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Order by date:

Events ordered by date created

Event: The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin and Central Clearing

Starting on: Wednesday 22nd of November, 2017. Posted by: LFS- Capital Markets Learning.

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, collateral effects, regulation and the resulting calculation of CVA, DVA, FVA, ColVA, KVA and MVA.

Event: FX Exotic Options

Starting on: Wednesday 15th of November, 2017. Posted by: LFS- Capital Markets Learning.

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.

Event: Convertible Bonds, Hybrids and CoCos: Issuing, Pricing and Investing

Starting on: Wednesday 8th of November, 2017. Posted by: LFS- Capital Markets Learning.

his course explains in detail a range of convertible securities, their applications and trading strategies (with special attention to hybrids and Contingent Convertibles - CoCos).

Event: Data Mining in Finance

Starting on: Monday 6th of November, 2017. Posted by: LFS- Capital Markets Learning.

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.

Event: Fundamental Review of the Trading Book

Starting on: Thursday 2nd of November, 2017. Posted by: LFS- Capital Markets Learning.

In January 2016, the Basel Committee on Banking Supervision issued a standards document commonly referred to as the Fundamental Review of the Trading Book (FRTB). The changes outlined in this document have a significant impact on banks globally - they cover numerous aspects of the trading book, including the definition of the trading book and trading desks, risk measurement and capitalization, and the supervision of internal risk models.

Event: Interest Rate Derivatives 1: Hedging and Managing Risk

Starting on: Tuesday 10th of October, 2017. Posted by: LFS- Capital Markets Learning.

Interest Rate Derivatives are an essential part of the financial marketplace. This comprehensive programme will equip you to use, price, manage, market and evaluate standard interest rate derivatives, currency and asset swaps.

Event: Electronic Trading and Algorithmic Execution

Starting on: Monday 28th of August, 2017. Posted by: LFS- Capital Markets Learning.

An analysis of the current state of electronic trading in both Equities and Fixed Income markets with a close look at the electronic Foreign Exchange markets.

Event: Advanced Bank Liquidity Management - Stress-Testing, Contingency Planning and FTP

Starting on: Monday 21st of August, 2017. Posted by: LFS- Capital Markets Learning.

This is a three-day in-depth course on best practice liquidity management for banks.

Event: Basel III: New Regulatory Requirements

Starting on: Monday 11th of December, 2017. Posted by: LFS- Capital Markets Learning.

A two-day course covering the challenges and opportunities arising from the new regulatory changes from Basel III as well as other major European and U.S. regulatory pronouncements, and their implications for banks and other financial institutions.

Event: Strategic ALM, Treasury and Capital

Starting on: Wednesday 6th of December, 2017. Posted by: LFS- Capital Markets Learning.

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.