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All events starting in October

Event: Inflation Derivatives and Index-Linked Bonds

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

The market for inflation derivatives and other index-linked products is growing rapidly. The programme covers the mechanics of the instruments, their valuation and how they can be used to take or hedge inflation exposure alone or embedded in other structures.

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

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

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

Event: Interest Rate Derivatives 2: Structured Products

Starting on: Wednesday 4th of October, 2017. Posted by: LFS- Capital Markets Learning.

A comprehensive workshop on pricing and managing structured interest rate derivatives.

Event: Bank Stress-Testing - CCAR, DFAST, and ICAAP

Starting on: Thursday 5th of October, 2017. Posted by: LFS- Capital Markets Learning.

This two-day program focuses on Bank Stress-Testing from a US bank perspective (including foreign banks active in the US). The capital stress-testing models presented can be used for Dodd-Frank Act required company-run stress tests under the same macroeconomic assumptions as used in the Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Supervisory Stress Test (DFAST).

Event: Fundamental Review of the Trading Book

Starting on: Monday 9th of October, 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: Fixed Income Attribution

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

A 2-day programme by Rupesh Tailor covering the latest techniques used for fixed income attribution.

Event: ommodity Markets and Structured Commodity Finance

Starting on: Monday 16th of October, 2017. Posted by: LFS- Capital Markets Learning.

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.

Event: Bilateral Margin Requirements and SIMM - The Impact of Mandatory Margining and Central Clearing

Starting on: Monday 16th of October, 2017. Posted by: LFS- Capital Markets Learning.

Regulation is requiring that OTC derivative markets implement bilateral margin rules. These rules are being phased-in with the aim of reducing systemic risk and promoting central clearing. This, along with related implications, is creating significant changes in the nature of collateralization both in terms of variation margin and initial margin – with the latter, in particular, being very complex to model in terms of costs and risk mitigation benefit.

Event: Fundamental Review of the Trading Book

Starting on: Monday 16th of October, 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.