Data Analysis for Risk Management
Training
Provided by London Financial Studies
Course Outline
In current market conditions an understanding of the key econometrics principles is essential to risk management. This programme introduces the main concepts in econometrics that are needed to understand and manipulate data sets and basic models to tackle practical problems faced daily by organisations operating in the capital markets. The course is highly relevant for anyone who wishes to increase their understanding of analysing or interpreting financial market data.
Who The Course is For
* Traders
* Risk Managers
* Strategists
* Consultants
* Middle and Senior Managers
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Prior Knowledge
Basic knowledge of finance and statistics
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Data Analysis for Risk Management
Day One
Understanding the Data - Descriptions and Distributions
* Types of data
* Descriptive measures of data
* Measures of association
* Visualising data
* Variance-Covariance matrix
* Introduction to statistical distributions of data
Workshop: Visualising non-normality
Making Links and Drawing Conclusions
* Statistical distributions of data continued
* Continuous distributions
* Fat tailed distributions
* Sampling from distributions
* Central limit theorem
* Interval estimation
* Hypothesis testing
Workshop: Testing for the presence of non-normality
Day Two
Fundamental Techniques - Linear Regression
* Basics of regression
* Least squares method
* Residual analysis
* Heteroskedasticity, multicollinearity and autocorrelation
* Forecasting
Workshop: Regression and issues with regression
Fundamental Techniques - Value at Risk and Time Series Analysis
* Basic time series patterns
* Essential time series models
* Forecasting using time series models
* Stationarity
* Complex time series models
* Measuring correlation in time series data
* Problems with time series models
* Introduction to Value at Risk
Workshop: Application of time series models
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* Course Calendar
* Public Courses
* In-House Training
* What people say
* Past Participants
* Booking
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* LFS Learning
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* Library
* Bookshop
* Useful Links
* Local Information
* What's New
* Careers at LFS
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Copyright ? London Financial Studies | Website by Streeten
Understanding the Data - Descriptions and Distributions
* Types of data
* Descriptive measures of data
* Measures of association
* Visualising data
* Variance-Covariance matrix
* Introduction to statistical distributions of data
Workshop: Visualising non-normality
Making Links and Drawing Conclusions
* Statistical distributions of data continued
* Continuous distributions
* Fat tailed distributions
* Sampling from distributions
* Central limit theorem
* Interval estimation
* Hypothesis testing
Workshop: Testing for the presence of non-normality
Day Two
Fundamental Techniques - Linear Regression
* Basics of regression
* Least squares method
* Residual analysis
* Heteroskedasticity, multicollinearity and autocorrelation
* Forecasting
Workshop: Regression and issues with regression
Fundamental Techniques - Value at Risk and Time Series Analysis
* Basic time series patterns
* Essential time series models
* Forecasting using time series models
* Stationarity
* Complex time series models
* Measuring correlation in time series data
* Problems with time series models
* Introduction to Value at Risk
Workshop: Application of time series models
logo photos
* LFS Programmes
* Course Calendar
* Public Courses
* In-House Training
* What people say
* Past Participants
* Booking
* LFS Resources
* LFS Learning
* Training Facilities
* Brochures
* Library
* Bookshop
* Useful Links
* Local Information
* What's New
* Careers at LFS
logo
Copyright ? London Financial Studies | Website by Streeten
About The Training Provider: London Financial Studies
London Financial Studies - London Financial Studies is a specialist teaching resource that concentrates exclusively on capital markets. We offer individuals, teams and companies expert teaching that combines theoretical understanding with practical experience.
Our business is driven by a distinct philosophy and clear values:
* Practical Application
* Intellectual Clarity
* Personal Approach
*...
