MoneyScience Financial Training
Course Length: 2 Days | Cost: £2100
A practical and intensive course with a world renowned speaker covering the use of value-at-risk (VAR) methods for measuring financial risk and how the credit crisis will change risk management and VAR approaches in the future.
Course Highlights
- What has the recent financial crisis taught us about risk management?
- The many applications of value at risk in finance
- Define VAR and explain how it is used to quantify risk
- Measure Value at Risk using various methods
- The benefits and drawbacks of value at risk
- Understand the benefits of stress testing as a complement to value-at-risk
Course Methodology
- Intensive but interactive and fun program
- Relevant case studies constantly updated from recent market events
- Course highly customised depending on feedback from pre-course questionnaires
- Pre-course and post-course reading provided
- Simple ExcelTM implementations of models made available during and after the course
Who should attend?
- Risk managers
- Credit officers
- Traders
- Structurers
- Fund and portfolio managers
- Middle office
Course Tutor
Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University.
What have previous delegates said?
"Great perspective on financial risk management, the best and most useful piece of education in my business life"
- delegate NIBC bank
"Great up to date course with lots of practical examples"
- Vice President, Swiss Re
