Risk Management and Investment Management

Management Development Programme - Essential Skills

Risk management is the identification, evaluation, and prioritization of risks followed by coordinated and economical application of resources to minimize, monitor, and control the probability or impact of unfortunate events or to maximize the realization of opportunities. Risk management’s objective is to assure uncertainty does not deflect the endeavor from

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Address

KDU University College Utropolis Campus, Glenmarie, Jalan Kontraktor U1/14, Seksyen U1, 40150 Shah Alam, Selangor Darul Ehsan, MALAYSIA. View map

Risk Management and Investment Management – 2-Day Workshop

This area focuses on investment management concepts of risk management techniques applied to the investment management process. The broad knowledge points covered include the following:

Factor theory
Portfolio construction
Portfolio risk measures
Risk budgeting
Risk monitoring and performance measurement
Portfolio-based performance analysis
Hedge funds

At the end of the workshop, participants should be able to understand:

The factor theory of investing, in which asset and portfolio returns and risk premiums are explained by their exposure to specific factors.
Ways to construct an optimal portfolio given investment constraints.
Value-at-Risk (VaR) as an important tool in portfolio management as it explicitly accounts for leverage and portfolio diversification and provides a single measure of portfolio risk.
How managers can develop a risk plan, provides some tools for risk budgeting, and introduces some guidelines for monitoring portfolio risk.
Standardized measurements in comparing the performance of asset managers – various measures to evaluate the performance of portfolio managers.
General introduction to hedge fund styles and the process of performing due diligence on funds and fund managers as part of the investment process.

Who should attend

Anyone with an interest, and/or role, in embedding and reviewing how financial risk is managed throughout an organization and in identifying, assessing and controlling risk at the strategic, programme, project and operational level within an organisation. This includes: