The VII Annual Conference "Operational Risk Management Op|Risk|2019" will be held on March 19, 2019 in Kyiv, Ukraine.
The purpose of the Conference is to exchange experience in managing operational risks in accordance with the best international practices and requirements of the NBU Resolution No. 64, as well as in countering cyber threats and fraud in the Digital era and the use of modern information technologies in these areas.
The latest Program is HERE
This seminar provides:
* familiarization with classical and latest market risk metrics (VaR, ES, etc.);
* identification of the concept of volatility and its role in financial forecasting and risk management,
* skills development of different models of estimation of volatility and its dynamics (evolution),
* evaluation of Value at Risk and Expected Shortfalls using different methods and techniques of simulation, including and Monte Carlo simulations
* formation of programming skills in R required for effective modeling of market risk.
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