Presented by Steve Bell

Level - Foundation

CPD - 12 hours

This course looks at real financial market data and shows how it differs from the idealised models based on Gaussian statistics. The implications of this for standard market risk measures such as VaR will be explored. Alternative risk measures such as AVaR and stressed VaR will be introduced.

By the end of the course participants will gain an overall understanding of the concepts of risk management in a quantitative framework.