Expected Shortfall vs Value at Risk

Time: 30-31 October 2012
Venue: London, United Kingdom

The failure of numerous financial institutions and the spectacular losses in the financial markets in recent years, have had a profound and extremely significant impact on the approach to and innovations in risk management.

Since the global financial crisis hit the industry, the measurement, prevention and mitigation of systemic and tail risk has become central to the risk management and business agenda of most European and US banks and other financial institutions and their regulators. Concerns about both the management of risk born by financial institutions and the regulatory authority's ability to assess and monitor their financial risk have been an on-going challenge.

Who Should Attend: This course has been designed for people working in investment and commercial banks, consultancies and regulatory bodies with the following job titles:

• Market risk analysts and controllers
• Chief risk of?cers
• Quantitative analysts
• Financial engineers
• Market risk managers
• Credit risk managers
• Regulators
• Risk consultants
• Examiners
• Supervisors
• And more...
  

Organized By:

• Centre for Financial Professionals

For more info http://www.banking-risk-regulation.com/...