Perm Winter School "Market Risk "
All over the world financial institutions and regulators face complex challenges that question its traditional approaches to market risk management and indeed request a redefinition of its role in post-crisis financial system. Key Topics of Perm Winter School 2011: - Advances in market risk measurement - Market risk regulation and Basel 3 adjustments - Market crashes forecasting - Life and death of hedge funds - Market manipulation - Reverse engineering and simulation - Econometrics of market microstructure - Term structure of interest rates modeling - Pricing illiquid securities - Psychological aspects of human interactions through trading and risk management process
|Event dates:||2011-02-04 – 2011-02-06|
|Organizer:||Faculty of Economics, Department of Information Systems and Mathematical Methods in Economics, Perm State University PROGNOZ Company|
|Conference venue:||Perm, Perm state university|
|Classification:||G1 - General Financial Markets ; G2 - Financial Institutions and Services|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|