Further Details
Understand why market risk models have performed so badly recently – and how to improve them
See what a derivatives pricing model does and doesn’t tell you and how to control the risks around using one
Update yourself on regulatory requirements for market, credit and operational risk stress testing
Learn how to manage valuation risk effectively
Work through detailed case studies on the use of stress testing to reveal portfolio sensitivities that are concealed by VAR
Understand what this means for economic capital calculations
Guide price
£1999.00+VAT |
