european convention€™s cqrm certification is accredited by the national certification...
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www.EURiskConvention.com
EUROPEAN CONVENTIONIN QUANTITATIVE METHODS AND RISK MANAGEMENT
Books
Networking
Industry applications
Lunch and refreshments
Case Studies
Seminars and conferences
Hull • June 4th to 8th, 2018
HOSTED BY
EVENTThe European Convention in Quantitative Methods and Risk Management is a 5-day event organised by leading companies and institutions worldwide interested in sharing knowledge and the best practices on risk analysis and modelling across business and academic environments.
Worldwide these events have become a key meeting place for professionals, researchers, directors and managers who get together to learn about new trends in risk management and share with international and local experts the methodologies, techniques, tools and innovations.
On this occasion, participants from all over Europe will have a unique opportunity to come to the University of Hull and learn about regional and global experiences in risk management in sectors such as Banking, Finance, Oil and Gas, Mining, Health, Defence, Government, Insurance, Infrastructure Projects, Industry and Commerce, among others.
Those who participate in this convention will also have the opportunity to take the CQRM (Certification in Quantitative Risk Management) delivered by Prof. Dr. Johnathan Mun, a world authority on the subject.
Parallel conferences and seminars given by
international and regional experts on topics of
particular and globalinterest.
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A 4-day intensive training program on Integrated Risk Analysis to complete the requisite in-class work, and obtain thefully-accredited CQRMdesignation.
GENERAL STRUCTURE
Seminars and conferences
GENERAL STRUCTURE
See the latest technologies and IT solutions to analyse
uncertainty, implement risk analysis, modelling,
forecasting andoptimisation
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During the Convention scholars and practitioners present research projects and case studies on general topics of risk management .
Case Studies and Research
Topics
Technology and Innovation
OTHERACTIVITIES
Meetingwith Dr. Mun
Books
FastBusiness
Networking
#IAmCQRM
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To be certified internationally as a Quantitative Risk Manager (CQRM-IIPER).
The opportunity to learn from world experts who have outstanding credentials and extensive practical experience.
Understand how to make more informed decisions in times of uncertainty and achieve better business outcomes.
Update and immerse yourself in techniques that allow you to understand the past, the present and more accurately forecast the future.
To model industry-specific problems and implement risk analysis using Risk Simulator, Real Options SLS, and PEAT tools, capable of analysing large volumes of information and working with the latest implementation of risk management analytics.
Why attend this certification?
CERTIFIED IN QUANTITATIVERISK MANAGEMENT (CQRM)
CQRM is an international accreditation in quantitative risk management offered by the
International Institute of Professional Education and Research (IIPER).
IIPER’s CQRM certification is accredited by the National Certification Commission,
and IIPER is a member of the AACSB (Association for the Advancement of Collegiate
Schools of Business), one of the largest accreditation agencies of business schools
worldwide.
PMI Approval - Project Management Institute (PMI) and CQRM participants can also
obtain 30 professional development units (PDU) upon completion of the course
A 4-day intensive training program on Integrated Risk Analysis to complete the
requisite in-class work, and obtain the fully-accredited CQRM designation.
By participating in the CQRM, attendees will have elements to analyse and interpret
data for risk analysis, and understand the results obtained as well as make decisions
based on the simulation tools, optimisation and real options techniques.
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MODULE 1: Introduction to Risk AnalysisChapter 1: Introduction to the Training and What to ExpectChapter 2: How Are Business Decisions Made?Chapter 3: What is Risk and Why Should Risk be Considered?Chapter 4: Overview of Risk Analysis Software Applications.
