This programme covers the latest trends in quantitative modelling for asset allocation and portfolio construction, using new approaches that move away from asset class investing to a risk factor view.
Innovations suggested over the last ten years are
An intensive three-day workshop on trading and managing risk of vanilla equity derivatives.
Presented by Alberto Cherubini.
This program provides a solid understanding of modern vanilla equity derivatives and their markets, including best practices and
Model validation is never new, but with increasing concern from the regulators, together with the drastic change of market landscape, it is essential for all financial institutions to evaluate their model validation and governance framework comprehen
Tighter restrictions on model specification may drive a wedge between models used to calculate risk weightings and the models that banks use for other purposes such as pricing, capital allocation and the calculation of risk-adjusted returns.
This may
Now celebrating its 20th anniversary, RiskMinds International is the world’s largest & most senior gathering of the global risk management community, giving you the chance to share experiences & exchange knowledge with over 600 financial risk profess
Tighter restrictions on model specification may drive a wedge between models used to calculate risk weightings and the models that banks use for other purposes such as pricing, capital allocation and the calculation of risk-adjusted returns.
This may
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 adjustment
This course provides practical focus on coverage of the management techniques for treasury activities in financial, corporate, and government institutions. Despite organisational differences, treasuries in these various types of institutions share i
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.
9th Middle East Energy Security (MEESEC) Forum 2013 provides an unparalleled platform for global security professionals, highlighting latest strategies & technologies which can be implemented to effectively mitigate threats. Gain an in-depth examinat
A highly practical one day training course on operational risk reporting for business and regulatory purposes.
For more information and to REGISTER with 10% discount quote VIP code FKM62658GRCL.
Designing, Implementing & Enhancing Operational Risk Repo
A 2-day programme by Rupesh Tailor on advanced techniques 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. After co
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 austeri
The use of probability theory in financial modeling 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. Th
Two separately bookable one day training courses on consecutive days.
For more information and to REGISTER with 10% discount quote VIP code FKM62657GRCL.
20 & 21 November 2013 • Central London
Understanding the Fundamentals of Operational Risk in Financ
This programme covers the latest trends in quantitative modelling for asset allocation and portfolio construction, using new approaches that move away from asset class investing to a risk factor view.
Innovations suggested over the last ten years are
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.
Practical workshops illustrate the details of product design and use. They p
The 12th Elite Summit taking place from the 20 - 22 November at the Fairmont Le Montreux Palace in Montreux, Switzerland is the premium forum bringing together independent advisers of wealthy private investors and interantional fund and asset manager
This unique summit comprises of 3 separately bookable days:
Day 1 (conference):
CRD IV Capital
Practical techniques for implementing CRDIV Capital requirements
19 November 2013
Key case studies including:
• The PRA on Capital Regulation under CRDIV
• Ass
The 2nd Annual Liquidity Risk Management Congress (London, November 19 - 20) features more than 20 senior risk and treasury professionals from institutions including RBS, Lloyd's, Barclays, Santander, UBS, HSBC, Credit Suisse and many more.
Over 2-da
The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.
For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!
