GOAL
Provide participants with advanced tools and techniques for risk measurement and active risk budgeting, focusing on the practical application of these tools as well as scope and limitations.
COURSE DESCRIPTION
The workshop will refresh basic risk management concepts, explain the risk characteristics of certain complex financial instruments, and enhance participants’ knowledge of ways to measure, analyze, and manage risk in an Asset-Liability Management (ALM) framework.
DISCUSSION TOPICS
TARGET AUDIENCE
This course is best suited for junior and mid-level quantitative analysts and portfolio managers who have a background in quantitative and statistical techniques.