Modelling, Quantifying and Managing Investment Risk
In this intense two-day course, participants will gain a deeper understanding for the traditional investment risk concepts used in investment management and extensions introduced in recent years, many of them being reactions to specific issues experienced by investors and investment managers in the Financial Crisis and changes in the investment management industry since then. The concepts presented were selected with regard to application and implementation in real-world investment processes. We believe that investment risk modelling, measurement and management are not art for art’s sake, but tools for investors and investment management professionals. Participants will also receive all spreadsheet examples discussed during the course, which be used as a basis for developing customized in-house models. As most delegates will be “investment risk practitioners” with diverse backgrounds, a lively exchange of ideas and experiences is guaranteed.
Delegates will receive colour printouts of all slides and electronic access to Excel spreadsheets used during the course.
The course is not only for specialists but for a wider audience including investment managers, asset management executives of all levels, institutional investors and research analysts.
This course has been designed for the benefit of:
- Research analysts
- Portfolio managers
- Risk managers
- Fund analysts
- Financial Economists
- Quantitative investment analysts
The course assumes a general familiarity with financial markets, instruments and investment portfolios. A basic understanding of statistical and mathematical concepts is an advantage.