Información del programa

Expected Shortfall as an Alternative to VAR

Value-at-risk is often criticised as not presenting a full picture of the risks a company faces. In this course, we will discuss the limitations of VAR and the relative advantages of an alternative measure, expected shortfall. Value-at-risk is defined as the loss level that will not be exceeded wi

• 📅 Inicio: 2024-08-22
• 💻 Modalidad: PRESENCIAL
• 🕐 Horario: 10:00 - 17:00 hrs