Value-at-Risk: The Basics and Beyond

Short course

In Calgary, Ab (Canada), London, Uk, Houston, Tx (USA) and 2 other venues

£ 775 + VAT

Description

  • Type

    Short course

  • Level

    Beginner

Suitable for: This workshop is ideal for those who need to become familiar with Value-at-Risk. Traders, support staff, risk managers, senior management (anyone who needs to understand and interact with position and risk management) will benefit from this workshop. The information presented in this programme is applicable to any energy commodity.

Facilities

Location

Start date

Calgary, Ab (Canada)

Start date

On request
Houston, Tx (USA)

Start date

On request
London, Uk (London)

Start date

On request
Singapore ((Indicate))

Start date

On request
Toronto, On (Canada)

Start date

On request

About this course

Princeton Energy Programme's Fundamentals of Energy Futures , Options I - Fundamentals of Energy Options Energy Risk Management

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Reviews

Course programme

Value-at-Risk: The Basics and Beyond

Course Summary
Value-at-Risk is the new benchmark for measuring and controlling market risk. Premier trading and marketing companies around the world use Value-at-Risk to maximize profit opportunities and minimize costly positioning mistakes. This one day programme teaches the important aspects of this risk management tool.
8CPE creditsawarded for this course .

Requirements:
Princeton Energy Programme's Fundamentals of Energy Futures , Options I - Fundamentals of Energy Options , and Energy Risk Management or equivalent experience.
Pre-classroom Study
As part of our blended learning package, this workshop has a specific web-based course which is recommended as pre-classroom study. Upon registering for the workshop delegates will receive details of how to access the web-based course. Access to the web-based course is included in the price of the classroom course. To optimize your classroom experience, it is recommended you take the appropriate online study as close to the classroom date as possible. The recommended pre-classroom study for this workshop is PrincetonLive.com's
Understanding the Value at Risk Concept .
Course content:

  • Types of risk
  • Causes of financial risk
  • Definition of Value-at-Risk
  • History of Value-at-Risk
  • Computing Value-at-Risk
  • Converting Value-at-Risk parameters
  • Using Value-at-Risk to establish trading limits
  • Using Value-at-Risk to measure trading performance
  • Calculating risk across a portfolio
  • The three approaches for calculating Value-at-Risk
  • Using implied volatility in Value-at-Risk
  • Verifying Value-at-Risk
  • Limitations and pitfalls of Value-at-Risk

Value-at-Risk: The Basics and Beyond

£ 775 + VAT