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Risk Management with
Portfolio Safeguard by
AOrDa.com
- New Risk Measures (VaR, CVaR, CDaR) for the Bank Portfolio
- Bank-wide Integrated Risk Measurement and Capital Allocation
- Integration of Risk- and Return Management
- Risk-Return Portfolio Optimization of the Bank Portfolio
- Integration of Regulatory and Internal Risk Management
July 29-30, 2004,
Hilton Times Square Hotel
Manhattan, New York, NY, USA
Information Hotline: Tel: (352) 213 3457, E-mail: bugera@ufl.edu
WEB site: http://www.ise.ufl.edu/rmfe/events/ws2004s
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