London Financial Studies courses

...the forward curve Spot versus curve contracts Workshop: The Electricity and Gas Forward CurveCascading contracts Shaping the curve Commodity Derivatives... Learn about: Financial markets, Commodity Derivatives, Physical Optionality...

...and using alternative models Model comparison methodology Calibration and realism assessment How to use alternative models to quantify model risk First example... Learn about: Hedging Analysis, IT risk, Market Liquidity...

...scenarios and stresses Impact of liquidity ensuring futures risks can be managed Relationship between scenarios and greeks Ensuring consistency of... Learn about: IT risk, Exotic Products
, Cross risk...

...benchmark yield curves and components Ex ante credit spread risk decomposition Liquidity and basis risks to investment values Common frameworks and toolkits... Learn about: IT risk, FX Movements, Financial Institutions...

...Improving market risk management Problems with VAR Improving the accuracy of VaR Backtesting and procyclicality Coherent risk measures Expected shortfall... Learn about: Risk Management, Financial Training, Operational Risk...

...Investigating impact of wrong way risk on CDS Operational Risk Extreme value theory Modelling event probability Modelling event severity Operational risk... Learn about: Historical simulation, IT risk, Risk Management...

...Basis Investment Portfolio Use of Behavioural Models for products with no defined maturity - Applications of Principle 5 Replicating Portfolios Stochastic... Learn about: Risk Management, Regulatory Compliance, Interest Rates...

...Building a fundamental factor model for an equity portfolio, modelling the momentum factor Macroeconomic Factor Modelling Real and monetary macroeconomic... Learn about: Investment Banking, IT risk, Finance strategy...

...Each type of financial instrument is dissected by using a case study in which the accounting entries are covered in detail. The new requirements are contrasted... Learn about: Hedge accounting, Credit losses, IT risk...

...Bayes theorem Statistical inference and hypothesis testing Type I and Type II errors Time series analysis and forecasting Seasonal and other cyclical effects Workshop... Learn about: Risk Management, Financial Training, Financial Risk...

...Understand the primary goals of MiFID II Get an overview of the main elements required by the regulation Analyze the consequences of the directive... Learn about: Fixed Income Attribution, Financial Crisis, Fixed Income...

...We will explore all the major features of the regulation and all the intended, and unintended consequences of this legislation for both buy-side and sell-side firms... Learn about: Stress Testing...

...rate modelling in the multi-curve framework: foundations, evolution, and implementation”. -Valuation under collateral, e.g. OIS discounting... Learn about: IT risk, Interest Rate Modelling, Economic Capital...

...MVA Central clearing Bilateral margin rules Initial margin methodologies Margin value adjustment (MVA) Example: Complete xVA calculations... Learn about: IT risk, OTC Derivatives, Loan equivalents...

...and review solutions for issues such as building illiquid volatility surfaces, hedging tail events and dealing with more exotic products. Workshops... Learn about: Stochastic Vol, IT risk, MS Excel...

...in financial markets keen to gain a better understanding of the macro drivers of asset performance, particularly those who are executing cross-market trading strategies... Learn about: Global strategic, IT risk, Market Traders...

...This practical workshop addresses the key issues involved in Funds Transfer Pricing (FTP) systems in large commercial banks, drawing on best-practice models seen in the market... Learn about: Financial Training, Budgetary management, Net Funding...

...Case Study 4 – Identifying, analysing and investing in a successful turnaround situation Example: Thomas Cook Plc (tour operator) Case Study 5 – Analysing... Learn about: Instrument assessment, Financial Training, Finance Analysis...

...Dodd Frank Act Supervisory Stress Test (DFAST); Internal Capital Adequacy and Assessment Process (ICAAP); and Supervisory Review and Evaluation Procedure (SREP)... Learn about: Operational Risk, Capital planning, IT risk...

...This program covers the key aspects relating to model risk management as practiced by leading financial institutions. The course addresses common issues of model design inadequacy... Learn about: Risk Management, Risk Sources, Stress VaR...