30 training courses found
A comprehensive workshop on pricing and managing interest rate derivatives. The course starts with the building blocks and uses plenty of practical exercises covering hedging, valuation and risk management to ensure delegates gain a thorough grounding in these instruments.
This programme will give you a deep understanding of derivatives accounting and the application of hedge accounting for the interest rate, inflation and FX markets. Learning is based on an intense use of real cases, applying IFRS9 step-by-step.
Get past all the hype around blockchains and gain a definitive understanding of the current state, as well as realistic expectations, of this technology. Learn how distributed ledgers can be used to improve the security and accuracy of financial transactions and derivatives contracts.
This advanced three-day course covers the pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products. FX exotics are becoming increasingly commonplace in today’s capital markets.
The amount of data available to manage risk in a portfolio as well as the information needed to perform a thorough financial analysis of a company grow at an ever increasing speed. Moreover, data can no longer be gathered from one single source of information.
A comprehensive programme on the design, use and pricing of structured products. This course explains how the products are constructed, hedged and applied in live situations.
This 3-day intensive programme reviews the best practice in quantitative modelling for commodity derivatives. The emphasis is on the pricing, hedging, and risk management of energy and metals derivatives and their price behaviour within the commodities market.
The use of probability theory in financial modelling can be traced back to the work on Bachelier at the beginning of last century with advanced probabilistic methods being introduced for the first time by Black, Scholes and Merton in the seventies. Modern financial quantitative analysts make use of sophisticated mathematical concepts, such as martingales and stochastic integration, in order to describe the behaviour of the markets or to derive computing methods.
The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, and those that cope more easily with the new market characterised by large basis spreads and CSA discounting or funding and CVA adjustments. Discover new developments and cutting edge techniques in Libor and Swap Market Models.
This course provides a framework to formulate global asset allocation and trading strategies through the business cycle. It includes discussion of the main themes forming the background to global markets: efficacy of macro policies, including austerity, stimulus, monetary and fiscal policies; ‘exit strategies’ from unconventional monetary policies; economic imbalances; the sovereign debt crisis; and the potential of higher inflation.
Strategic ALM can significantly improve financial performance by delivering a better balance between returns and risks across a more comprehensive set of both on- and off-balance sheet assets and liabilities. This advanced programme covers best practice in Asset-Liability Management (ALM), as well as ALM’s role as a strategic function in financial institutions.
This course explains and describes the valuation adjustments in derivatives pricing in relation to counterparty risk, collateral, funding and capital components. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants and calculation of CVA, DVA, FVA, ColVA, KVA and MVA.
This programme provides a sound understanding of the up-to-date practical realities of trading and risk managing correlation, especially equity and equity/forex. The course will draw heavily from recent markets case studies, and the real practices used at large financial companies, highlighting the weaknesses and pitfalls where needed.
A practical 2-day course presented by Rupesh Tailor. This course begins with foundation work covering background on the high yield and leveraged finance market, the instruments and their key terms and conditions, leveraged buyout (LBO) structuring and a cash flow template that provides key insights on corporate debt service capacity.
A two-day course covering the challenges and opportunities arising from the new regulatory changes from Basel III as well as other major European, U.S.
This programme covers the latest trends in quantitative modelling for asset allocation and portfolio construction, using new approaches that move away from static asset class investing to a dynamic process considering risk factors and regime changes. Innovations suggested over the last ten years are contrasted with current industry practice and illustrated with examples with an eye for practical implementation.
Modern finance portrays investment decision-making as rational choice. However, pure rationality does not describe how decisions are truly made.
Structured Commodity Finance and Commodity Spot and Derivatives - Course Overview Commodities have experienced lots of changes over the last 25 years: after a decade of stagnant prices in the 1990s followed by a large rise in the years 2000 all the way into 2008 and a collapse at the time of the financial crisis, the price behaviour since the end of 2008 has been commodity-specific. In the world of today’s low energy prices, trading strategies have to be more subtle and should be organized around spreads, term structure of forward prices.
A 2-day programme by Rupesh Tailor covering the latest techniques used for fixed income attribution. This hands-on course enables participants to get a practical working experience of fixed income attribution, from planning to implementation and analysis.
This programme gives you a deep understanding of the key differences between volatility models and their implications for trading and risk management. The course starts by analysing the role of volatility in current financial markets including the causes and impact of volatility smiles on a variety of financial products.