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Does the global financial crisis have you questioning the use of Value at Risk as a risk management tool? How might the new Basle II regulations help prevent future disasters? Join SunGard Energy Solutions and Chris Coovrey in this complimentary 60-minute Web Seminar. Learn about emerging new paradigms in Value at Risk arising from the unexpected and massive losses suffered by sophisticated financial institutions in the global economic crisis that began in 2007. In this Web Seminar, Mr. Coovrey will present this paradigm shift and its affect on many risk management best practices including the new changes in Basle II requirements. REGISTER NOW to learn more about the shift in Value at Risk. - Featured Speaker: Chris Coovrey, senior quantitative developer, SES
- Date:Â September 16, 2009
- Time:Â 10:00am CST*Â Â (5:00pm CEST)
About Chris Coovrey Mr. Coovrey is the senior quantitative developer for SunGard Energy Solutions where he focuses his efforts around risk and complex option valuation and development. He is a graduate of the US Air Force Academy and has a master of science in financial mathematics from the University of Chicago. Mr. Coovrey brings more than 15 years of experience in the commodity and fixed income industries, working for both private and public institutions in the investment and merchant space. His numerous roles have included: physical commodity trader; commodity derivatives trader; commodity structurer; desk manager fixed income and currencies trading and head of structuring/quantitative modeling for renewables and emissions.
* For all Asia-Pacific customers: We will record this Webinar. | 
