The seminar is focused on all types of market risk (i.e. volatility of FX rates, interest rates and stock and commodity price fluctuations). Participants will get acquainted with traditional and modern methods of measuring and managing market risk, such as the open position, gap analysis, back testing, stress testing and Value at Risk. Quantitative and qualitative requirements for market risk measurement and management models, including practical aspects of their implementation will be discussed as well.
The seminar is designed for specialists of medium and large companies whose performance is influenced by market risks as well as for specialists of banks, insurance companies, pension and investment funds, who deal with market risk and investments.
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