Covering all aspects of risk management, this course will have a profound impact on your performance in the market and your career as a whole.
Dates: 12-18 November 2018, 20-24 May 2019 and 4-8 November 2019
Venue: Central London
Course Leader: Andrew Street and Maximilian Hall, International Risk Management Experts
Course Fee: £4499.00 + VAT @ 20% = £5398.80
Practical workshops include: Calculation of factor sensitivities; Performing Cholesky decomposition; Value-at-Risk estimation for a simple portfolio; Calculation of sample credit risk exposures
Case studies include: What caused the Credit Crunch? – could it happen again?; Operational Risk events and classifications
Dr. Andrew Street was formerly Head of Arbitrage and Head of Equity and Commodity Derivatives at Mitsubishi Finance
Intl (now Bank of Tokyo-Mitsubishi). Before moving to Mitsubishi he was Head of Equity Derivative Trading at Nomura International and Senior Equity Derivatives Trader at Paribas Capital Markets.
Maximilian Hall is Professor of Banking and Financial Regulation at Loughborough University.
Read more about the course leaders in the brochure
One of the best I have ever attended. The course presented a wide range of topics, many of them technical yet accessible, by means of clear examples and thanks to the very good communication skills of the speakers