A webcast on Value at Risk (VaR)
Join us on March 10th at 11:00 am (EST) as David Spaulding explores and explains Value at Risk.
The Spaulding Group's monthly webinar series has become a staple in many firm's training calendar. All over the globe, money management firms are taking advantage of this monthly series by reserving a conference room and gathering together to listen and learn from the collective wisdom of David Spaulding, John Simpson and The Spaulding Group's network of experts. We just finished a session on GIPS 2010 with an update from Neil Riddles, CFA, CIPM and now turn our attention toward Value at Risk.
This event took place on March 10th. David Spaulding discusses the basic concepts of VaR and helps you understand the different approaches to calculating VaR. David will also explain how VaR differs from other risk measures and discover how to calculate VaR using the most popular approach. Eric Stubbs, Ph.D., also provides practical examples of VaR in use.
This session will be held from 11:00 am - 1:00 pm(EST). It will be recorded and made available in The Spaulding Group webstore for those unable to participate.
This two-hour briefing will also provide you an opportunity to ask questions, and voice your thoughts and opinions about these ideas.
Gather your team together, reserve your conference room, and join us for David Spaulding's webcast on VaR.