London Financial Studies courses

...Implied volatility for commodity derivatives Volatility skews and smiles and term structure Stochastic volatility models Workshop: Volatility Estimating... Learn about: Commodity Derivatives, Financial markets, Proxy hedging...

...This course updates principles of model validation in accordance with most recent evolutions in research and accounting & regulatory standards... Learn about: Hedging Analysis, Mathematical errors, Counterparty Risk...

...Var Swap, or VIX Alternative ways of measuring volatility sensitivities Calculating a best volatility hedge Principal component analysis and vega hedging... Learn about: Equity correlation, Exotic Products
, Financial Training...

...to match real world skews and kurtosis Normal mixture models fitting real world interest rate and FX movements Assessing cash flow tail risks through Monte... Learn about: Capital Risk, IT risk, Financial Institutions...

...can be managed Determining optimal liquidation strategies for illiquid positions Liquidation VaR Stress and Scenario Risk Management Difference between... Learn about: IT risk, Coherent risk, Historical simulation...

...Future Exposure Credit limits Defining Credit Exposure Impact of ageing Typical credit exposure profiles Workshop: Simulating the credit exposure... Learn about: Historical simulation, Market Risk, Coherent risk...

...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: Risk Management, Interest Rates, Interest Rate Risk...

...Use factor models in performance & risk analysis as well as asset allocation - Quantitative Analysts - Risk Managers - Portfolio Managers - Investment Consultants... Learn about: Investment Banking, IT risk, Investment strategies...

...Advisors at consultancy firms - Structurers and salespeople at investment banks - Bank supervisors Day One Conceptual Framework Introduction to IFRS... Learn about: Hedge accounting, Financial liabilities, Finance Market...

...qualification - which is considered the leading professional designation in risk management worldwide - issued by the Global Association of Risk Professionals (GARP®)... Learn about: IT risk, Financial Training, Risk Management...

...This one-day course will help you understand, analyze, and identify the key practical challenges and solutions related to MiFID II in both equities and fixed income markets... Learn about: MiDIF 1, Fixed Income, Financial Market...

...and data submission Scope and extraterritoriality What about Brexit? Passporting and the single market Buy-side vs. sell-side - extension of regulations... Learn about: Stress Testing...

...Researchers -Model validators -Regulators Day One Pricing with collateral – Variation Margin Margin: terminology, fundamentals and market infrastructure... Learn about: Economic Capital, Risk Management, Financial Training...

...DVA and FVA Review of CVA and DVA The problems with DVA The source of funding costs FVA CVA/DVA/FVA framework Example: CVA/DVA/FVA calculation Collateral... Learn about: Loan equivalents, Microsoft Excel, OTC Derivatives...

...constant vol to non normal probability distribution - Linking spot to vol correlation to distribution skewness - Linking vol vol to distribution kurtosis... Learn about: Excel work, IT risk, Volatility swaps...

...and expected losses given default Structural models – the Merton approach Empirical drivers of corporate bond spreads Macro Drivers of Equity Markets Economic... Learn about: Foreign Exchange, Fiscal Policies, Macro Drivers...

...and Conflicts Segment / Branch Profitability Compensation Budgeting Day Two Practical Applications Liquidity adjusted FTP Spread Volatility reflected... Learn about: Budgetary management, Fund derivatives, Financial Training...

...composition and credit rating agencies Instruments and their key terms and conditions – high yield bonds and leveraged loans, bank debt (revolvers... Learn about: Cash Flow, Historic returns, Liquidity analysis...

...cards Case Study 8: PD model for credit cards Auto Case Study 9: PD model for auto loans Case Study 10: LGD model for auto loans Other retail lending Case Study... Learn about: Risk Management, Bank Stress, Operational Risk...

...parameter flaws, interpolating and bootstrapping errors as well as reliance on back testing on out of sample data sets from a practical viewpoint... Learn about: Risk Management, Risk Sources, Market Risk...