Modelling Financial Risk Seminar

Just got an invitation through email to participate in a class offered by Macquire University's Advanced Finance Centre and PRMIA. It is a course designed for Risk Management Professionals. It involves lectures by Dr. Elizabeth Sheedy and some computer workshops after each topic.

Topics for Discussion

• Introduction
• Measuring Risk Under the Normal Distribution
• Historical Simulations for Measuring Risk
• Monte Carlo Simulations for Measuring Risk
• Stress Testing
• VaR in the Absence of Normality
• Liquidity Risk
• Model Risk
• Maximum Likelihood Estimation

Course Schedule

• Thursday 17 August 2006 - 5:30pm to 8:30pm
• Friday 18 August 2006 - 5:30pm to 8:30pm
• Saturday 19 August 2006 - 9:00am to 5:00pm
• Sunday 20 August 2006 - 9:00am to 5:00pm

Fees

• SGD 1785 (includes GST) - per person
• SGD 1575 (includes GST) - per person from the same entity

Venue

School of Financial Services and Risk Management, Singapore Human Resources Institute, Singapore Conference Hall, 7 Shenton Way #01-02 Singapore 068810

Contacts

• 65 6438 0012
• shortcourses@mafc.mq.edu.au

An outline is available at this link.

I'm quite knowledgeable in risk measurement so the initial topics are just the same old stuff. The latter topics though are quite interesting. Too bad I'm not in Singapore.

Tags: finance risk risk management seminars courses