This two day seminar looks at VaR following the new regulatory developments
coming from the Basel committee and national regulatory authorities. It
challenges how we can refresh our approaches to VaR, with a special focus on
stressed VaR, backtesting and stress testing. This course will also look at how
we can incorporate other risk sensitivity measures into the VaR methodology to
make it more robust and reliable.
This highly topical two day seminar will provide delegates with an in-depth
examination of the proposed reforms and an analysis into their impact on the key
processes involved in OTC derivative clearing and settlement.
Effective mitigation and control of counterparty risk
4th October 2010 - 5th October 2010
This timely two day seminar equips Banking and Financial risk-management
professionals with practical & actionable approaches to the measurement,
mitigation and management of counterparty risk. Focusing on transferable best
practice, tutors will address the most effective measures for controlling and
modelling counterparty risk exposures & will develop your approach to using
collateral as a counterparty risk hedging tool.
At the end of the seminar, participants will hold a privileged understanding
of counterparty risk mitigation methods & processes and will be equipped
with the knowledge and advanced insights needed to stay at the forefront of
counterparty risk management.
John Best is back to Asia with a newly researched agenda for his globally
renowned Market Data & Technology training course.
In this course attendees will gain key understandings of the technical and
administrative aspects of the market data arena. The programme also hones in on
the methods used to deliver cost effective access to market data, in particular
managing costs in the current environment. This course is aimed at those who
have particular interest or responsibilities for market data in all its forms.
Days are separately bookable so visit our website today to take a look at the
programme and combo offers.
