Events

This course explains and describes counterparty risk and the quantification and management of CVA. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants and

A three-day advanced programme covering best practices in Asset-Liability Management (ALM), as well as ALM’s relationships to capital and performance for financial institutions. ALM will be shown to have evolved beyond basic management of incremental

This 9th edition marcus evans conference identifies the main challenges in stress testing, offer practical case studies informing delegates how to address them, and then goes one step beyond this to look at how the resolution of these challenges can

The Tax Officers Summit XVI is the premium forum bringing tax executives and solution providers together. As an invitation-only event, taking place behind closed doors, the Summit offers solution providers and tax executives an intimate environment f

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. T

Commodity prices have experienced unprecedented volatilities in recent years driven by geopolitical events, macro uncertainties and shrinking supply against a major shift in demand from the BRICs. In this highly uncertain environment, executives are

Access the latest developments in technique at this practical two day training course.

For more information and to REGISTER with 10% discount quote VIP code FKM62659GRCL.
13 & 14 November 2013, November, Central London

Addressing the practicalities of:

The course starts by analysing the role of volatility in the current financial markets including the causes and impact of volatility smiles on a variety of financial products. This leads into sessions on the application of a range of volatility deriv

The Fundamentals of
Retail Credit Risk Modelling
under Basel
11 - 12 November 2013 |  Novotel London Tower Bridge, London

*Visit the website for more information and to SAVE 15% on registration fees quote VIP code FKM62662GRC*

Explore proven methods fo

“Statistics in Financial Risk Management”, on Thursday, November 7, 2013, is a one day event focused on statistical issues and applications in risk management and hosted by the Rutgers Financial Statistics and Risk Management program on the Universit

This 3-day intensive programme reviews the best practice in quantitative modelling for commodity derivatives. The emphasis is on the pricing, hedging, and risk management of energy and metals derivatives and their price behaviour within the commoditi

An intensive 3-day programme providing hands-on experience in accounting for derivatives for the equity, FX and interest rates markets. The complex topic of hedge accounting is demystified through the use of practical cases.

The programme provides a c

The EQuanT bootcamp is an intensive and practical training for professionals, researchers and practitioners willing to boost their knowledge and skills in quantitative analysis, modelling, simulations and pricing techniques with application to energy

The objective of this two day workshop is to familiarize participants with the products, trading conventions, pricing models and applications of credit derivative products as well as structured debt products. Products covered include Credit Default S

This course will give you a deep understanding of the challenges faced by banks when applying financial instruments including derivatives accounting under IFRS 9 and when assessing whether a structured entity (i.e. a special purpose vehicle) should b

This class explains and describes counterparty risk and the quantification and management of CVA. The ideas are built up sequentially and workshops are used to develop the key ideas including simulation of exposure, the impact of risk mitigants and c

The GFMI marcus evans 2^nd Annual Collateral Management Conference is a two-and-a-half day, educational focused meeting. Driven by single-track, case study presentations, the meeting will divulge how financial institutions are managing the liquidity s

This workshop will provide delegates with a comprehensive understanding of the concept of risk appetite and its effective use within financial institutions. In so doing the workshop will explore the following areas:

• The definition of risk appetite
• The