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 2nd 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:
A comprehensive workshop 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 programme is fo
The key focus of this course is on practical application and will draw on the real world experience of the course leader. This emphasis on the 'practical' will also be reflected in the manner of deliver. Delegates will gain access to recent ‘state of
This course enables participants to get a deep overview of high frequency trading (HFT) from market structure to the specific technologies and techniques used in this fast growing section of the capital markets.
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 incorpora
This course enables participants to get a deep overview of high frequency trading (HFT) from market structure to the specific technologies and techniques used in this fast growing section of the capital markets.
Date: 28th - 30t
Addressing the critical challenges facing risk professionals including Regulatory Uncertainty, Strategy & Planning, Reporting & Communication, Role & Responsibility Of The Board, Risk Culture, Defense Methodologies, Risk Appetite & Tolerance, Operati
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 incorpora
Following the not so well-perceived European stress testing exercises in 2010 and 2011, coupled with the waning acute nature of the crisis, the time for a change is now here.
Even though EU-wide stress testing was postponed, there is no reason to rest
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
A comprehensive workshop on pricing and managing interest rate derivatives.
This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough grounding in these instruments.
SIRACon is the pulse point of the fledgling Information Risk Management (IRM) industry where leading practitioners connect. Literally unlike any other security or privacy conference, "risk" isn't just a buzzphrase we insert into the titles of some of
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!