MODULE 2: Monte Carlo Simulation with Risk SimulatorChapter 1: Overview of Risk Simulator SoftwareChapter 2: Profiling, Assumptions, Forecasts and Running SimulationsChapter 3: Interpreting the Forecast StatisticsChapter 4: Simulation Run Preferences and Seed ValuesChapter 5: Running Reports, Saving and Extracting Simulation Data
MODULE 3: Advanced Simulation TechniquesChapter 1: Correlating and Truncating DistributionsChapter 2: Alternate ParametersChapter 3: Multidimensional SimulationsChapter 4: Distributional FittingChapter 5: Due Diligence and Pitfalls in Simulation
MODULE 4 Simulation and Analytical Tools.Chapter 1: Static Tornado and Spider ChartsChapter 2: Dynamic Sensitivity Analysis and Scenario AnalysisChapter 3: Hypothesis Test on Different DistributionsChapter 4: Nonparametric Bootstrap Simulation
MODULE 5: Optimization with Risk Simulator.Chapter 1: Introduction to OptimisationChapter 2: Continuous OptimisationChapter 3: Integer Optimisation
MODULE 6: ForecastingChapter 1: Overview of Forecasting Techniques and Data TypesChapter 2: Forecasting Without DataChapter 3: Time-Series Analysis ForecastingChapter 4: Nonlinear ExtrapolationChapter 5: Multivariate Linear and Nonlinear Regression AnalysisChapter 6: Stochastic ProcessesChapter 7: Advanced Forecasting: Box-Jenkins ARIMA and Auto ARIMA, GARCH, J-Curve, S-Curves, Markov Chains, Data Diagnostics, Statistical Properties, Basic Econometrics
MODULE 7: Real Options Analysis: Theory and BackgroundChapter 1: Real Options: What, Where, Who, When, How, and Why?Chapter 2: Sample Applied Business CasesChapter 3: Overview of Different Options Valuation TechniquesChapter 4: Risk-Neutral Probability TechniqueChapter 5: Solving a Basic European and American Call OptionChapter 6: Using Excel to Solve a Basic European and American Call OptionChapter 7: Abandonment, Expansion, Contraction, and Chooser Options
MODULE 8: Real Options Analysis: SLS (Super Lattice Solver) ApplicationChapter 1: Overview of the Different SLS Modules and Volatility EstimatesChapter 2: Volatility EstimatesChapter 3: Options with Changing Inputs and Customised Exotic OptionsChapter 4: MSLS: Multiple Sequential Compound OptionsChapter 5: MNLS: Solving Mean-Reverting, Jump-Diffusion, and Dual-Asset RainbowOptions using Trinomial, Quadranomial, and Pentanomial LatticesChapter 6: Framing Real Options—Structuring the ProblemChapter 7: The Next Steps…
CQRM REVIEW FOR THE EXAMINATIONCQRM EXAM
Topics & Framework
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HOSTED BY
DR. JOHNATHAN MUN,PH.D., MS, MBA, BS, CQRM, CRA, FRM, CFC, MIFC
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Prof. Dr. Johnathan Mun is the founder and CEO of Real Options Valuation, Inc., and is responsible for the development of their suite of analytical software products, consulting, and training services. As the software’s creator, with more than 12 patents and 10,000 pages of copyrighted materials, he teaches Risk Analysis, Real Options for Analysts, Risk Analysis for Managers, CQRM, and other courses. He has written over 20 books on the topic of risk management.
Dr. Mun has consulted on risk analysis, valuation, and real options for many Fortune 500 firms from 3M, Airbus, Boeing to GE and Motorola and the US Government including the Department of Defense as well as other State and Federal Agencies.
He was formerly Vice President of Analytics at Decisionering, Inc. (Oracle), and was a Consulting Manager in KPMG’s Global Financial Strategies practice.
Dr. Mun is also a full professor at the U.S. Naval Postgraduate School and a professor at the University of Applied Sciences and Swiss School of Management (Zurich and Frankfurt), and he has held other adjunct professorships at various universities.
He has a Ph.D. in finance and economics, an MBA in business administration, an M.S. in the area of management science, and a BS in applied sciences. He is certified in Financial Risk Management (FRM), Certified in Financial Consulting (CFC), and Certified in Quantitative Risk Management (CQRM).
Be part of the global network in quantitative
risk management professionals
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Integrated Methods
Industry Applications
Oil & Gas M&As, CAPEX, OPEX, Valuations, Projects
EnergyDemand, supply, pricing.
