Value-at-Risk: The Basics and Beyond - VAR 

CPE Credits Awarded: 8
Categories: Trading, Derivatives, Hedging and Risk Management

Course Date Duration Venue Price Registration Deadline Register
Open date - Not scheduled. Please enquire.
VAR

COURSE SUMMARY

Value-at-Risk is a one-day instructor led course presented by the energy training experts at Mennta Energy Solutions. Value-at-Risk is the new benchmark for measuring and controlling market risk. Premier trading and marketing companies around the world use Value-at-Risk to maximize profit opportunities and minimize costly positioning mistakes. This one day programme teaches the important aspects of this risk management tool.

Includes Online Pre-study Module
This course is accompanied by a preparatory course available online. Delegates will receive an online voucher as part of their joining instructions upon confirmation of registration. By taking advantage of this "blended" learning approach, in-class time and learning are optimized.

PRE-REQUISITES

Fundamentals of Energy Futures, Options I - Fundamentals of Energy Options, and Introduction to Hedging in Energy Markets or equivalent experience.

WHO SHOULD ATTEND?

This energy training workshop is ideal for those who need to become familiar with Value-at-Risk. Traders, support staff, risk managers, senior management (anyone who needs to understand and interact with position and risk management) will benefit from this workshop. The information presented in this programme is applicable to any energy commodity.

COURSE CONTENTS

  • Types of risk
  • Causes of financial risk
  • Definition of Value-at-Risk
  • History of Value-at-Risk
  • Computing Value-at-Risk
  • Converting Value-at-Risk parameters
  • Using Value-at-Risk to establish trading limits
  • Using Value-at-Risk to measure trading performance
  • Calculating risk across a portfolio
  • The three approaches for calculating Value-at-Risk
  • Using implied volatility in Value-at-Risk
  • Verifying Value-at-Risk
  • Limitations and pitfalls of Value-at-Risk

TESTIMONIALS

“Excellent program - very insightful and thought-provoking. Instructor took a dry/complex subject and made it very interesting.” B.E., Sempra

UK: (+44) 1865 250521   |   USA: (+1) 713 343 1699   |   Singapore: (+65) 6722 3845

 

Email us at info@mennta.com

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Mennta Energy Solutions (formerly The Oxford Princeton Programme, Inc.) is not affiliated with Princeton University, Oxford University, or Oxford University Press.