Stan Uryasev on the integration of market and credit risk

London
1 & 2 December 2008

New York
4 & 5 December 2008

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Course Highlights:

• Gain and insight into fundamental relations in risk management: risks, deviations, statistical errors
• Learn how to manage market risk:VaR, factor models, Monte Carlo simulation, economic and regulatory capital
• Overcome the challenges of credit risk and get knowledge on correlations of default and recovery probabilities
• Analyse operational risk: definitions, measurements, economic and regulatory capital
• Practical hands-on experience and case studies on portfolio optimization, Basel II compliance and CDO structuring

Course dates & venues

Course tutor - London & New York

Professor Stan Uryasev
Director of Risk Management and Financial Engineering Lab, UNIVERSITY OF FLORIDA