The Grace Hotel, 77 York Street, Sydney 2000, Australia
Interested in speaking?
We are on the look out for insightful and unique speakers. Click here to send us your details - be sure to include your areas of interest.
Workshop 2 – Registration time: 8:30 am | Workshop time: 9:00am – 5:00 pm
An intensive masterclass for Investment Professionals and other key players in the investment decision process who wish to increase their technical knowledge and gain a broader understanding of the complete range of risk-adjusted performance measures.
Participants will be required to have a basic knowledge of how to use Excel spreadsheets If possible participants should bring their own laptop with excel loaded. Attendees will be asked to work in teams of two or three on excel based practical exercises.
Guidelines for effective risk control in an asset management firm.
What is the ideal control infrastructure?
Common Risk Measures (Absolute, relative & regression measures)
Higher & Lower Partial Moments
Value at Risk