Nederlandse Beroepsvereniging van Beleggingsprofessionals

Events en sprekerspresentaties uit het verleden

137 resultaten

A Risk View On Inflation Risk And Energy Transition: Panic Or No Panic?

6 October 2022

After two covid-years, the CFA/VBA Risk Management Committee organizes this event around inflation risk. Not online, but in person interaction with fellow investment analysts, risk managers, vendors and consultants or anyone else who has interest in the risk management space. We have several presentations from highly appreciated speakers in the market, and plenty of room for discussion and networking with peers in the market.

Value Investing: Who, What and Why?

28 September 2022

Met George Athanassakos als spreker en Joop Huij als moderator

Round Table for Investment Performance Measurement

21 September 2022

After two covid-years, the CFA/VBA Investment Performance Committee once again organizes this Round Table. Not online, but face to face interaction with fellow performance analysts, vendors and consultants or anyone else who has interest in the performance measurement space. We have several presentations and plenty of room for discussion and networking with peers in the market.

WIM: The Power of Presence

15 September 2022

After a pause, the Women in Investment Management Committee (“WIM”) is back with more energy and devotion to

Annual Dinner 2022

8 September 2022

Met Rick van der Ploeg, Sweder van Wijnbergen en Edin Mujagić

De woningmarkt in het politieke krachtenveld

7 September 2022

Met prof Coen Teulings

Online Open Avond RBA Programma

1 September 2022

Boost your skills and sharpen your insights as an Investment professional with the RBA Program

Open Evening Lifecycle Investing and DC Management

23 August 2022

Do you already know how to develop a strategic asset allocation under the Wet Toekomst Pensioenen? If not, this is the course for you.

Building a Factor Model for Corporate Bonds

30 June 2022

It has long been accepted that factors can be used to model equity risk, and their use is relatively widespread. The use of factors to model credit spread risk, however, is yet to become mainstream.