The assessment of portfolio risk is on everyone’s mind at the moment.
In timely fashion, UCD host a seminar tomorrow on this topic. The details are below:
The next seminar hosted by the Centre for Financial Markets (CFM) will take place tomorow, March 31 between 2-3.15pm at the Smurfit School of Business, Carysfort Avenue, UCD. The venue for the paper is Room C302.
The paper is to be given by Christophe Perignon (HEC) (www.hec.fr/perignon):
The Risk Map: A new Tool for Backtesting Value-at-Risk Models
Details of the seminar series and the paper are available here.
One reply on “The Risk Map”
“The assessment of portfolio risk is on everyone’s mind at the moment.”
Who would have thought before this started that such a sentence could be said without ironic intent.