[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"doc-seo-203146-105":3,"detail-sidebar-cat-0-en-105":81,"doc-detail-203146-en":131},{"code":4,"msg":5,"data":6},0,"ok",{"site_id":7,"language":8,"slug":9,"title":10,"keywords":11,"description":12,"schema_data":13,"social_meta":74,"head_meta":76,"extra_data":78,"updated_unix":80},105,"en","october-2004-garp-risk-review-septemberoctober-issue","October 2004 - GARP Risk Review (September/October Issue)","","October 2004 highlights key GARP risk-management events and industry updates, including the 3rd Hedge Fund and Asset Management Forum in London with focused sessions on credit modelling, risk budgeting, transparency, regulation, UCITS II compliance, and risk-measurement approaches. The issue also reports explosive FRM registration growth, noting increased registrants and companies with multiple FRM candidates, and outlines credit-modelling masterclass details for New York and London. 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Exam Date Almost Here  \n• Credit Modelling Events On Tap for London and New York  \n• September/October Issue of GARP Risk Review Now Live  \n• On the Horizon: GARP’s 4th Annual Operational Risk Seminar  \n• GARP’s Career Center Adds Interesting New Job Openings  \n• GARP 2005: Great Speakers and Interesting Panels Will Highlight the Association’s 6th Annual Convention and Exhibition  \n• Advertisements  \nGARP’s 3rd Hedge Fund and Asset Management Forum Business and Investment Risk Techniques for Asset Management and Hedge Fund  \nIndustries  \nNovember 15-18, 2004, London  \nRegister Before Friday, October 15, and Save up to Stg £300  \nFull website and online registration at [http://www.garp.com/events/3rdHFAMF/](http://www.garp.com/events/3rdHFAMF/)  \nGARP is pleased to announce the return of its highly successful annual Hedge Fund and Asset Management Forum. This popular event encompasses two educational workshops and a two day, two stream conference program. Highly experienced and knowledgeable speakers from the top echelons ofthe risk management industry will guide delegates through the most pressing and pertinent issues facing hedge fund and asset management professionals today.  \nJoin fellow risk professionals from across Europe and beyond for one of the years most anticipated learning and networking experiences.  \nHighlights ofthe Forum will include:  \nKeynote Addresses from:  \n¾ Mark Wallace, COO, UBS Global Asset Management  \n¾ Bill Martin, Global Head of Investment Risk, INVESCO  \n¾ Kenneth Winston, Global Chief Risk Officer, Morgan Stanley Investment Management  \n¾ Prof. Avinash Persaud, Chairman of Intelligence Capital, Investment Director, GAM London  \n¾ Colin Morrison, Head of Performance and Risk Measurement, Standard Life Investments  \n¾ Augustin Sevilla, Chief investment Officer, Axa Rosenberg Investment Management  \nOur speakers will confront many of the most important issues confronting the industry, including:  \n• Understanding why hedge funds fail and overcoming industry pitfalls  \n• Adapting to the requirements for greater transparency  \n• Regulating the hedge fund industry: changes and challenges  \n• Implementing a UCITS II compliant framework  \n• Assessing risk management styles and asset allocation strategies  \n• Overcoming discrepancies between return horizons and risk management tools  \nPlus: two separately bookable workshops on the 15 November and 18 November:  \n• Pre-Conference Workshop: Merton and beyond: the state ofthe art in credit modelling and trading  \n• Post-Conference Workshop: Risk budgeting and effective risk control techniques for hedge funds  \nFor full program details, including online registration please visit [http://www.garp.com/events/3rdHFAMF/](http://www.garp.com/events/3rdHFAMF/. If you have)[. If you have](http://www.garp.com/events/3rdHFAMF/. If you have) any questions regarding this event please do not hesitate to contact GARP’s events coordinator, Katherine Barnes on +44 (0) 20 7626 9303 or via email [at](at katherine.barnes@garp.com. If you would like)[ ](at katherine.barnes@garp.com. If you would like)[katherine.barnes@garp.com](at katherine.barnes@garp.com. If you would like)[. If you would like](at katherine.barnes@garp.com. If you would like) to know about sponsorship and exhibition opportunities, please [contact Kevin at](contact Kevin at Kevin.healey@garp.com)[ ](contact Kevin at Kevin.healey@garp.com)[Kevin.healey@garp.com](contact Kevin at Kevin.healey@garp.com).  \nWe look forward to meeting you in London in November!  \nFRM Experiences Explosive Registration Growth  \nThe total number of registrants for GARP’s FRM exam – the world’s most prestigious global certification program for financial risk managers – has increased dramatically over the past year. As of Oct. 5th, 5,658 risk professionals had registered to take the 2004 FRM exam – an increase of 29","cbCaivrJdkb6SsQ9","https://ap.wps.com/l/cbCaivrJdkb6SsQ9","pdf",216158,"English","# October 2004\n## Coming Soon: GARP’s 3rd Hedge Fund and Asset Management Forum\n## FRM Registration Sees Explosive Growth; Exam Date Almost Here\n## Credit Modelling Events On Tap for London and New York\n## GARP Risk Review: September/October Issue Now Live","[{\"question\":\"What event is featured as “Coming Soon” in October 2004?\",\"answer\":\"GARP’s 3rd Hedge Fund and Asset Management Forum, held in London from November 15–18, 2004.\"},{\"question\":\"How does the document describe FRM exam registration growth?\",\"answer\":\"It reports a dramatic increase in registrants for the 2004 FRM exam, with 5,658 registered as of Oct. 5 and a 29.51% rise year over year, alongside growth in companies with five or more registrants.\"},{\"question\":\"What topics are highlighted for the credit modelling events?\",\"answer\":\"The document lists credit-model comparisons between reduced form and structural models and includes a masterclass by Donald R. van Deventer, with sessions scheduled in New York (Jersey City) and London.\"}]","October 2004 - GARP Risk Review (September/October Issue) | PDF",18]