(EnergyAsia, April 20, Monday) --- The Oxford Princeton Programme will be holding its ‘Value-at-Risk: The Basics and Beyond’ workshop in Singapore on May 22.

Value-at-risk, a key benchmark for measuring and managing market risks, is used by global trading and marketing companies to maximise profit and minimise costly positioning mistakes. The workshop aims to shed light on the important aspects of this risk management tool.

Topics covered include types of risk, causes of financial risk, definition and history of the concept, computing, converting and using value-at-risk to establish trading limits and measure performance, calculating risk across a portfolio, using implied volatility, and verifying and limiting the pitfalls.

Those interested in the course are advised to complete the ‘Fundamentals of Energy Futures’, “Options I – Fundamentals of Energy Options’, and ‘Energy Risk Management’ modules. Participants are also required to complete an online preparatory course.

For more information on the workshop, please contact This e-mail address is being protected from spambots. You need JavaScript enabled to view it .