Want to boost enrolments? Login and promote your courses
Searching for courses? Login or register
Courses    
Most popular search | Share this page  
open My list: 0 courses
Courses related: property derivatives | property valuation courses | risk assessment courses | risk assessment course | property management courses | fire risk assessment edinburgh | best value prince2 courses in london | property valuation course | risk assessment courses in london | property development courses
Homepage Finance Courses Banking and Insurance Courses Investment Banking Courses

Property Value At Risk

in London Financial Studies (England)

Classes Course

Price:

£2,100 + VAT Special offers 

Duration:

2 Days

Start:

consult dates and times
See course programme

Requirements:

Property Investments, Value at Risk measures and Excel.

Request free information

Course objectives:

Property Value at Risk (PVaR) covers the fundamentals of property risk, discusses what is unique about appraising and disclosing property, and using PVaR for portfolio construction, property management and capital adequacy assessment.

London Financial Studies

<strong>London Financial Studies</strong> is a specialist teaching resource that concentrates exclusively on capital markets. We offer individuals, teams and companies expert teaching that...

see more

Contact course provider

 

Request information

Contact directly and with no obligation with
London Financial Studies
You must complete all fields on this form in order for us to send it to the course provider.
We have highlighted incomplete/ incorrect details in red.
* Compulsory fields
By clicking "Email request / Telephone" you registering and accepting the Terms of Use and privacy policy of Emagister.
I wish to receive the personalised newsletter (during a maximum period of 15 days)

Availability?
How do I enrol?
Where can I get more information?

The person in charge of this course will receive your information request instantly.

Response time:
:| :) ;)
Average Fast Very fast
 

Course details

Type Course Duration 2 Days
Method / place Contact course provider Classes
Suitability # Property investors and occupiers # Solvency II Assessors # Property valuers and accountants # Users of property derivatives # Real estate security analysts
Course objectives Property Value at Risk (PVaR) covers the fundamentals of property risk, discusses what is unique about appraising and disclosing property, and using PVaR for portfolio construction, property management and capital adequacy assessment.
Requirements
Property Investments, Value at Risk measures and Excel.
Price £2,100 + VAT
Special offer
Request this special offer here
Get direct information on how to enrol, venues and availability...

Investment Banking courses (from other course providers)

 
Introduction To Investment Management
TFPL Ltd
London - £325 + VAT
 
Understanding International Corporate Treasury
Eurofinance Training
London - £3,204 + VAT
 
Management buy-outs
Fulcrum
- Price: On request
 
OEIC & Unit Trust Accounting
Investment Education PLC
London - £960 + VAT
 
Interest Rates : Basics And Market Applications
CSE-Demos Training and Development
London - £845 + VAT
Compare the selected courses

Course programme

Property Value At Risk


Property Value at Risk
Course Outline:
Property Value at Risk (PVaR) covers the fundamentals of property risk, discusses what is unique about appraising and disclosing property, and using PVaR for portfolio construction, property management and capital adequacy assessment.

Who The Course is For:
Property investors and occupiers, solvency II Assessors, Property valuers and accountants, Users of property derivatives and Real estate security analysts

Prior Knowledge:

Property Investments, Value at Risk measures and Excel. 

 
Course Programme:*
Day One
Introduction and Revised Course Outline
Solvency II & Swiss Solvency Test Requirements
Overall View of Property in Insurance Portfolios
PVaR Problems
Sensitivity Analysis (Shocks)
Risk Mitigation

Value at Risk: Theory and Examples


Conventional VaR
Expected Shortfall
Portfolio VaR
Linear Model Adjustments for Options
Monte Carlo Simulations

Workshop: Var in Excel

Liquidity Risk in Properties


Three Liquidity VaR Measures
Guide to Recent Developments
Herd Mentality & Illiquidity

Workshop: L-PVaR Calculations (Excel)

Day Two
Desmoothing Property Appraisal Indices


Zero Serial Correlation
Blend REIT & Appraisal Indices
Reverse Engineering
Multifactor Adjustments
Other Approaches

PVaR For Embedded Real Options


PVaR for Landlord and Tenant Options
PVaR for Stages of a Property Development
Sensitivity of PVaR to V and Volatility Changes

Workshop: PVaR for Embedded Options and for Hedging (Excel)


PVaR Case Studies


Estimating Volatility for US Direct Apartments
PVaR for Portfolios of US Apartment REITS
PVaR for European Rent Restricted Apartments

Workshop: Capital requirement simulations (Excel)

* Subject to change, please contact provider before booking

This program is eligible for 16 Continuing Education credit hours from the CFA Institute. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary.
see the full course programme

on request

get more information on the programme directly from London Financial Studies.

Request information for free
Get direct information on how to enrol, venues and availability...
 

Ex-students

 
Opinions
 
Have you attended this course?

Voice your opinion and help thousands of other users
Get direct information on how to enrol, venues and availability...
 

On London Financial Studies

Provider description
<strong>London Financial Studies</strong> is a specialist teaching resource that concentrates exclusively on capital markets. We offer individuals, teams and companies expert teaching that combines theoretical understanding with practical experience.
Advantages of studying with London Financial Studies
At <strong>London Financial Studies</strong> we concentrate exclusively on capital markets. We offer individuals, teams and companies a unique and expert teaching resource that combines theoretical understanding with practical experience and equips them to operate at the highest levels of efficiency and profitability.

Our business is driven by a distinct philosophy and clear values:
Practical Application Intellectual Clarity Personal Approach Economic Value
Course provider history
In the past decade London Financial Studies has become widely acclaimed as one of the best teaching resources for capital markets practitioners. Over that time we have delivered a diverse range of programmes to individuals, major financial institutions and government bodies worldwide.

The <strong>London Financial Studies</strong> ethos of combining excellent and effective teaching grounded in sound theory as well as relevant and practical real-world experience is a direct result of the experience of the founder, David Cox.

During his career in banking, he became aware of the acute need for high quality teaching relating to capital markets. After leaving the City he joined the London Business School and set out to develop techniques and materials to meet this need. The result was a series of short courses for practitioners: The Financial Markets Seminar Programme. London Financial Studies has refined the approach and uses the same methodology throughout its programme.
Specialises in
Credit Econometrics Equity Fixed Income and Inflation General Capital Markets Mathematics Other Asset Classes Quantitative Techniques

All courses

by London Financial Studies on emagister.

See list of courses

Get direct information on how to enrol, venues and availability...
 

Most searched for in Investment Banking

Information related to Investment Banking

International sites Spain  |  Italy  |  France  |  Mexico  |  Germany  |  UK  |  Japan  |  Argentina

Words related to the courses viewed: risk assessment risk management risk assessment health management risk

emagister.com complies with the 15/1999 Organic Law dated 13th December (Spain), the Data Protection Law and holds the inscription code 2002010053 on the General Register of the Data Protection Agency. Copyright 1999/2000 - Grupo Intercom - All rights