London Financial Studies courses

...hedging, and risk management of energy and metals derivatives and their price behaviour within the commodities market. Excel based practical exercises will cover... Learn about: Proxy hedging, IT risk, Physical Optionality...

...Model risk and model validation outlook Managing model risk: value based approach vs price based approach. The credit crunch example Suggestions from model... Learn about: Interest Rates, Risk Management, Mathematical errors...

...assessment of tools available for the management of exotic risk. More than ever, it is necessary for managers to gain a handle on complexity and understand... Learn about: Managing Risk, Cross risk, IT risk...

...correlations Day Two Treasury Cash Flow Risks from Interest Rate and FX Movements (cont’d) Treasury Investment Fair Value Risks Analysing types of investment... Learn about: MS Excel, Financial Institutions, FX Movements...

...migration and transition matrices Credit spreads and implied default probabilities Credit risk and double default and simultaneous default Credit portfolio approach Workshop... Learn about: Financial Training, Coherent risk, Operational Risk...

...default Credit portfolio approach Workshop: Calculation of default probability using a market implied approach Credit Value Adjustment (CVA)... Learn about: IT risk, Liquidity Risk, Risk Management...

...imposed by the new recommendations and examine their impact on internal banking book risk management and reporting procedures. The programme focuses... Learn about: Risk Management, Trading Book, Banking Book...

...Financial Economist Day One Introduction and course outline Background Overview factor research and applications: from the CAPM to "Smart Beta"... Learn about: Investment manager, Investment strategies, Investment Management...

...Interaction with other IFRS standards Financial Assets Recognition Financial assets classification under IFRS 9. Comparison to IAS 39 Case study... Learn about: Financial liabilities, Basel III, Finance Market...

...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: IT risk, Financial Training, Risk Management...

...Brokers and vendors Traders and execution desks Quants/Financial engineers Technology project owners Day One MiFID II - Fundamentals Comparison with MiFID... Learn about: Fixed Income Attribution, MiDIF 1, Financial Market...

...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...

...CCPs, hedge funds), which participants can take away for immediate application. All participants will also receive a copy of Dr Marc Henrard’s book “Interest... Learn about: Interest Rate Modelling, Risk Management, Financial Training...

...This course explains and describes the counterparty credit risk in OTC derivatives and other valuation adjustments in relation to collateral... Learn about: Loan equivalents, Middle office, OTC Derivatives...

...Link expectation pricing to random walk The cost of dynamic hedging Theta / gamma ratio: the meaning Multiple meanings of “volatility trading” Estimating... Learn about: Volatility swaps, IT risk, Excel work...

...cycle Asset class performance in business cycle phases TAA and alpha generation Characteristics of financial crises Managing downside risk Tactical solutions... Learn about: Asset Performance, Global strategic, Financial Training...

...Single Asset / Liability Method Maturity Matched Funding FTP in large International Banks Spot based Spot + Spread Time Weighted Moving Average Other Applications... Learn about: Fund derivatives, Net Funding, 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: Financial Training, Instrument assessment, Equity analysts...

...quantitative health assessment of banks as distinct from partial CAMEL based approaches Role of stress testing in Comprehensive Capital Analysis and Review (CCAR)... Learn about: Risk Management, Econometric techniques, Wholesale Lending...

...Liquidity at Risk; Stress VaR, Expected Shortfall (CVaR) & other mitigating measures Sensitivity Analyses Incremental, component and Marginal VaR Augmenting... Learn about: IT risk, Risk Management, Bootstrapping Errors...