Valuation and Risk Models - A 2-Day Workshop

Valuation & Risk Models
  Value at risk (VaR) is a statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a specific time frame. This metric is most commonly used by investment and commercial banks to determine the extent and occurrence ratio of potential

Start

October 27, 2018

End

November 3, 2018

Address

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

 

Value at risk (VaR) is a statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a specific time frame. This metric is most commonly used by investment and commercial banks to determine the extent and occurrence ratio of potential losses in their institutional portfolios. VaR calculations can be applied to specific positions or portfolios as a whole or to measure firm-wide risk exposure.

 

Valuation and Risk Models – 2-Day Workshop

 

This area will test a candidate’s knowledge of valuation techniques and risk models. The broad knowledge points covered are:

  • Value-at-Risk (VaR)
  • Expected shortfall (ES)
  • Stress testing and scenario analysis
  • Option valuation
  • Fixed income valuation
  • Hedging
  • Country and sovereign risk models and management
  • External and internal credit ratings
  • Expected and unexpected losses
  • Operational risk

 

What Will You Learn

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

  • The value-at-risk (VaR) estimation approaches and applications. Reading 26 covers financial risk measures and examines measurement frameworks such as the mean-variance approach, VaR, and expected shortfall (ES).
  • The key elements of option pricing and option sensitivities. Option valuation using binominal trees and the Black-Scholes-Merton model is covered, along with the use of options for hedging and risk management.
  • Valuing and understanding risk management for fixed income securities.
  • The specific sources of country risk and the use of external ratings in assessing sovereign default risk.
  • The basics of credit risk, specifically expected loss (EL) and unexpected loss (UL) for both an individual security and a portfolio.

 

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:

  • Portfolio, programme and project management offices
  • Programme managers and project managers
  • Business Change Managements and Business Analysis
  • Investment Managers, Investment Analysis and Business Case Developers
  • Front-line managers, middle managers and strategic managers

 

Date, Time & Duration:

Saturday, October 27 & November 3, 2018 (2-day workshop), Time: 9:00am to 5:00pm

 

Venue:

KDU University College Utropolis Campus, Glenmarie,

Jalan Kontraktor U1/14, Seksyen U1, 40150 Shah Alam, Selangor.

Location map HERE                          GPS Coordinates:  3.092604, 101.559762

 

Fee (HRDF Claimable):

RM1400 nett per participant

 

Register NOW!

 

Download Application Form CLICK HERE.

 

Submit your form with proof of payment or company’s letter of undertaking to KMDC: start@kmdc.com.my, Fax: 603 5565 0797.

KMDC’s RHB Bank Account Number: 212 349 000 543 53 (KDU Management Development Centre Sdn. Bhd.)

 

In-House Customised Workshop:

All our training programmes can be customised and offered as In-House Training Workshop. To inquire, call: 03- 5565 0793/0798 or email: start@kmdc.com.my

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Contact Us

Email: start@kmdc.com.my, FAX: +603 5565 0797
Telephone: +603 5565 0799, +603 5565 0798, +6012 398 9030

Address: KDU Management Development Centre Sdn. Bhd. (KMDC)
KMDC Office, Level 3, Admin. Block,
KDU University College Utropolis Glenmarie Campus
Jalan Kontraktor U1/14, Seksyen U1, 40150 Shah Alam
Selangor Darul Ehsan, Malaysia.

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