re : risk ' s advanced stress testing course dear all ,
i have been asked to give a talk on the use of copulas in stress testing
at a risk conference .
as i don ' t really work directly on those sorts of things anymore i would need
some help
putting anything together - i am happy with the theory , i would just need to
present some results . it is a risk conference in london / new york in february .
if i can ' t accept it soonish i ' ll have to turn it down .
the organiser has another person in mind and i don ' t want to give a rubbish
talk .
regards ,
sharad agnihotri
please respond to " jean - pierre doggett "
to :
cc :
subject : risk ' s advanced stress testing course
dear sharad ,
i attach a copy of the draft programme - please feel free to suggest any
amendments .
to give you some context , we ' re pitching the course at more senior risk
managers who are familiar with standard stress testing techniques so the
content must be a significant step further e . g . alternative approaches ,
incorporating credit risk etc .
my number is at the bottom of this message . thanks for your help ,
j - p
jean - pierre doggett
risk conference producer
risk waters group
phone : + 44 ( 0 ) 20 7484 9813
fax + 44 ( 0 ) 20 7484 9800
e - mail : jpdoggett @ riskwaters . com
www . riskwaters . com
- stress testing draft . doc
re : risk ' s advanced stress testing course
dear all ,
i have been asked to give a talk on the use of copulas in stress testing
at a risk conference .
as i don ' t really work directly on those sorts of things anymore i would need
some help
putting anything together - i am happy with the theory , i would just need to
present some results . it is a risk conference in london / new york in february .
if i can ' t accept it soonish i ' ll have to turn it down .
the organiser has another person in mind and i don ' t want to give a rubbish
talk .
regards ,
sharad agnihotri
please respond to " jean - pierre doggett "
to :
cc :
subject : risk ' s advanced stress testing course
dear sharad ,
i attach a copy of the draft programme - please feel free to suggest any
amendments .
to give you some context , we ' re pitching the course at more senior risk
managers who are familiar with standard stress testing techniques so the
content must be a significant step further e . g . alternative approaches ,
incorporating credit risk etc .
my number is at the bottom of this message . thanks for your help ,
j - p
jean - pierre doggett
risk conference producer
risk waters group
phone : + 44 ( 0 ) 20 7484 9813
fax + 44 ( 0 ) 20 7484 9800
e - mail : jpdoggett @ riskwaters . com
www . riskwaters . com
- stress testing draft . doc