FinAnalytica Webinar.
Predicting Extreme Events: Why all risk models are not created equal.
| WEBINAR DETAILS: | |
| TIME: | Wednesday, 26 May, 2010. 08:00 ET, 13:00 BST, 14:00 CET |
| SPEAKERS: | Boryana Racheva-Iotova President, FinAnalytica David Merrill CEO, FinAnalytica Svetlozar (Zari) Rachev Chief Scientist, FinAnalytica |
| DURATION: | 60 minutes |
| AGENDA: | What penalty or elevated view of risk might be associated with using a particular fat-tailed approach Why skew is only part of the challenge What differentiates “predictive” models from “stressed” and “you’re in it now” models How the more widely discussed approaches perform in different market conditions |
If you would prefer the alternative session on Tuesday, 25th May at 12:30ET, 17:30BST, 18:30CET click here.
Boryana Racheva-Iotova, President of FinAnalytica, was recently interviewed about how things have changed for asset managers since 2007 as well as some of the issues in deploying fat-tailed risk models. If you would like to see the interview, which is broken into 4 minute extracts, please click here.
