Join us on January 23rd in Hong Kong for a complimentary workshop on calculating Portfolio Risk for Structured Products. 

Attendees will learn advanced techniques to model complex structures like TARFs, Accumulators, CMS Range Accruals and calculate critical risk measures, including sensitivities, VaR, and CVA on individual structures, vanilla and bespoke portfolios. 

Join peers from leading financial institutions and FINCAD’s quantitative experts to discuss and learn best practices and ensure you are current with the latest financial modeling approaches for OTC derivatives. 

Register now to reserve your seat for this complimentary event. Seating is limited.