RISK MODELLING &

ANALYSIS MASTERCLASS

1 - 2 December, 2019 | Doha, Qatar

Expert Trainer Profile

He is an internationally recognized London-Greece based consultant specializing in financial modeling, data analytics, business intelligence, firm valuation and risk analysis.

He is an experienced finance professional with an in depth 20-year experience in financial markets and has hands-on experience in a number of industry sectors.

He has provided training to more than 1100 banking and business professionals including recent trainings in the Americas.

He holds an MBA from Drexel University, specializing in Management Information Systems and Investment Management and a BSc in Banking and Financial Management from the University of Piraeus.

OVERVIEW

Learn how to perform risk analysis and apply uncertainty into their models and undertake a more dynamic analysis to improve their decision making. Participants will be introduced to the concepts and methods necessary to develop a risk assessment and will learn to expand their existing deterministic Excel analysis into an @RISK model so that to quantify exposure and test mitigation strategies. The importance of correlation between model inputs will be presented and business and modelling decisions will be compared.

The hands-on workshop will consist of the following activities:

  • Adding uncertainty to deterministic models 

  • Select the proper distributions depending on the nature of their model / project

  • Fit distributions to data 

  • Perform Simulating and fine-tune simulation settings

  • Incorporate correlation in risk analysis and discuss its importance

  • Interpret simulation results and produce reports in Excel

  • Understand when and how to apply simulation in order to improve decision making

 

This seminar will help participants to:

 

  • Learn and practice the main principles and techniques in quantitative risk analysis

  • Identify the importance of uncertainty for model building and decision making and Learn how to select distributions and incorporate uncertainty in a business model.

  • Apply and Interpret Monte Carlo simulation results and learn how to combine optimization and simulation

  • Learn to work with risk analysis modeling environments 

  • Learn how to how to avoid common mistakes in risk modeling

  • Learn  how to present graphics to help report dynamic risk analysis 


 

DAY 1

  • Introduction and Overview of the agenda

  • Conceptualizing a business problem - Drawing a model’s structure

  • Modeling Standardization | Effective model design

  • Modeling Best Practices

  • Styles, colors and number formats

  • Exercise: setting up model framework




 

  • Add a dynamic scenario setup to flex critical inputs

  • Sensitivity Analysis: Identify key input/variables

  • Integrate uncertainty by performing Risk Analysis - Introduction to Risk Modeling

  • Monte Carlo Simulation

  • Basic Random Processes

  • Non-parametric and parametric distributions

 

DAY 2

  • Most Common Modelling Errors

  • Ensuring a well-designed risk assessment

  • Selecting the proper probability distribution 

  • Fitting probability distributions to data

  • Modeling interdependent inputs/variables

    • Rank correlation & copulas

 

  • Model Optimization

    • Understand when and where optimization is appropriate and useful

  • Interpreting and presenting a risk assessment and its results.

  • Selecting the proper statistics, visuals / charts to explain risk analysis results

  • Develop a risk analysis report

PRICING & REGISTRATION

Option 1:​

  • USD 1799 Only

    VAT or any other TAX or fee will be applied:


    Registration fee includes:
    * Entry for 2 days training
      (inclusive of Workshops and Case Studies)
    * Comprehensive Learning Kit
    * Pre Course Learning
    * E-BOOK provided by the Trainer

Option 2:​

  • Bring this course in-house for training a group


    Registration fee includes:
    * Entry for 2 days training
      (inclusive of Workshops and Case Studies)
    * Comprehensive Learning Kit
    * Pre Course Learning
    * E-BOOK provided by the Trainer

Contact Us

Locations

Address: D Mall, Netaji Subhas Place, New Delhi, India - 110034

Call us:

India: +91 8447088862

USA: +1 920 389 1975

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