Risk Management and Modelling: VAR and Beyond

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Risk Management and Modelling: VAR and Beyond

London Financial Studies
Logo London Financial Studies

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London Financial Studies offers their products as a default in the following regions: London

Description

This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and different methods for estimating default probabilities.

Audience:

  • Traders and Dealing Room Staff
  • Risk Managers
  • Middle Office and Senior Managers
  • Investors
  • Quantitative Analysts, Financial Engineers and Systems Developers
  • Structured Products Desks, Product Controllers and Researchers
  • Loan Portfolio Managers and Fund Managers
  • Credit Analysts and Credit Risk Managers


Dr Simon Acomb has over 20 ye…

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Didn't find what you were looking for? See also: Risk Management, Equities, Governance, Retail (Management), and Project Management.

This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and different methods for estimating default probabilities.

Audience:

  • Traders and Dealing Room Staff
  • Risk Managers
  • Middle Office and Senior Managers
  • Investors
  • Quantitative Analysts, Financial Engineers and Systems Developers
  • Structured Products Desks, Product Controllers and Researchers
  • Loan Portfolio Managers and Fund Managers
  • Credit Analysts and Credit Risk Managers


Dr Simon Acomb has over 20 years experience in quantitative finance. He started his career in finance at Barclays deZoete Wedd in 1992 in the Equities Derivatives Group and progressed to run the quantitative research team. This was followed by five years at Commerzbank where he established a derivatives proprietary trading team and then became head of the equity quantitative research group. Most recently Simon has been a managing director at Morgan Stanley as global head of the Equities Analytic Modelling Group. He now works as a consultant and trainer in mathematical finance.

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There are no frequently asked questions yet. If you have any more questions or need help, contact our customer service.