London Financial Studies courses

...hedging Uncertainty versus volatility Correlation hedging Quanto hedging Modeling Physical Optionality Locational optionality Timing optionality Shipping Storage Workshop... Learn about: Commodities Markets, IT risk, Financial markets...

...Other points that are crucial for the validation of models and their practical applications are also analysed: hedging analysis, P&L analysis... Learn about: Interest Rates, Market Liquidity, Mathematical errors...

...A taxonomy of exotic pricing models The relationship between model choice and delta Managing delta when you only use a single model Delta risk management... Learn about: Stochastic volatility, Managing Risk, Correlation Risk...

...and Strategy Challenges for treasury risk management in various types of institutions Similarities and differences across banks, financial institutions... Learn about: MS Excel, Treasury Risk, Financial Institutions...

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

...VAR Coherent risk measures Expected shortfall (ES) Workshop: Studying the properties of coherent risk measures. Comparing VAR and ES Market Risk and... Learn about: Historical simulation, Coherent risk, Risk Management...

...measure, monitor and control IRRBB. Banks are expected to be fully compliant with these standards by 2018. In this two-day course, we address the challenges... Learn about: Trading Book, Interest Rate Risk, Regulatory Compliance...

...non-linear variables, dummy variables, non-linear estimation techniques, time-variable regression parameters Workshop: Style analysis of a hedge fund Big Data & Data Mining... Learn about: Finance strategy, Investment Management, Investment manager...

...portfolio level. Grouping of individual items Missed payments vs. probability of default Write-offs Impairment - Purchased or originated credit impaired... Learn about: Financial Training, Financial Risk, IT risk...

...(carries 20% of the Part I exam weight) - Quantitative analysis (carries 20% of the Part I exam weight) - Financial markets and products... Learn about: IT risk, Risk manager, Financial Risk...

...Liquid instruments Systematic Internalisers Venues: RMs, MTFs, OTFs, and BCNs Best Execution What does this mean in fixed income markets? Post-trade Transparency... Learn about: Fixed Income Attribution, Fixed Income, Block size...

...Focus on the impact to trading particularly around pre- and post-trade transparency - Find the answers to your questions and concerns about MiFID... Learn about: Stress Testing...

...Once the foundations are in place, the interest rate term structure stochastic modelling has also to be re-examined: the existing models have to be adapted... Learn about: Economic Capital, Risk Management, Financial Training...

...funding and capital components. The ideas are built up sequentially and workshops are used to develop the key ideas including credit limits and the simulation of exposure... Learn about: IT risk, OTC Derivatives, Middle office...

...Skew, Smile, Wings, Termstructure - Measuring them - Heuristic observations and behaviour - Different regimes and trading ranges of the factors From... Learn about: Volatility swaps, Options Trading, Quant analysts...

...interpretations of the ‘transmission mechanism’ Market based measures of policy expectations Zero bound(s) on short rates Quantitative Easing and other... Learn about: Financial Training, Macro Drivers, Balance of payments...

...– Margin stabilization principles FTP for structured products Credit Treasury Constructs – FTP for default / migration risk Group Discussion... Learn about: Net Funding, Financial Training, Fund Manager...

...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, Finance Analysis, Cash Flow...

...illustrating stressed loan loss methodologies across all major loan types within retail and wholesale. Finally, the course also covers qualitative aspects of... Learn about: Risk Management, Balance Sheet, Econometric techniques...

...Means – Best Practices Day Two Credit Portfolio Models and Economic Capital Models Precision vs Utility – Discussion Marginal Economic Decisions – Examples... Learn about: Risk Management, Economic Decisions, Risk Sources...