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Value-at-Risk
http://www.trainingnews.co.uk/listings/384/1/Value-at-Risk.html
IFF
IFF is the world's leading provider of business focused financial training programmes.

Our training programmes and in-company performance improvement are designed by financial specialists for financial professionals and are created specifically to help you succeed in today's competitive markets.

Our clients rely on us to deliver the intensive coaching, the practical case-studies and the expertise they need to achieve results.  
By IFF
Published on 12/17/2007
 
Evaluating different models for effective VaR calculation and practical problem solving. Assessing the latest improvements to VaR calculations to help develop your knowledge and skills

  • Evaluating different models for effective VaR calculation and practical problem solving
  • Assessing the latest improvements to VaR calculations to help develop your knowledge and skills
  • Calibrating and implementing Monte Carlo simulation techniques for improved risk measurement
  • The benefits to be gained from assessing credit risks
  • Using VaR for capital allocation, trading limits and risk control
  • Applying optimal techniques for integrating credit and market risk into VaR
  • Examining the benefits of stress-testing