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Adaptive Risk Management

Seminar | nächster Termin folgt in Kürze, Wien

Neueste Methoden im Klassifizieren, Quantifizieren und Managen von Risiken. 

» Executive Education for professional investors

» Unique

» Applicable 

» Understandable

 

SEMINAR DESCRIPTION

Adaptive markets require adaptive risk management. Adapting the risk management techniques of professional investors accordingly, leads to a diminution of a correlation-based understanding of risk. It forces the investor to think in causalities.

This seminar enables professional investors with practical tools to recognize, isolate and manage causal risk factors in a portfolio. Also, participants will learn how to distinguish uncertainty from risk and how to apply new risk parameters in risk and portfolio management. Three practical exercises will allow the participants to brainstorm about how applicable the lessons learned are back at their workplace. 

TARGET GROUPS

» Trusts

» Familiy Officers

» Wealth Managers

» Investment Companies

» Private- and Regional Banks

LEARNING OBJECTIVES

» Learn how practical methods increase the visibility of risk exposures by applying risk factor diversification and alternative quantitative & qualitative risk measures.

» Acknowledging the limitations of traditional risk management methods

» Understanding the logic and need of diversifying risk factor

» Applying causality-based risk management tools and measure

 

 

Vortragender

Markus Schuller

Panthera

Programm PDF zum Download

Inhalt
CURRICULUM MORNING
Morning Session one
INTRODUCTION

Asset Allocation History – a general overview of asset allocation and risk management techniques

LIMITS OF TRADITIONAL RISK MANAGEMENT TECHNIQUES
A CRITICAL APPRAISAL

  • Limitations of volatility-based risk measures
  • Consequences of correlation-based market analysis
  • Normal Distribution Implications
  • Lessons learned from Value at Risk
  • Market Timing & Tactical Asset Allocation

Morning Session two
RISK FACTOR DIVERSIFICATION

A new definition of risk is introduced, derived from third generation asset allocation

  • What are risk factors?
  • How to isolate and analyze them?
  • How to invest in risk factors?
  • Difference between risk factor diversification and factorbased
  • investing
  • Practical examples of risk factor diversification

Exercise
CURRICULUM AFTERNOON
Afternoon Session one
NEW RISK MANAGEMENT MEASURES

  • Going beyond vola-based risk parameters
  • Risk VS Uncertainty
  • Correlation VS Causality
  • Quantitative VS Qualitative Risk Measures

ADAPTIVE RISK MANAGEMENT – BEST PRACTICES

How have pension funds, insurance companies and portfolio managers implemented Adaptive risk Management techniques

  • Which lessons can be learned from them?
  • Limits of Adaptive risk Management Techniques

Afternoon session two
CASE STUDY / APPLYING THE LEARNED LESSONS

  • Together with the participants, a case study is prepared interactively to apply the lessons learned throughout the day. Participants will brainstorm about how to use the new methods in their own job/company.

Exercise
Markus Schuller, Panthera

Termine

| nächster Termin folgt in Kürze
Ort wird bekannt gegeben
in Wien
EUR 999
1-2-3 Bildungsoffensive
Melden Sie 3 Personen an: Der 1. Teilnehmer zahlt den Vollpreis, der 2. die Hälfte und der 3. nur 25%.
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Weitere Informationen zu dieser Veranstaltung erhalten Sie unter info@businesscircle.at oder Tel: +43/1/522 58 20-0

Haben Sie Fragen?

Ich freue mich über Ihren Anruf
oder Ihre E-Mail.

Valerie Andreola
Organisation

andreola@businesscircle.at
+43 1 522 58 20-29

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