Attend this intensive 2-day training and learn to:
- Overview of investment risk analytics: A fresh perspective on established concepts like volatility and an introduction to modern risk concepts like conditional value-at-risk, drawdown-at-risk, lower partial moments, copulas and non-normal distribution modeling.
- Risk-Based Investment Strategies: Risk-based portfolio construction approaches (e.g. Risk Parity, Smart Beta) and their success factors.
- Estimating Risk: Use of various estimators to derive the necessary inputs
- Risk Analysis in practice: Model risk and its management. Stress testing and scenario analysis for investment portfolios. Issues in backtesting investment strategies
Who should attend?
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:
- Investment officers
- Research analysts
- Portfolio managers
- Risk managers
- Fund analysts
- Institutional investors
- Quantitative investment analysts
Methodology
The training consists of classroom-based teaching combined with selected group exercises and spreadsheet-based example calculations.
Materials:
Delegates will receive printouts of all slides and electronic access to Excel spreadsheets used during the course, plus an Excel add-in to perform more complex computations for one year.
