration Date: Aug 11, 2010|
|Early Registration Date: Jul 11, 2010|
* 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.
Dr. Jeffrey C. K. Lim
Ph.D., C.Sci., C.Math., FIMA, FRM, PRM, B.Fel.