Dear Allstat members,
We are organising two workshops next month that provide training in the essentials of Value at Risk and Risk/Return-Efficient Bank Portfolio Management.
There are six subsidised places available to Allstat members and their colleagues at the reduced price of 250 Pounds per day (usual price 595 Pounds per day):
* ADVANCES IN VALUE AT RISK (VaR) AND ITS APPLICATIONS
10-11 November 2004, London
www.unicom.co.uk/var
This is a hands-on workshop based on real world experience and model building. It provides simple, easy to implement techniques and models that provide delegates with the fundamentals of Value at Risk, beginning with basic probability theory, moving upwards through the various VaR techniques and ending with some hands-on spreadsheet techniques.
* DAY ONE is an introductory workshop.
* DAY TWO covers Extreme Value Theory, CvaR and other practical applications. It also features guest presentations and case studies.
* RISK/RETURN-EFFICIENT BANK PORTFOLIO MANAGEMENT
12 November 2004, London
www.unicom.co.uk/bank
The workshop provides an insight into innovative concepts of bank-wide risk measurement and capital allocation and explains how to apply new approaches of risk/return efficient Bank Portfolio Management.
If you would like further information, please reply to this message or call me on 01895 819 475.
Kind regards,
Alec
Alec McCutcheon
UNICOM
UNICOM R&D House
One Oxford Road
Uxbridge
UB9 4DA
Direct: +44 (0) 1895 819 475
Swbd: +44 (0) 1895 256 484
Fax: +44 (0) 1895 813 095
www.unicom.co.uk
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