Real StateValuations, pricing
BankingFX, Market, Liquidity, Credit, Operational Risk
DefenceNational security, acquisitions, R&D
Government Macro financial risk, Public expenditures
ITCM&A, Costs, R&D, Security
Universities Research, R&D, Innovation, Education
Telecommunications M&As, Pricing, Investments
Biotechnology Patents, R&D, Real Options
InsuranceHealth, ALM, Portfolios, Solvency
IndustrySCM, Logistics, Trade
ForecastingPrediction and prospective analysis
Monte Carlo risk simulationsRisk profiles, interval of confidence
Real OptionsValuations, Strategies
OptimizationStatic, Dynamic, Stochastic
Distribution functionsUncertainty analysis
EconometricsExplanatory power, causality, and relationships
Financial modellingIndustry specific functions and risk analytics
Sensitivity &Scenario analysisCritical variables, “What if” analysis
Decision TreesDecision making, Bayesian theory, expected value
Statistical AnalysisHypothesis testing
Risk AnalysisCredit, Liquidity, Operational, Market, Legal, Macro-Financial, ERM, SCM, and more.
Applications and Methods
VIRTUAL OPTIONCERTIFIED IN QUANTITATIVE RISK MANAGEMENT
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The Virtual CQRM is a direct transmission of the International Certification in Quantitative Risk Management, offering the opportunity that more professionals can obtain the certification (CQRM-IIPER) from different locations.
The Virtual CQRM has all the benefits of attending the certification in person. Therefore, you will have the live presentation of Dr. Johnathan Mun, among other global experts, monitored in real time by a qualified professional.
What is the Virtual CQRM?
The Virtual CQRM will be transmitted from the main venue of the European Risk Convention through the Webex virtual platform. The assigned classrooms in each city will have the technology required to offer an optimal transmission of the Certification.
Those interested in taking the Virtual CQRM must attend the designated site in each city the four days in which the Certification will be developed. At the end of this learning day, participants must take the exam the same time of the European Risk Convention. If you complete it successfully, you will get the CQRM certification.
Additionally, the participants will have an invigilator or observer, who has the function of assisting in all aspects related to management of computer tools, basic theoretical support, collection and communication of questions and answers, and general guidance during the training.
Methodology of the Virtual CQRM
Coming soon! you will have the opportunity to participate in a world class certification that will allow you to be a specialist in Risk Management through the Virtual CQRM, an event that you can access from your country.
Do you want to be CQRM?
READINGS IN CQRM ADVANCED RISK ANALYTICS CASE STUDIES IN CQRM
Helps you prepare for the Certified Quantitative Risk Management (CQRM) and learn the elemental knowledge of the methodologies to be addressed. The book will take you from the elementary to an appropriate understanding of quantitative risk modelling techniques.
Containing the slides that will be seen during the Certification, therefore, it is focused on learning the specific ideas and methodologies that are developed in the International Certification in Quantitative Risk Management (CQRM).
Real applied case studies of the methodologies learned.
These applied cases are developed in detail, with an emphasis on step-by-step.
INCLUDEDSUPPORT MATERIAL
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** Program and dates are subject to change
Certified in Quantitative Risk Management
Certified in Quantitative Risk Management
Banking Risk
Credit and Market Risk
Innovation andIT Risk
Risk and Resilience
Operational Risk
Project RiskManagement
International Trade Risk
Portfolio andAsset Management
Logistics and SupplyChain Risk Management
Health, Safety and Environmental Risk
Project EconomicValuations
Strategic Risk
Reliability, Availabilityand Maintenance
Stress Testing
Cyber Security Risk
Risk Management forOil and Gas
Financial andInsurance Risk
Enterprise RiskManagement
Corporate Governance
Risk Management Standards and Regulation
EVENTFRAMEWORK
AGENDA DAY 1
MORNING
AFTERNOON
TBC
DAY 2 DAY 3 DAY 4 DAY 5
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Seminars and conferences
Seminars and conferences
Seminars and conferences
Case Studies and Research Topics
Case Studies and Research
Topics
Seminars and conferences
OTHERACTIVITIES
Conferences
Parallel conference and seminars given by international and regional experts on topics of particularand global interest
Hull is a port city in East Yorkshire, England, where the River Hull meets the Humber Estuary, the Deep aquarium embeds a futuristic building with an underwater viewing tunnel, the Streetlife Museum focuses on modes of transport, and the Wilberforce House documents the abolition of the slave trade.
