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TrueINSIGHT

Trading & Risk Advisory

Registration Open: VaR Mathematics for Executives Webinar

VaR is often shrouded in mystery and complexity, which Veritas believes is a disservice to trading firms. It should not seem enigmatic to business executives who oversee these organizations. The mathematics and methodology behind VaR can, and should, be understood by all levels of the organization. This promotes transparency, ownership, and alignment.

The VaR Mathematics for Executives Webinar will demonstrate the steps of VaR calculation with realistic examples, from a sequential example which will illustrate the following:
  • VaR of a single position
  • VaR of two correlated positions
  • VaR of a portfolio of positions
  • Calculation of risk statistics (volatility and correlation) from historical price data
  • Comparison of closed form VaR calculations with more general matrix math

Mike Burger, Partner and Co-Founder of Veritas Total Solutions, has 30 years of experience in energy risk management. Mike will lead this webinar and leave you with a better understanding of VaR fundamentals and practical applications in the front or middle office of a successful trading business.

Register now for the VaR Mathematics for Executives Webinar on Tuesday, February 25th at 12pm CST.

Register Now

 

We host a wide variety of webinars and workshops for our clients and peers. If you have a specific question about this webinar or you are interested in our custom webinars and workshops, contact us for more information. 

Written by Mike Burger

Mike Burger, Partner and Co-Founder of Veritas, has over 30 years of experience in the energy industry, spanning from physical and financial trading to consulting on trading systems and risk management.