This class is intended for investment professionals who would like to get a basic understanding of investment risk as it pertains to portfolio risk reporting as well as its use in predicting results.  Students will learn the differences between ex-post and ex-ante risk, the statistics used in the calculation of risk and the issues with some of the assumptions (i.e., why risk statistics don’t always work).

TRAINING CALENDAR

March 13, 2013 - Boston, MA - Metro Meeting Center

September 18, 2013 - Boston, MA - Metro Meeting Center

Partial Agenda:

• Introduction to Risk
• Basic Statistics
• Ex-post Risk Statistics
• Portfolio Diversification
• Portfolio Hedging
• Types of Risk such as Soverign, Operational and Credit Risks

Course Objectives:

• Discuss the need for risk in portfolio management Understand basic statistics (e.g., standard deviation) and its use in risk calculations
• Learn and apply common risk statistics including Sharpe Ratio, Tracking Error and Value at Risk
• Discuss portfolio diversification and the use of statistical tools to help optimize a portfolio
• Explain the use of various instruments used in hedging a portfolio.
• Learn about other types of risks organizations face.

For more information on this class, please contact  This e-mail address is being protected from spambots. You need JavaScript enabled to view it. Chris Spaulding at 732-873-5700.