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Order by date:

All events ordered by date created

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

Starting on: Monday 28th of November, 2016. 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. The ideas are built up sequentially and workshops are used to develop the key ideas including modelling, legal aspects, portfolio effects and the resulting calculation of CVA, DVA, FVA, ColVA, KVA and MVA.

Event: FX Exotic Options

Starting on: Monday 21st of November, 2016. 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: Basel III: New Regulatory Requirements

Starting on: Thursday 13th of October, 2016. 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, U.S., and other  country regulatory pronouncements, and their implications for management of bank financial institutions.

Event: Strategic ALM, Treasury and Capital

Starting on: Monday 10th of October, 2016. 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.

Event: Modern Asset Allocation & Portfolio Construction

Starting on: Monday 4th of July, 2016. Posted by: LFS- Capital Markets Learning.

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.

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

Starting on: Monday 7th of November, 2016. Posted by: LFS- Capital Markets Learning.

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

Event: Basel III: New Regulatory Requirements

Starting on: Thursday 20th of October, 2016. 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, U.S., and other  country regulatory pronouncements, and their implications for management of bank financial institutions.

Event: Strategic ALM, Treasury and Capital

Starting on: Monday 17th of October, 2016. 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.

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

Starting on: Wednesday 20th of July, 2016. 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. The ideas are built up sequentially and workshops are used to develop the key ideas including modelling, legal aspects, portfolio effects and the resulting calculation of CVA, DVA, FVA, ColVA, KVA and MVA.

Event: Modern Asset Allocation & Portfolio Construction

Starting on: Wednesday 29th of June, 2016. Posted by: LFS- Capital Markets Learning.

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.