London Financial Studies courses

...Monetizing Options Delta hedging OTM options... Learn about: Risk Management, IT risk, Physical Optionality...

...gap risk computation in leveraged notes. Structurals vs reduced form models and their hidden consequences on gap losses Second example: local vs stochastic... Learn about: Risk Management, Hedging Analysis, Interest Rates...

...New market conditions have changed forever the way in which managers need to think about complex risk. In this course we look at lessons from the recent... Learn about: Managing Risk, Financial Training, Stochastic volatility...

...centres Reporting and management control The changing nature of treasury operations Future roles for treasury risk management Treasury Cash Flow Risks... Learn about: Treasury Cash Flow Risks, Financial Training, Treasury Risk...

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

...Definition of CVA Debt value adjustment (DVA) and Funding value adjustment (FVA) The impact of collateral Wrong way risk Central clearing Workshop... Learn about: Historical simulation, Liquidity 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: Trading Book, Risk Management, Interest Rate Risk...

...assumptions, estimation, analytics (R^2, t-stats, F-test, DW) Cross-section versus time-series regressions in finance Overview advanced regression techniques... Learn about: Finance strategy, Investment strategies, Investment Management...

...going through the accounting entries over their life cycle. Impairment is also thoroughly addressed in a practical way by providing insights into the... Learn about: Financial liabilities, IT risk, Financial Risk...

...with Drysdale Securities Kidder Peabody Barings Allied Irish Bank Union Bank of Switzerland (UBS) Société Générale Long Term Capital Management (LTCM)... Learn about: Quantitative Analysis, IT risk, Financial Risk...

...the financial community Gain familiarity with the key terminology from the legislation Focus on the impact to trading particularly around... Learn about: Fixed income management, Stress Testing, Fixed Income...

...Block sizes and reporting rules APAs and the availability of post-trade data Workshop: The impact of transparency rules on trading Regulations for Execution... Learn about: Stress Testing...

...Regulatory framework for Variation Margin, CSA, time table Cash collateral and generalization. The cash-collateral discounting. The standard collateral... Learn about: Risk Management, IT risk, Economic Capital...

...the impact of risk mitigants and calculation of CVA, DVA, FVA, ColVA, KVA and MVA. Particular attention is paid to current market practice and the future... Learn about: Middle office, Microsoft Excel, Risk manager...

...from vanilla portfolios trading to model independence Reducing the hedging error when trading realized vol with vanillas The famous “log portfolio” vs... Learn about: Quant analysts, Stochastic Vol, IT risk...

...interpretations of the ‘transmission mechanism’ Market based measures of policy expectations Zero bound(s) on short rates Quantitative Easing and other... Learn about: Macro Drivers, Asset Performance, Fiscal Policies...

...on how banks apply FTP to gain a competitive edge in various customer segments Calculate economic profitability for products, regions and customer clusters... Learn about: Fund derivatives, Budgetary management, Financial Training...

...of credit analysis process – business assessment, financial assessment, instrument assessment Business assessment – products, competition, customers... Learn about: Finance Analysis, Financial Assessment, Project Finance...

...illustrating stressed loan loss methodologies across all major loan types within retail and wholesale. Finally, the course also covers qualitative aspects of... Learn about: Operational Risk, Bank Stress, Capital planning...

...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: Market Risk, Risk Management, Bootstrapping Errors...