Value at Risk: A Step by Step Guide to Estimation

Date

February 25, 2025

Registration Deadline

Start

February 25, 2025 10:00 am

End

February 25, 2025 11:00 am

Type

Webinar

Region

Online

Active

No

Location

On-Line

Address

On-Line

Description

February 25, 2025 10:00 am – February 25, 2025 11:00 am

Value at Risk is widely recognized as the key market risk metric within the energy space. Its widespread adoption underscores its usefulness. This webinar will explain the metric, why it is useful, and provide a step-by-step process to estimate it. Issues around model calibration, evaluation, and common pitfalls will be highlighted and addressed. 

 

Moderator: Thomas Fortin, Director, Risk and Commodity Management, ATCO Group  

Thomas Fortin is the Director, Risk & Commodity Management for ATCO in Calgary, Alberta. A graduate of economics from the University of Calgary, Mr. Fortin experience includes 20 years of various trading and risk related roles. More recently, his role with ATCO includes managing the Enterprise Risk Management, Insurance and Commodity Risk teams. Thomas interests includes sports with his Kids, socializing with friends and co-workers, and traveling. 

 

Speaker: Kevin Kindall, Director of Quantitative Analytics, Hartree Partners 
Kevin Kindall is the Director of Quantitative Analytics for Hartree Partners.  His team is responsible for front and middle office support which includes derivatives pricing, risk metrics estimation, model review, and due diligence.  Prior to his current role, Kevin held positions with Enron and ConocoPhillips.  He has a Ph.D. in Physics from Clemson University, and a Masters in Computational Finance from Carnegie Mellon University. 

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INTERNATIONAL ENERGY CREDIT ASSOCIATION
1300 Piccard Dr LL-14 Rockville, MD 20850
Phone: (202) 963-5370 Fax: (301) 258-9771