Workshop: Portfolio Risk for Structured Products TW

Join us on January 28rd in Taipei 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.

Event Date
Wednesday, January 28, 2015
Event Location

The Okura Prestige