Assessing risk and return in non-normal markets - the power of scenarios - March 13, 2008 - Dublin, Ireland

Title: Assessing risk and return in non-normal markets - the power of scenarios

Date: March 13, 2008 - Dublin, Ireland

Location: Davenport Hotel, Dublin.

Dr Andrew Aziz, Executive Vice President, Risk Solutions, from Algorithmics will cover the following:

  • Advantages of scenario based simulation over parametric analysis
  • Identification of risk measures that capture fat tails and actual downside risk
  • Convergence of risk measurement and portfolio construction

The presentation commences at 6pm followed by a wine tasting by Berry Bros and Rudd. During the tasting we will be showcasing some superb wines from top producers from different regions.

If you would like to register for this event, please email Siobhan at siai@eircom.net to reserve your place, clearly stating if you can stay for the wine tasting also. Siobhan is away from 5th to 10th March, so if you email between those dates, you will get a reply confirming your place on 10th March.