IM Coffee Chat - Session Twenty - So, You’re Not a Statistician: Value at Risk for Trustees
Date: June 16, 2021
Time: 10:30 a.m. - 11:00 a.m. ET
Contact: Elise Hoffer, 513.352.6748 - Elise.Hoffer@ThompsonHine.com
A complimentary webinar presented by Thompson Hine LLP
Join us for a mid-morning break to chat about hot topics and trends relevant to your business. Our concise and practical discussions will focus on a variety of developments that impact financial service industries, and we’ll offer insights and considerations that will certainly be of interest to you.
Wednesday, June 16
10:30 – 11:00 a.m. ET
Session Twenty: So, You’re Not a Statistician: Value at Risk for Trustees and Other Mere Mortals
Value at Risk (VaR), the financial metric that estimates the probable loss of an investment, can be impacted by outer limits imposed on fund leverage risk and other considerations as laid out in the components of Rule 18f-4. Join us as our attorneys examine the key elements of VaR and the three chief methods of calculating potential loss that could occur in an investment portfolio.
- Intuitive basis for VaR
- Time period considered
- Probability of loss
- Magnitude of loss
- Rule 18f-4recognizesthreeVaR modeling methods:
- Monte Carlo
*Practice temporarily authorized pending admission under Gov. Bar R. I, Sec.19.
Upcoming program in this series (you must register separately for each):
- June 23 – Handling Regulatory Inquiry – Step One: Practice Makes Perfect with Mock Exams
- June 30 – Non Compete Agreements: What You Need To Know
Contact Elise Hoffer