It is a space designed for businesspeople, entrepreneurs, and managers to receive direct advice and guidance on risk management issues from international experts and professionals.
During the Convention scholars and practitioners present research projects and case studies on general topics of risk management.
See the latest technologies and IT solutions to analyse uncertainty, implement
risk analysis, modelling, forecasting and optimisation
Practical sessions in risk management (models, techniques, data analysis,and so
forth) using advanced software.
Interact with other attendees about your experiences in risk management.
Sponsorship options available to promote your products and services
Industry Appl ications
Meeting with Experts
CaseStudies
OpeningEvent
Software and IT solut ions
HULL 2017 UK City of Culture
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Johnathan Mun is able to take even the most
difficult and technically challenging concepts and
make them simple to understand and applicable
to today’s challenging and changing business
environments. It is definitely one of the best
seminars I have ever attended and I would rate Dr.
Mun among the top lecturers in the field.
Robert Finocchiaro, Ph.D. Director of Corporate R&D Services, The 3M Company
Dr. Mun has the ability to take the rocket out of the
science and bring complicated matters very much
down to earth in a matter of fact and memorable
way. Simply you come away from his sessions
not only having learnt a great deal, butto use it in
practice immediately.
Robert FourtPartner, Gerald Eve Consulting (UK)
Dr. Johnathan Mun is a brilliant and energetic
instructor able to take the most difficult subjects
and make them understandable and practical.
Certainly the best instructor I have had in a long
time.
Curtis Ching Business Development and Finance, GE, GE Money (Asia)
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The technical materials was made easy to
understand by the excellent explanations and
examples.
Mark RhoadesProfessor, Naval University (USA)
An excellent delivery of a complex subject Matter.
Dr. Mun kept the entire class engaged at all times.
Lou OwayniSenior Project Manager, Adaptec (USA)
Very relevant to my work with a great breadth of
subject matter with a great presentation style.
Chris LawDirector of Project Services, Genentech (USA)
Never seen a trainer so capable!
Hussein AlghamdiSavola Group, Saudi Arabia
Certified in Quantitative Risk Management CQRM
Certified in Quantitative Risk Management CQRM
HOSTED BYEUROPEAN CONVENTIONIN QUANTITATIVE METHODS AND RISK MANAGEMENT
England’s 14th-oldest university with an outstanding heritage of academic
excellence and history of supporting life-changing research.
The University of Hull was founded in 1927 – originally as University College
Hull. The foundation stone was laid the following year by the Duke of York
(later King George VI, of The King’s Speech fame). The University now has
more than 16,000 students and around 2,500 employees, including more
than 1,000 academic staff.
For more information visit www.hull.ac.uk
HULL UNIVERSITY BUSINESS SCHOOL (HUBS)
A leading UK business school with internationally recognised
accreditations from the Association of MBAs (AMBA) and the Association
to Advance Collegiate Schools of Business (AACSB). HUBS equips
managers and business professionals to succeed in a fast-changing and
interconnected world.
For more information visit
www.hull.ac.uk/Faculties/fblp/hubs.aspx
HULL 2017 UK City of Culture
EUROPEAN CONVENTIONIN QUANTITATIVE METHODS AND RISK MANAGEMENT
SUPPORTING ORGANIZATIONS
*EURiskConvention is also part of the 2018 Humber Business Week (Biz Week), an outstanding business festival to inspire and enhance current and future business
and entrepreneurs in the Humber region.
For more information visit www.humberbusinessweek.co.uk
Hull, or Kingston upon Hull, is a port city in East Yorkshire,
England. Where the River Hull meets the Humber Estuary
and the Humber Bridge, the worlds’ eighth-longest
suspension bridge, connects the East Riding of Yorkshire
and North Lincolnshire.
Hull is also blessed to be home to the spectacular
aquarium - The Deep- a futuristic building with an
underwater viewing tunnel with a whopping 3,500 fish
including a pair of Green Sawfish, sharks, rays and a
colony of Gentoo penguins.
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