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PRMIA Education Event
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| Market Risk Management |
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Mar 12, 2009
6:00 PM |
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Cost :
Sustaining Members:
US$945.00
Free/Non-Members:
US$995.00 |
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| Meeting Venue |
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The George Washington University
School of Business
Duques Hall
2201 G Street Northwest
Washington DC |
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PRMIA AND THE GEORGE WASHINGTON UNIVERSITY BUSINESS SCHOOL
Session IV
March 12, 19, & 26, 2009
6:00 p.m. - 9:00 p.m.
You can register for this individual session or for the complete course which includes all eight sessions.
Those who register for the complete course, and who pass a comprehensive exam, will be issued a certificate from The George Washington University School of Business and PRMIA.
Session IV, Market Risk Management, focuses on the current best practices in market risk management. From fixed income instruments and portfolios to advanced value at risk models and stress testing. Academic perspectives will be supplemented with industry practitioner experiences to form a comprehensive course group.
March 12, 2009
- Overview of Market Risk Management Structures
- Duration, Convexity and other Risk Measures in Bonds
- Portfolio Risk Measures
March 19, 2009
- Introduction to Value at Risk
- Analytical VaR Models
- Historical Simulations
March 26, 2009
- Monte Carlo VaR Models
- Introduction to Stress Testing
- Backtesting
CANCELLATION: A refund (less a US $100 administration fee) will be made if formal notice of cancellation is received two weeks prior to the date of the event. We regret that no refunds will be made after that date. Substitutions made at no extra charge.
Disclaimer: The program may change due to unforeseen circumstances. |
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| Presenters |
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| Prof. Steve Young,
Adjunct Professor,
The George Washington University |
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