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Value-at-Risk Training Course

Market risk governance analytics & implementation

10 - 12 December 2018

Hallam Conference Centre, London

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

cpd certified

Dates: 10-12 December 2018 & 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.

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IFF is delighted to offer a 10% discount to attend our sister company's RiskMinds Americas event, the leading risk management conference in the Americas.

September 24 - 26, 2018

Marriott Longwharf, Boston

Find out more

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

cpd certified

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