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.
With increasing longevity continuing to be a concern to pension funds and
insurers this course looks at the most effective tool to manage and mitigate
longevity risk. With an ever growing number of products available, this course
will examine the advantages and disadvantages of the various risk transference
methods currently on the market.
