London Financial Studies courses

...associated with different types of orders in terms of spread and execution certainty Analyse the various methods of algorithmic execution Learn how... Learn about: Fixed Income, Electronic Markets, Algorithmic Execution...

...institutions Strategic ALM and economic capital Expanding portfolio of assets and liabilities within the ALM perspective Using ALM to manage returns... Learn about: NII management, Stock flow, Risk Management...

...and revenue swaps with seasonality Day Two Inflation Derivatives in Use Sensitivity measures applied to index-linked bonds Asset swaps in general Par... Learn about: Inflation swaps, Inflation Derivatives, Deflation drivers...

...Building and Running a Monte Carlo Simulation Day Three Modelling Movements in Asset Prices: trees Alternative futures Probabilities and pseudo probabilities... Learn about: Quantitative techniques, Binomial tree, Risk Neutral Valuation...

...to swaps Today’s market and jargon Quoting swaps: absolute rates or spreads? Market conventions and structures (A3, SS, QQ, IMM, etc.) IRS as a bond and... Learn about: Stochastic volatility, Risk Neutral Valuation, Interest Rate Options...

...balance sheet and regulatory capital models Case Study: Setting up the stress test model for Lloyds Banking Group Plc Loan Loss Provisioning Non-performing... Learn about: IT risk, Equity Valuation, Bank Stress...

...Mapping methods and CDS Collateral Variation margin and rehypothecation OIS discounting and collateral optionality The impact of collateral on exposure... Learn about: Counterparty Risk, Risk Assessment, xVA concept...

...The changes outlined in this document have a significant impact on banks globally they cover numerous aspects of the trading book, including the definition... Learn about: Regulation Law, Fundamental Review of the Trading Book, Risk Assessment...

...Unconventional monetary policy Economic policy perspectives Interpreting the policymakers Using official forecasts The global economic crisis Causes Recent... Learn about: Exit strategies, Soft data, Fiscal Policy...

...Local Volatility Is Local Volatility a stochastic volatility model? Calculating a Local Volatility Implementing Local Volatility models Local Volatility... Learn about: Hedging Volatility, Managing Risk, Vega convexity...

...cash flow analysis; key credit metrics Case Study 1: A banker’s cash flow template and different measures of cash flow – New Look Retail Group Limited... Learn about: IT risk, Portfolio Management, Financial Training...

...Initial Margin and Collateral Options Initial Margin Value Adjustment CCPs, ISDA SIMM and Bilateral Initial Margin Full revaluation vs Delta gamma approximations... Learn about: IT risk, CSA Price, Risk Managers...

...solve the Western pensions crisis Workshops: ‘Glidepath’: analysis of a long term saving product linked to a portfolio of mutual funds Analysis of a protected... Learn about: Illiquid assets, Asset Management, Investment Banking...

...to bolster capital Equity Valuation I The different approaches to valuation Enterprise vs equity – the bridge Core accounting principles Multiples and... Learn about: Fixed Income, FX swaps, Primary markets...

...main themes forming the background to global markets: efficacy of macro policies, including austerity, stimulus, monetary and fiscal policies... Learn about: Financial crises, Interest Rates, Monetary Policy...

...Analyze different outcome scenarios Day Two Properties of Vanilla Options Put Call parity and other risk relationships Properties of vanilla options... Learn about: FX Market Risk, Spot Market, Foreign Exchange...

...you an intuitive perspective on hedging and how to use the “Greeks” to measure the sensitivities of an option value with respect to all market parameters... Learn about: Market skew, Excel VBA, Vega matrix...

...for hedging purposes Defining and monitoring 3 sigma events Limitations of price log normality assumption Cross asset correlation in non normal market... Learn about: Market Liquidity, Risk Management, Splitting Alpha...

...such as martingales and stochastic integration, in order to describe the behaviour of the markets or to derive computing methods. This course bridges... Learn about: Poisson Distribution, Markov Chains, Exponential distribution...

...Simple linear regression Multiple regression forecasting models Further Advanced Workshop Excel examples combine mathematical techniques from across the course and cover... Learn about: Polynomial functions, Numerical Methods, Financial Training...