Attend this intensive 2-day training and learn to:

• Overview of investment risk analytics: A fresh perspective on established concepts like volatility and an introduction to modern risk concepts like conditional value-at-risk, drawdown-at-risk, lower partial moments, copulas and non-normal distribution modeling.
• Risk-Based Investment Strategies: Risk-based portfolio construction approaches (e.g. Risk Parity, Smart Beta) and their success factors.
• Estimating Risk: Use of various estimators to derive the necessary inputs
• Risk Analysis in practice: Model risk and its management. Stress testing and scenario analysis for investment portfolios. Issues in backtesting investment strategies

Who should attend? The course is not only for specialists but for a wider audience including investment managers, asset management executives of all levels, institutional investors and research analysts. This course has been designed for the benefit of:

• Investment officers
• Research analysts
• Portfolio managers
• Risk managers
• Fund analysts
• Institutional investors
• Quantitative investment analysts

Methodology The training consists of classroom-based teaching combined with selected group exercises and spreadsheet-based example calculations.