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Value-at-Risk Training Course

Market risk governance analytics & implementation

17 - 19 June 2019

London, UK, Venue TBC

This cutting-edge training programme will provide you with invaluable practical information on:

  • VaR risk capital and regulatory developments
  • Key issues in risk governance, risk management and risk audits
  • Historical simulation methodologies and issues
  • Expected tail-loss and expected shortfall
  • VaRCoVaR methods and issues
  • Monte Carlo simulation analytics and issues
  • Importance of multi-factor term-structure models
  • Auditing a risk management hedging system of a derivatives book
  • Worked examples of actual implementation

Download the VaR course brochure

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Dates: 17-19 June 2019
Venue: Central London
Course Leader: Dr T.S. Ho
Course Fee: £2299.00 + VAT @ 20%  = £2758.80

View the VaR course agenda

Packed with worked examples of actual implementation

11 computer workshops over the duration of the course will illustrate and reinforce all that you learn

Dr. T.S. Ho is the Managing & Technical Director of an educational consultancy firm based in the UK, & professorial advisor of global derivatives risk analytics & chief scientific officer at leading financial institutions. His academic positions include visiting scholar & professor of finance, & professorial research fellow at notable universities.

A recipient of the “highly commended prize” in the Pilkington Teaching Award & “best teacher” awards, he has worked with numerous leading investment banks & has implemented risk management systems for derivative products for major financial institutions worldwide.

What I liked most about this course is the course speaker's enthusiasm for the subject matter and the depth of knowledge… Very favourable

Michael Claffey, 

Generali PanEurope Ltd

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The world's leading quant finance conference
400+ experts from banks, buy-side, regulators, Silicon Valley, academia and beyond examine every facet of quant in five amazing days. Find out more

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