Is There a Future for the VaR Model?
The speaker will discuss the pros and cons of applying the Value at Risk (VaR) models for risk assessment in the current market conditions and present some advanced modifications of this model that can improve the quality of risk evaluation.
Panorama Conference Center, Cubic Business Center
3 Sholudenko Street, Kiev 04116, Ukraine
Roman Ivanov, FRM, Head of Market Risks, First Ukrainian International Bank
4:00PM – 7:00PM
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For more information, please contact GARP co-Directors, Kiev, Ukraine Chapter:
Vladimir Kartavtsev, Chief Executive Officer, Extra Consulting Ltd - firstname.lastname@example.org
Vyacheslav Koval, Member, Management Board, Piraeus Bank ICB - email@example.com