Risk Managers - Training Resources

Introduction to Commodities Course Outline Current commodity markets have been growing and evolving for almost thirty years. Today, markets are more transparent, traded by a much more diverse group of financial participants and have been significantly impacted by globalisation vs. regional markets of the past. The key to participating successfully in these markets is to understand the unique features that exist in each  more...

Commodities and Commodity Derivatives Course Outline The current explosion of activity in commodity markets - expressed by the amount of capital flowing into this asset class and the remarkable growth of hybrids, structured notes and commodities indexes - makes this course essential for all those needing a thorough and detailed understanding of both spot and derivative transactions. The programme will cover fundamental issues such  more...

FX Exotic Options Course Outline Foreign Exchange exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market. Delegates  more...

Property Derivatives ...ourse is useful for property investment desks and houses, risk managers that have to deal with this array of new derivatives, product control and model validation teams, hedge fund participants aiming at trading on the nascent real-estate derivatives markets, traders, research and policy departments. Prior Knowledge: * Basic knowledge of financial markets and instruments (bonds, swaps,  more...

Structured Products Design Pricing and Implementation Course Outline A comprehensive seminar on the design, use and pricing of structured products. This course explains how the products are constructed, hedged and applied in live situations. Practical workshops illustrate the details of product design and use. They provide participants with the confidence that stems from a solid understanding of the current frameworks for pricing and applying  more...

Volatility Trading and Managing Risk Course Outline The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices. This leads into sessions on the application of a range of standard volatility derivatives such as VIX futures and options and volatility swaps. The final part of the programme covers the treatment of volatility in the more  more...

Implementing Fundamental Quantitative Techniques ...arkets. The seminar will be of special interest to: * Risk managers * System developers * Traders and derivatives teams * Consultants and brokers Objectives To provide practitioners with a practical understanding of how a range of tools can be used to manage analyse and price financial instruments. Participants will study: * Principal components * Duration and the impact  more...

Intermediate Mathematics Understanding Stochastic Calculus Course Outline 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. The modern financial quantitative analysts make use of sophisticated mathematical concepts, such as martingales and stochastic  more...

Advanced Mathematics Financial Tools and Applications ...omorrow. Who The Course is For Quantitative analysts, risk managers, product controllers, financial engineers, researchers. Past participants have included: Chief investment officers, Asset Managers, Strategists, Private Banks, Relationship Managers. Prior Knowledge: Differential calculus, yield curves, duration, convexity, covariance matrix, Riemann integral, ODE (covered in Maths  more...

The Impact of Economic Data on Financial Markets ... * Traders * Corporate treasurers * Investment and risk managers * Consultants * Sales people Prior Knowledge General concepts of macroeconomic and applied economic theory, broad goals of monetary and fiscal policies, basic principles of financial products, probability theory. Objectives This programme will provide an understanding of what economic data mean and how they  more...

Risk Management and Modelling ...he Course is For * Traders and Dealing Room Staff * Risk Managers * Middle Office and Senior Managers * Investors * Quantitative Analysts, Financial Engineers and Systems Developers * Structured Products Desks, Product Controllers and Researchers * Loan Portfolio Managers and Fund Managers * Credit Analysts and Credit Risk Managers Prior Knowledge * Numerate background  more...

Using Inflation Derivatives in Today s Market ...posure alone or embedded in other structures. Traders, risk managers, fund managers, project finance and structured finance practitioners, accountants, auditors, consultants and anyone interested in the use and operation of index linked securities and their derivatives.More than half of the seminar is devoted to practical small group sessions. These intensive exercises include simulations  more...

Mortgage-Backed Securities Assessment Management of Risk ...nd equity release mortgages. Who the Course is for * Risk Managers * Portfolio Managers * Hedge Fund Managers * Structured Product Desks, Product Controllers and Researchers * Rating agencies involved with mortgage backed securities Prior Knowledge * Basic knowledge of financial markets and instruments (bonds, swaps, caps, floors, options) in terms of mechanics and  more...

Equity Derivatives Valuation and Management ... Past participants have included: Traders, Loan Officers, Risk Managers, Fixed Income Professionals & Sales People, Fund Managers, Investors, Middle Office Managers, Senior Managers, Quantitative Analysts, Structured Products Desks, Researchers, Financial Engineers, Compliance Staff, Auditors, Dealing Room Staff, Systems Developers, Product Controllers, Loan Portfolio Managers, Credit Analysis,  more...

Equity Derivatives Advanced Models ...es Who The Course is For * Quantitative analysts * Risk managers * Fund managers * Financial engineers * Researchers * Credit managers * Accountants * Corporate and financial consultants * Treasury managers * Portfolio managers * Venture Capital executives Prior Knowledge Probability theory, basics of stochastic processes, basic concepts of financial products,  more...

BGM Market Models Calibration Smile Pricing and Advances with lessons from the Crisis Course Outline The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest  more...

Interest Rate Derivatives 2 Second Generation Techniques Course Outline A comprehensive seminar on pricing and managing second generation interest rate derivatives. What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace. This intensive seminar is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives  more...

Data Analysis for Risk Management Course Outline In current market conditions an understanding of the key econometrics principles is essential to risk management. This programme introduces the main concepts in econometrics that are needed to understand and manipulate data sets and basic models to tackle practical problems faced daily by organisations operating in the capital markets. The course is highly relevant for anyone who  more...

Modelling Financial Risk Course Outline In current market conditions a rigorous approach to risk management is essential. This programme applies some of the latest econometric and data handling techniques to practical problems faced daily by organisations operating in the capital markets. The course is highly relevant to anyone analysing or interpreting financial market data. Who The Course is For * Traders *  more...

Convertible Bonds and Securities Course Outline This course explains in detail the broad range of convertible securities and associated applications and trading strategies. Participants will undertake a series of workshops to explain the key ideas including pricing convertible bonds, the incorporation of credit risk, calculating Greeks and simulating trading strategies. Exercises and pricing models are implemented using Excel  more...

Problem Loan Management Navigating the Credit Crisis Course Outline After marginal loans are closed and funded there is usually an opportunity for the loan officer to observe warning signs to prevent those loans from becoming classified or even going into bankruptcy. This course provides a strong analytical foundation so delegates can set up an effective ?Early Warning System? for prospective borrowers and loans already in the portfolio. This  more...

Quantitative Techniques for Credit Derivatives Course Outline The objective of this course is to develop a solid understanding of the current framework for modelling and pricing credit derivatives. Participants will gain the mathematical and practical background necessary to apply the various models in the market and will learn about recent advances in the field. Who The Course is For * Quantitative analysts * Risk managers *  more...

Credit Derivatives 1 Risk Management Trading and Arbitrage Course Outline Credit derivatives are integral to making sense of today?s markets. This two-day course provides a comprehensive view of how credit derivatives are used for risk management, to create profitable opportunities through trading and arbitrage, and to create liquidity. It will provide an in-depth description of all credit products including Default Swaps, Total Return Swaps, Credit  more...