This seminar provides a practical introduction to financial risk, exploring the relationship between market volatility, return distributions, and risk measurement, with a focus on Value at Risk (VaR). Participants will examine key distribution characteristics and their implications for risk assessment, helping them develop a clearer understanding of financial risk measurement and interpretation.
What you will take away
- Understand volatility and its relationship to financial risk.
- Explore skewness and its impact on return distributions.
- Understand kurtosis and its implications for extreme observations.
- Examine fat tails and the potential for extreme market movements.
- Understand how distribution characteristics affect risk measurement.
- Explore the relationship between return distributions and Value at Risk (VaR).
- Recognize the importance of understanding distributions when interpreting VaR results.
Who is this seminar for
- Finance and risk management professionals.
- Professionals working in financial institutions and investment markets.
- Financial risk practitioners with at least 5 years of professional experience.