A “Tail” of Two Assets – Understanding and Applying Modern Risk Measures
On Thursday 27th May, join head of QRA, Alan Cubbon, and Risk Manager, Charlie Nash for the next webinar in the series.
As the recent capital markets environment has presented a new and urgent set of challenges to central bank reserves managers and executives in charge of setting investment policy, a proliferation of risk measures and terminology sometimes makes the opportunities and tradeoffs difficult to understand.
Utilizing examples of single and combined assets and portfolios, and leveraging the considerable expertise of our professionals in CAIM’s Quantitative Strategies, Risk and Analytics team, this workshop seeks to cut through the clutter and demystify the jargon. From volatility to conditional-value-at-risk, from covariance to leptokurtosis, we will seek to impart an intuitive understanding of various useful risk measures – what they represent, why and where practitioners use them, and most importantly, how to interpret results in the process of prudent investment decision-making.
This webinar is aimed at anyone seeking to strengthen their understanding of risk measures and their use in investment management, from senior executives needing to calibrate investment policy decisions to such metrics, to junior risk or portfolio managers.