Sumários

Interest rate risk

23 Julho 2024, 09:30 • Paulo Viegas de Carvalho

Types of interest rate risk.

Measures of interest rate risk.

Market risk

22 Julho 2024, 09:30 • Paulo Viegas de Carvalho

VaR of different financial instruments (derivatives).

Market risk

19 Julho 2024, 09:30 • Paulo Viegas de Carvalho

VaR of a single position. VaR of a portfolio.

VaR of different financial instruments (stocks, foreign exchange).

Market risk

18 Julho 2024, 09:30 • Paulo Viegas de Carvalho

Bases for risk measurement.

Value at Risk (VaR). Methods to estimate VaR.

Operational risk

17 Julho 2024, 09:30 • Paulo Viegas de Carvalho

Types and assessment of operational risk.

Case analysis.