CQRM - Risk Convention 2016 - LATAM
The CQRM certification includes 4-Day intensive Integrated Risk Analysis workshop, complete the requisite in-class work in Risk Identification, Modelling and Simulation, Integrated Risk Management Process, Analytical Tools, Optimization, Forecasting, Real Options Analysis, and obtain the fully-accredited Certified in Quantitative Risk Management (CQRM) designation offered by the International Institute of Professional Education and Research (IIPER).
Risk Simulator Video 01- Quick Overview on Monte Carlo Simulation
Set Monte Carlo risk simulation, input assumptions and main output, run and view simulation results on cash flow and investment analysis Methods include Run simulations on 50 Probability Distributions, Confidence and Percentiles of Simulated Results, Probabilities of Success and Failures, Value at Risk, Risk-Adjusted Returns, Probabilistic Overlay and Comparison of Multiple Options and Investment Strategies, and Dynamic Sensitivity of Results
Risk Simulator Video 02- Quick Overview on Monte Carlo Simulation
Compare a static model against and stochastic (dynamic) model, and set Monte Carlo risk simulation, input assumptions and main output, run and view simulation results using Risk Simulator:
Risk Simulator Video 03- Quick Overview on Monte Carlo Simulation (Results)
Interpreting results of Monte Carlo risk simulations using Risk Simulator (interval of confidence, distribution analysis, risk profile, preferences, and so forth)
Risk Simulator Video 04- Distributional Fitting and Monte Carlo Simulation
Implementing Distributional Fitting (Akaike, Anderson-Darling, Chi-Square, Kolmogorov-Smirnov, Kuiper’s Statistic, Schwarz/Ba Criterion) and running Monte Carlo simulations on more than 50 Probability Distributions to obtain confidence intervals and percentiles of simulated results.
Risk Simulator Video 05- Tornado Analysis and Key Risk Factors
Running tornado analysis and traditional sensitivity analysis using Risk Simulator (Excel Add-In), a general approach to get key variables or risk factor in a model.
Risk Simulator Video 07- Portfolio Analysis and Optimization
Static, Dynamic and Stochastic Optimisation with Continuous, Discrete and Integer Decision Variables, Efficient Frontier Analysis, Linear and Nonlinear Optimization with complete control over the advanced algorithm types and precision levels using Risk Simulator
Risk Simulator Video 08- Asset Allocation and Portfolio Optimization (Stochastic)
Asset allocation and Stochastic Optimisation with Continuous, Discrete and Integer Decision Variables, Efficient Frontier Analysis, Linear and Nonlinear Optimization with complete control over the advanced algorithm types and precision levels using Risk Simulator.
Risk Simulator Video 09- Data Diagnostics and Statistical Analysis
Detailed Data Diagnostics (heteroscedasticity, autocorrelation, Multicollinearity, outliers, and much more), Distributional Fitting, Distributional Exact Probabilities (PDF, CDF, ICDF), Hypothesis Testing, among other advanced statistical analysis techniques.