Venue: TBC, London

Discover what risk measurement look like in a post-crisis world.

Find out about:

1. Incorporating real world phenomena
2. Dealing with:
   • Risk asymmetry
   • Fat tails
   • Dynamic correlation shifts
   • Regime switching
3. Informative risk measures such as expected tail loss
4. Tail risk budgeting and ETL implied returns

This is the inaugural event of the performance and risk measurement special interest group.

Click here for more information or Register now