Nexus Risk Management - Training Courses

DYNAMIC HEDGING PROGRAM SERIES

DYNAMIC HEDGING ESSENTIALS is a half-day classroom training session designed to provide a review of essential dynamic hedging concepts.

Learn industry practice regarding dynamic hedging programs
Calculate first, second, third order Greeks and cross Greeks
Execute delta hedge

DYNAMIC HEDGING MASTER CLASS is an advanced one-day program covering the key elements of executing a dynamic hedging program to hedge equity-based guarantees and provides hands-on practice through case studies and application exercises.

Learn how to implement a dynamic hedging program
Review economic scenario generators and nested simulation
Learn how to simulate and evaluate dynamic hedging strategies
Quantify cost and risk distribution of GMWB
Understanding hedge effectiveness and attribution analysis
Perform fund mapping
Calculate trading grid
Produce risk report
Execute dynamic hedging strategy

DYNAMIC HEDGING WORKSHOP is a half-day focus group discussion and networking opportunity for dynamic hedging practitioners. Risk professionals working for insurance companies who are involved in the dynamic hedging process and who are able to participate in an industry focus group discussion of current issues, solutions and benchmarking. There is no cost to attend but participation in the facilitated discussion is by invitation* only covering the following topics.

Survey of industry practices
Identification of challenges and issues facing industry
Benchmarking – hedge effectiveness, grid processing speed

* Note that participation in the workshop is by invitation only. Interested participants may request an invitation. There is no requirement to register for either the Essentials or Master Class in order to attend.

Join your colleagues and listen as leading experts and money managers discuss their solutions.

For information / inquiries contact brianne.krysiak@nexusrisk.com.

Who Should Attend

ESSENTIALS

Risk professionals already familiar with many of the concepts, but who want a refresher and deepen their knowledge;
Professionals looking to enter into the field of Dynamic Hedging;
Investment bankers wanting to provide sound Dynamic Hedging solutions to their clients;
Actuaries looking to gain a more in-depth knowledge of this key area of practice;
Senior management looking to gain a firm grasp of the financial risks facing their organizations, make more effective business decisions;

MASTER CLASS

Risk professionals already well versed in the underlying theory, but who want to gain further deep insight into the tools and techniques that are used in industry practice today;
Professionals looking to enter into the field of Dynamic Hedging and who are willing to invest some additional time to learn the basic concepts covered in the Essentials class;
Asset managers and investment bankers wanting to provide sound Dynamic Hedging solutions to their clients;
Actuaries looking to gain a more in-depth knowledge of this key area of practice;

WORKSHOP

Risk professionals working for insurance companies who are involved in the dynamic hedging process and who are able to participate in an industry focus group discussion of current issues, solutions and benchmarking.

What You Will Gain

Learn industry practice regarding dynamic hedging programs
Calculate first, second, third order Greeks and cross Greeks
Execute delta hedge
Learn how to implement a dynamic hedging program
Review economic scenario generators and nested simulation
Learn how to simulate and evaluate dynamic hedging strategies
Quantify cost and risk distribution of GMWB
Understanding hedge effectiveness and attribution analysis
Perform fund mapping
Calculate trading grid
Produce risk report
Execute dynamic hedging strategy
Survey of industry practices
Identification of challenges and issues facing industry
Benchmarking – hedge effectiveness, grid processing speed