Risk Talks - VaR

The 4rd Edition of ALFI/ALRIM Risk Talks took place on 1 December. It focused on Value-at-Risk model validation.

26 selected risk managers tackled this working session in the light of the current assessment of management companies against the CSSF thematic review observations.

Risk managers could refine their self-assessment thanks to increased market intelligence and the identification of practical tips to improve their framework. This was allowed by 3 activities:

- The review of a survey on the VaR framework of 26 investment fund managers;