CFA Institute Risk Management

C?digo de conducta profesional del gestor de inversiones

Wed, 02 May 2012 13:40:16

The Asset Manager Code of Professional Conduct (the Code) is intended to help investment managers provide services in a professional and fair manner, and to make full disclosure of key items. The body of standards specifies the general responsibilities ...

Why U.S. Insurers Fared Better Than Banks

Fri, 04 May 2012 11:25:40

Did key differences give insurers an edge during the financial crisis?

Operational Planning for a Euro Crisis

Fri, 04 May 2012 11:26:07

?Firms are becoming increasingly wary of the operational impact that a potential eurozone breakup may pose.?

Currency War III

Fri, 04 May 2012 11:40:41

Does the world risk ?a chaotic, catastrophic collapse of investor confidence??

Value at Risk and Conditional Value at Risk: A Comparison

Wed, 09 May 2012 09:51:02

Value at risk is praised as a simple, universal risk measure on the one hand and frequently referred to as ?controversial? or ?hotly debated? on the other. This article examines two key limitations of the measure, inability to quantify tail risk and lack ...

Investment Performance?s Need to Know: A Road Map for Lifelong Learning

Wed, 09 May 2012 09:56:02

Investment performance encompasses a wealth of topics and a diverse set of skills. Accordingly, investment performance necessitates a lifetime learning approach in order for skills not to atrophy. This brief article provides a practical road map for ...

Anti-Money Laundering and OFAC Sanctions Issues

Tue, 15 May 2012 13:16:34

The Bank Secrecy Act has strict regulations to prevent and detect money laundering. Its rules apply to almost all financial services companies. The Office of Foreign Assets Control (OFAC) administers broad economic sanctions programs designed to ...

66th CFA Institute Annual Conference

Mon, 30 Apr 2012 15:18:33

The risk, opportunities, and challenges facing the global investment profession are as complex as ever and investment professionals must remain current. If you attend only one investment conference this year, make sure it?s the CFA Institute Annual ...

BGM Market Models: Advances, Calibration, Smile, Pricing

Tue, 08 May 2012 13:25:56

The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and ...

Counterparty Risk, Credit Exposure and CVA

Thu, 10 May 2012 09:00:49

This course explains and describes counterparty risk and the quantification and management of CVA. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants and ...

Strategic ALM, Treasury, and Capital

Thu, 10 May 2012 09:05:20

A three day advanced program covering best practices in Asset-Liability Management (ALM), as well as ALM?s relationships to capital and performance for financial institutions. ALM will be shown to have evolved beyond basic management of incremental asset ...

Interest Rate Derivatives 1: Hedging and Managing Risk

Thu, 10 May 2012 10:07:51

Course Objectives: Explore the relationship between futures, forwards and FRAs Build a zero coupon yield curve Construct hedges Price and revalue swaps Structure asset and debt swaps Design, price and use caps, floors, collars and ...

Index Linked Bonds and Inflation Derivatives

Thu, 10 May 2012 10:13:00

The market for index-linked bonds and inflation derivatives is growing rapidly. This program covers the mechanics of the instruments, their valuation, and how they can be used to take or hedge inflation exposure alone or embedded in other structures. ...

A Complete Course in Risk Management - Chicago

Thu, 10 May 2012 10:58:06

This course meets the demands of risk professionals by bridging the gap between theory and practice. Continuing Education Information As a provider-level participant in the Approved-Provider Program, PRMIA has determined that this program is eligible ...

Deliberations on Low Volatility Investing and 50th Anniversary Drinks

Tue, 15 May 2012 12:40:08

Low-volatility investing is gaining momentum amongst institutional investors, mostly triggered by the financial crises we have experienced in the last few years. Whereas CAPM has taught us that risk is rewarded with expected returns, low volatility ...

Essentials of Banking and Financial Risk Management

Mon, 21 May 2012 12:36:12

The global economic crisis has shown that improvements in quantitative risk management were not enough to safeguard the financial system. The crisis highlighted the need for great knowledge and understanding of the practical application of risk ...

Managing Risk Management in a New Environment

Mon, 21 May 2012 12:45:34

This two day session will provide an executive overview of Enterprise Risk Management with special emphasis on the importance of Operational Risk Management. Continuing Education Information As a provider-level participant in the Approved-Provider ...

FX Vanilla Options

Mon, 21 May 2012 13:02:15

This program is for anyone who wishes to be able to use, price, manage, market, or evaluate FX Vanilla options, including best practices and conventions from buy side and sell side. Delegates will gain a solid understanding of the markets and an insight ...

CFA South Florida Presents: Don Chance (Lunch)

Tue, 22 May 2012 10:46:17

This presentation examines the human element of risk and decision making, showing how misunderstandings can lead to common mistakes. Using examples from oncology, game shows, product marketing, criminal defense, and sports, Dr. Chance discusses how ...

Volatility Harvesting: Why Does Diversifying and Rebalancing Create Alpha?

Mon, 30 Apr 2012 08:39:26

Paul Bouchey, CFA, discusses the fallacy of the ?diversification doesn?t work? argument and demonstrates how advanced rebalancing and the ?rebalancing premium? function works in several case studies in emerging markets, commodities, currencies, and ...

The Flaws of Finance

Thu, 03 May 2012 09:01:59

Watch an archive of James Montier's conference session in which he discusses: How bad models, bad behavior, bad incentives, and bad policies?interact to create perfect storms for markets How physics envy in finance and the abuse of ...

Hedge Fund Risk

Wed, 23 May 2012 10:22:13

Hedge fund manager Crispin Odey discusses hedge fund risk in a changing political environment.