Risk Management & Investment Management
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 the business goals.
Risk Management & Investment Management – A 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
What Will You Learn
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:
- 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
Workshop Duration: 2 Days