The Risk Map

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.

1 thought on “The Risk Map”

  1. “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.

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