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Build robust financial models to price and hedge in a volatile world

Energy Risk Magazine is delighted to offer an advanced level two day program led by Diana Higgins, an individual with an immense amount of experience in credit risk management. Delegates will experience the decisions required to apply techniques to manage credit risk through a combination of business cases, workshops and lectures Additionally, within six months after the course, Diana will provide each attendant with a one-hour, one-to-one telephone call to answer questions relating to the course and implementing learning outcomes.

Nicholas Perry has teamed up with Energy Risk Magazine to design and host this advanced course to provide delegates with the tools needed to meet the challenges of risk management in the energy markets. Nicholas Perry brings a strong practical emphasis from his extensive first-hand market experience, stressing that pragmatic methods are a vital complement to mathematical approaches, and that mastery of physical issues is as critical as sound financial theory.

Our three day program will not only identify best practices when monitoring, measuring and managing market, credit risk and operational risk, but will also look at how each risk interacts with the other. Delegates will learn under the tutorship of three former respected practitioners, but will also benefit from a practitioner led case study on each day. Upon booking, delegates will also receive access to e-learning content and pre-course reading.

Come and join us in March 2012 in London for GTF/ERTC’s Quarterly Training Summit. The three courses we are hosting in Q1 are Introduction to Refining, Hydrotreating and Human Error Reduction Strategies. Our expert tutor faculty includes experts from Chevron, Dr Peter Reich-Rohrwig and Jane Goodacre. Our three day summit will not only provide an excellent forum for learning, but also priceless networking opportunities with your peers. The summit includes comprehensive course binders, refreshments, lunch and a networking dinner. Express your interest now!

Fundamentals of market and Credit Risk Management is a comprehensive blended learning experience for junior level and aspiring risk managers working within financial institutions. This two day separately bookable program will be delivered by leading practitioners from Citi and HSBC respectively Our program will also incorporate regulatory addresses on market and credit risk management delivered by guest speakers. Best practices when monitoring, measuring and managing market and credit risk will be delivered, in addition to an analysis into how each risk interacts with the other.

Fundamentals of market and Credit Risk Management is a comprehensive blended learning experience for junior level and aspiring risk managers working within financial institutions. This two day separately bookable program will be delivered by leading practitioners from Citi and HSBC respectively Our program will also incorporate regulatory addresses on market and credit risk management delivered by guest speakers. Best practices when monitoring, measuring and managing market and credit risk will be delivered, in addition to an analysis into how each risk interacts with the other.

This two-day interactive, in-depth and highly hands-on course will provide a practical knowledge of how to build enterprise-wide risk protection from systemic and tail risk events (low probability and extreme severity events, which are sometimes called Black Swans) covering credit, market, operational, business and other risks. The key element and distinctive feature of this course is a systemic crisis simulation game - a Flight simulator for course participants to obtain knowledge of tail risk impact and its mitigation.

Build robust financial models to price and hedge in a volatile world

Build robust financial models to price and hedge in a volatile world