VaR and Alternative Metrics: Risk Models, Regulation and Governance 2014 is a seminar that covers topics such as:
- The expectations on risk professionals from the regulators in the next 2 - 5 years
- The objectives and implications of the finalised Fundamental Review of the Trading Book
- The risk and trading implications of moving the boundary between banking and trading book products
- How approving risk models at the desk level will help banks avoid weaknesses in modelling
- How the new standard market risk capital model has been modified to closer resemble internal models
- How communicating risk, and improving governance throughout an institution can influence strategy
- How first order hedging, credit and market illiquidity recognition has been built into modelling
- The changes to the options available to banks developing internal market risk capital frameworks
- How Expected Shortfall differs to VaR, how to use it, and why regulators see ES as preferable
- The capital "cliff effect" of one desk reverting from an internal to a standardised model
- In role of internal audit, model risk and model validation processes in maintaining strong market risk analytics
VaR and Alternative Metrics: Risk Models, Regulation and Governance 2014 is intended for:
- Market Risk Modelling
- Market Risk Analytics
- Market Risk Manager
- Market Risk Methodology
- Market Risk IT
- Market Risk Policy
- Trading Book Capital Management
- Market Risk Capital
- Quantitative Analytics
- Risk Capital Manager
- Regulatory Liaison
- Senior Risk Manager
- Regulatory Risk Manager
- Head of Prudential Risk
- Risk Governance
- Risk and Compliance
- Derivatives Risk Manager
- Internal Audit Manager
- Market and Credit Risk Manager
- Traded Market Risk
