Investment Research Report

 

	Brochure
	New York

   

	Dates
	2006 TBA  New York
	Program Director:   Jonathan Kinlay Adjunct Professor Fund Manager

Advanced Risk Management

A 3 day course providing a comprehensive and practical review of advanced quantitative techniques in risk modeling and management.

The Risk Management course has been developed with the aim of providing participants with a comprehensive understanding of the theory and practice of risk management methodology that will assist them to formulate, analyze, develop and implement strategies for effective risk management.

The course draws together the latest innovative developments as well as the most effective practical tools and quantitative methods, guiding delegates through a step by step learning process to illustrate the application of theoretical concepts to real risk management problems and modeling solutions.

Delegates will gain a thorough understanding of the most important aspects of risk management and how to apply the latest modeling, forecasting and simulation techniques for VaR and credit risk management applications.

Class work is participatory and will involve exercises in evaluating risk factors, developing spreadsheet valuation and risk measurement tools and case studies requiring students to evaluate and implement suitable risk management solutions.

This comprehensive course will enable you to:

• Discover advanced mathematical techniques for forecasting, simulating and quantifying interest rate, derivatives and credit exposures.
• Understand complex derivative structures and how their risk factors may be properly assessed.
• Apply the latest techniques for modeling and hedging credit risk through the application of credit derivatives.
• Implement VaR, Crashmetrics and other advanced risk management systems.
• Determine how to make sophisticated investment and hedging decisions.

	Course Coverage
	Interest Rate Risk Interest Rate & Default Risk Modeling Derivative Risk Forecasting & Simulation Techniques Risk Models Credit Risk

 

	Who Should Attend
	Risk Analysts Quantitative Analysts Economists Financial Engineers Investment Strategists