Why Should You Attend:
For direct users of financial models, or for modelers and model managers, or for those for whom ideas of stochastic modeling in financial markets percolate into their own work, they probably are accustomed to the good old paradigm. Some even have forgotten to question if anything unknown can be anything but stochastic. This will apply to future market prices, operational risk events, and most other unknowns in most fields of human knowledge. Once this question is solved, the universe will be mankind’s oyster. However, we can try some more modest approaches.
Areas Covered in the Webinar:
Who Will Benefit:
This workshop is intended for professionals in financial institutions, regulatory bodies and advisory firms, as well as individuals with a professional interest in the course material. Specific titles and functions that are of particular relevance include:
Fred Vacelet, MBA, FRM/PRM, CTM, IFQ, is an international Financial Risk Management Consultant with an expertise in Risk Management methodological frameworks. His experience spans some 25 years, advising banks and software houses on risk management. Fred holds various degrees, including from London Business School, England, with post-graduate studies at the Technische (then West)-Berlin, Germany and Keio (Japan) universities. He is published author on risk management and Basel Accords, and a regular speaker at conferences. Fred writes and presents training courses and workshops on risk management and Basel Accords.
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