Integrating Enterprise-Wide Risk
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Develop an enterprise-wide approach to risk management and achieve optimal capital allocation.
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Further Details
COURSE HIGHLIGHTS:
learn how VaR can be used as a framework to integrate market risk and credit risk
understand the requirements for calculating market risk and credit risk
gain an insight into the most effective ways of overcoming the barriers to data integration
apply RAPM to the integration of market risk and credit risk
learn from industry experts how integration works in practice
This Training Course is taught in classrooms in the following locations:
Bromley
London SW
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