The PRA’s Investment Risk Analytics: Concepts & Applications

Aims of this course

In this intense one-day course, delegates will gain a deeper understanding for the traditional investment risk concepts used in investment management and extensions introduced in recent years, many of them being reactions to specific issues experienced by investors and investment managers in the Financial Crisis. The course does provide enough details in order to gain a technical understanding, but the focus is clearly on concepts available in the modeling of investment risk. The concepts presented were selected with regard to application and implementation in real-world investment processes. We believe that investment risk modeling, measurement and management are not art for art’s sake, but tools for investors and investment management professionals. The course materials include power point slides that are self-explanatory, not just bullet points. Delegates will also receive all spreadsheet examples discussed during the course, some of the including VBA code that can be used as a basis for more advanced applications. As most delegates will be (investment risk practitioners) with diverse backgrounds, relevant case studies will evolve naturally and a lively exchange of ideas and experiences is guaranteed.

Target Audience

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.

Level of Pre-Knowledge & Experience Required

The goal of the course is to introduce the audience to concepts beyond traditional quantitative techniques. Therefore, a basic understanding of elementary statistics (especially linear regression, hypotheses testing, descriptive statistics and similar) and modern portfolio theory (CAPM, mean/variance portfolio analysis) is required.

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