Quantitative Risk Measurement

We offer a large range of courses on Quantitative Risk Measurement:

• Quantitative Risk Measurement - VaR, EVT and Monte Carlo Simulation
  
  The objective of this seminar is to give you a good understanding of advanced quantitative risk measurement methods.
• Quantitative Risk Measurement 1: VaR, MCS and Stress Testing
  
  The objective of this seminar is to give you a good understanding of quantitative methods for calculating Value-at-Risk and for back-testing and stress-testing of risk measurement models.
• Quantitative Risk Measurement 2: Multivariate Statistics and EVT Modelling
  
  The objective of this seminar is to give you a good understanding of the use of multivariate statistics and Extreme Value modelling in quantifying and managing risk.
• Advanced Value-at-Risk
  
  The objective of this seminar is to give the participants a good understanding of how to measure and use “Value-at-Risk” (VaR) in risk management.
• Extreme Value Theory
  
  The objective of this seminar is to give the participants a good understanding of how Extreme Value Theory can be used as a practical tool in sophisticated financial risk management.