RIVACON-Seminars: Knowledge provides advantage

    Seminars & Training


    We offer seminars and trainings e.g. on the following topics:

    • Construction and validation of rating models and score cards
    • Estimation of the Basel II risk parameters (PD, LGD, EAD)
    • Risk-adjusted pricing and risk management of loans
    • Credit portfolio modeling and capital allocation
    • Quantitative methods in credit risk management using the software package R
    • Introduction to risk management using Excel and VBA
    • Pricing of financial derivatives (equity, FX, interest rates, inflation, commodities)
    • Object-oriented programing in C++ with applications to risk management of financial derivatives
    • CVA calculation for derivative portfolios

    If you wish more information on our seminars, or if you are interested in an in-house-training, please contact us.

      Contact us:
    +49 6007 - 917 693


      January 2017
    Dr. Sascha Engelbrecht is joining RIVACON
    as managing partner
      September 2016
    Paper on Local Correlation Model
      May 2016
    Paper on Calibration of Hybrid Market Models
      all news  


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