London Financial Studies courses

...futures and swaps Cost of carry Seasonality in energy prices The Forward Market Physical versus Financial markets Contango and backwardation Constructing... Learn about: IT risk, Commodity Derivatives, Commodities Markets...

...calibration stability, and monitoring of the accuracy of approximations. Managers and Directors in Validation and Financial engineering Quants in Front... Learn about: Counterparty Risk, IT risk, Hedging Analysis...

...real life examples and PC based exercises strategies and techniques for robustly managing these risks on a day to day basis. Presented by Simon Acomb... Learn about: Financial Training, Exotic Products
, Cliquet products...

...and measuring these risks and evolves into selected numerical techniques using Excel for optimal risk management. Analytical numerical techniques are practiced... Learn about: Treasury Risk, Risk Management, Cash Flow...

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

...Background Variance covariance approach Historical simulation Monte Carlo simulation Identifying trades to reduce VAR Backtesting and procyclicality Stress... Learn about: Historical simulation, Coherent risk, Risk Management...

...Optimization Models Option Adjusted Spread Models Best Practices MIS and Reporting disclosure Link to Capital Adequacy (ICAAP) Impact for External Auditors... Learn about: Regulatory Compliance, Rate Risk, Trading Book...

...Understand quantitative approaches used in factor modelling today - Develop basic factor models for equity, fixed income and multi-asset class portfolios... Learn about: Finance strategy, Investment Management, Investment manager...

...with IAS 39 where relevant. The second half of the programme covers impairments. Key elements of the three bucket model such as the calculation of expected... Learn about: Credit losses, Credit Risk, Basel III...

...Metallgesellschaft Bankers Trust JPMorgan, Citigroup, and Enron Ethics and the GARP Code of Conduct Workshop: Examine the specifics of some of the major... Learn about: Financial Risk, Financial Training, IT risk...

...clock synch Surveillance Market monitoring, manipulation, and abuse Research Unbundling Related Regulations: GDPR and MAD II Review and Conclusions... Learn about: Block size, Financial Market, Stress Testing...

...Analyze the consequences of the directive for the financial community - Gain familiarity with the key terminology from the legislation - Focus on the impact... Learn about: Stress Testing...

...(collateral square) Foreign currency collateral. Impact of foreign currency cash collateral on valuation Multi-curve framework Definitions and fundamental... Learn about: Quant analysts, Interest Rate Modelling, IT risk...

...Central clearing mandate and bilateral margin rules Credit exposure Definition PFE and credit limits Simulation approach for PFE Loan equivalents Impact of netting Example... Learn about: Middle office, Loan equivalents, IT risk...

...and review solutions for issues such as building illiquid volatility surfaces, hedging tail events and dealing with more exotic products. Workshops... Learn about: Risk Management, Stochastic Vol, Volatility swaps...

...macro economic paradigms within modern capitalism Volatilities and correlations Risk adjusted returns Downside risks Relative returns and the business... Learn about: Balance of payments, Fiscal Policies, Asset Performance...

...and off-balance sheets. By the end of the programme, participants will have learned how to best tailor market-based pricing mechanisms to suit their institutions'... Learn about: Fund derivatives, Financial Training, Fund Manager...

...covenants; security packages and enforcement rights; guarantors; and call scehdules Leveraged buyouts (LBOs) – overview of deal structuring Cash flow template... Learn about: Cash Flow, Instrument assessment, Historic returns...

...In scope entities CCAR components and use of DFAST results – capital adequacy; capital planning process; planned capital distributions Mandatory elements... Learn about: Risk Management, IT risk, Econometric techniques...

...dealing with model risks in banking. Auditors (internal and external) Industry Regulators Risk Managers and Risk Controllers Banking Executives Compliance Officers... Learn about: Economic Decisions, IT risk, Bootstrapping Errors...