In partnership with CARISMA and Fraunhofer ITWM, OptiRisk Systems have developed a series of Training workshops covering Asset Liability Management; Time Series Modelling and Portfolio Optimisation Tools.
Speakers are all experts in their fields, both practitioners and leading academics. The audience is mainly from the business intelligence/analytics community.
Practical Asset and Liability Management
14th September, 2010
Asset and liability management (ALM) strategies can be applied in a number of financial planning contexts: pension funds, insurance, banks lending and borrowing and life cycle planning for wealthy individuals. This one day in-depth workshop provides insight into "what" is the problem and "how" to analyse the challenging pension problem by showing real life case studies as well as research led approaches by experts from both academia and industry.
Asset and Liability Management - 1-day Workshop
15th September, 2010
The ALM one-day hands-on workshop will give participants the opportunity to implement their own ALM study. Mathematical programs such as deterministic linear programming, stochastic programming, chance constrained programming and integrated chance constrained programming are covered to represent an ALM problem.
Interest Rate Modelling and Applications in Finance
27 - 18th September, 2010
There is still no standard interest rate model suitable for all kinds of interest rate products and markets. This makes it particularly important to have knowledge of a broad range of models used in practice. The workshop aims at presenting a survey of popular models used in the industry (ranging from short rate models to LIBOR market models).
Liquidity Risk Management: A Comprehensive Perspective
28 - 29th September, 2010
With FSA guidelines in place and new Basel rules under consultation, liquidity risk now ranks at the top of every bank’s agenda. This two-day workshop brings together Carlo Acerbi and Moorad Choudhry, two leading practitioners with extensive real world banking expertise, to explain and explore this challenging topic.
Optimisation Series: Business Application of Optimisation, Stochastic Programming & Portfolio Planning
1 - 5th November 2010
Optimisation technologies have become key tools in making important business decisions that increase competitive advantage. The purpose of this optimisation workshop is to provide participants with an insightful overview and give step-by-step instructions for successfully building optimisation applications.
Finance Focus
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