Tuesday, August 11, 2020
Home Risk Risk Management for Non-Quants | May 6-7 NYC

Risk Management for Non-Quants | May 6-7 NYC

Bernard S. Donefer, a Wall Street veteran and now professor at NYU Stern and Distinguished Lecturer at Baruch CUNY graduate business schools, has created a unique two-day seminar covering the essential topics of risk management, requiring only basic high school math skills This course has been given at the SEC and Federal Reserve Bank in Washington DC, as well as to hundreds of major financial firms in New York, Chicago, Boston, Los Angeles, Canada and the UK.

What will you learn?

  • Review the underlying assumptions in the efficient markets hypothesis and statistics and why these may be misleading and lead to under estimating risk.
  • The risk components and measurements in market, credit, liquidity, model and operational risk.
  • How Value at Risk, (VaR), is computed and, more importantly, what questions to ask to ensure you understand its implications to your portfolio.
  • Expect Black Swans, how to use Extreme Value Theory (EVT), back and stress testing to prepare for worst case scenarios.
  • CDOs and CDSs, what are they and how did they precipitate the market crash.
  • What are the regulators looking at? What are the recommended best practices by the Basel II Accord? How to look at risk management as an enterprise activity.

Several cases will be examined and implications identified. Excel spreadsheets will be provided so that participants can review concepts demonstrated in class. All class notes and readings are provided, including references to additional sources (books, articles and websites).

For more information and the full agenda, visit https://capitalmarketsld.com/risk-management-for-non-quants-training-seminar/.


Please enter your comment!
Please enter your name here

- Advertisment -

Most Popular

Deutsche Börse Launches Buy-in Agent Service

Deutsche Börse Group said it was taking another important step in its efforts to best support both the financial industry and the regulatory agenda....

10 Best Books for FinOps Professionals

Browsing Amazon for recent books on finance and capital markets, one finds dozens – maybe hundreds – of books on investing, trading, analysis and...

SEC Adopts Capital, Margin and Seg Requirements

The Securities and Exchange Commission has taken another significant step toward establishing the regulatory regime for security-based swap dealers by adopting a package of...

Finastra Partners with Xceptor to Automate its Securities Reconciliaton Offering

Finastra confirmed today that it is partnering with Xceptor, an intelligent automation software company, to offer new reconciliation functionality to its securities market customers. Thanks...