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| PRM Certification Training Program - University of Toronto |
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Mar 20, 2007
5:00 PM |
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Cost :
Sustaining Members:
US$2800.00
Free/Non-Members:
US$2800.00 |
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| Meeting Venue |
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| Fields Institute, 222 College Street, Toronto, Ontario, M5T 3J1, Canada |
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PRM Risk Management Course
Toronto
A study program for professionals preparing for the PRM examinations
Lectures and worked examples will be given on Thursday evenings, from 5:00-8:00 p.m.
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Handbook reference
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Topic
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Lecturer
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Date
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Part I
I.A.1/I.C
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Markets and Instruments
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David Saunders
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March 20
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I.A.2-I.A.4
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Portfolio Management
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David Saunders
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March 27
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I.B.1/I.B.2
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Fixed Income instruments
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David Saunders
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April 3
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Part II
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A Review of the Mathematical Foundations of Risk
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Pablo Olivares
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April 17
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Part I
I.B.3/I.B.5
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Pricing Options and Futures
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Pablo Olivares
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April 24
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Part III
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III.B.0
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Risk Management, Capital Management and Regulations
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Andrew Aziz
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May 1
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III.A.1/III.A.2
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Market Risk :Value-at-Risk(VaR)
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Andrew Aziz
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May 8
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III.A.3/III.A.4
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Advances in VaR Models
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Andrew Aziz
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May 15
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III.B.1-III.B.4
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Basic Credit Risk Models
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Luis Seco
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May 22
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III.B.5/III.B.6
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Advanced Credit Risk models
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Luis Seco
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May 30
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III.C
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Operational Risk Management
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Pablo Olivares
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June 4(Wed)
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Part IV
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Case Studies
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Stokeley Smart
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June 12
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(please note one class is scheduled on Wednesday June 4th)
Contact : Pablo Olivares (prmia@risklab.ca)
www.risklab.ca/rmcourse/lecturers.htm
PRMIA and the Fields Institute reserve the right to alter the timing and speaking if necessary.
Register Online |
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| Presenters |
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| Pablo Olivares,
Ph D,
University of Toronto |
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| Luis Seco,
Ph D,
University of Toronto |
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| David Saunders,
Ph D,
Waterloo University |
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| Dr. Andrew Aziz,
Managing Director, Risk Solutions,
Algorithmics |
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