Advanced analytical tools for financial supervision and risk management
Course Overview
Financial supervision, and risk management more generally, make extensive use of tools derived from mathematics, statistics and probably theory. This event introduces the core toolkit (including, among other topics, Value at Risk, Extreme Value Theory, and copulas) along with cutting-edge techniques based on recent research. Our aim is to allow participants to understand and discuss key concepts and their applications without having to delve into the advanced mathematics required of risk management professionals.
Target group:
This event is aimed at economists, financial analysts and others with a mathematical background who wish to improve their understanding of existing risk management techniques, and who may be involved in analysing and attempting to improve regulatory regimes at a policy level.