2695 Courses in Rochdale

Overview 2 day applied course in modelling Basel IRB parameters and generating IRB Pillar 1 credit risk capital requirement for a mixed retail and corporate loan book Who the course is for Credit risk management, model validators and quants Loan officers / loan portfolio management ALM staff Bank investors – equity and credit investors Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview 1 day course on IFRS 9 expected credit loss modelling, both for financial statement and capital stress testing purposes Who the course is for Credit risk management Quants ALM staff Finance Internal audit External auditors Bank investors – equity and credit investors Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview This is a 2 day course to learn ALM tools to achieve strong and market-resilient, actuarially-resilient Solvency 2 (S2) ratios at Group consolidated level and at key cash-remitting entities to ensure dividend stability. For those not fully familiar with Solvency 2, this course is best taken in conjunction with “Solvency 2” Who the course is for Capital management / ALM / risk management staff within insurance company Investors in insurance company securities – equity, subordinated bonds, insurance-linked securities Salespeople covering insurance companies Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview 1 day course to gain real insight into the Solvency 2 balance sheet dynamics, both under standard formula and our illustrative internal model Who the course is for Capital management / ALM / risk management staff within insurance company Investors in insurance company securities – equity, subordinated bonds, insurance-linked securities Salespeople covering insurance companies Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview 2 day course on key interest rate derivative products, covering both theory (product mechanics, market conventions and valuation) and practice (wide range of applications for wide range of market participants showcased) Who the course is for Interest rate traders, salespeople and quants Asset-liability management staff with banks and insurance companies Fixed income and credit asset managers / hedge funds / pension funds / insurance companies Corporate treasurers Risk management Anyone using interest rate derivatives Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview 1 day course covering mechanics, pricing and applications of cross currency swaps (CCS) and cross currency basis swaps (CCBS) Who the course is for Corporate treasurers and financial institution asset-liability management staff Interest rate and FX derivative traders, salespeople and quants Multi-lateral development banks Fixed income asset managers Risk management Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview The first half of the course will cover all the essential tools of the currency markets – spot FX, forwards, FX swaps and NDFs. We look both at the pricing of these products and also how customers use them. The afternoon session will cover a range of important topics beyond the scope of an elementary course on currency options. We start with a quick review of the key concepts and terminology, and then we look at the key exotics (barriers and digitals) and how they are used to create the most popular customer combinations. We move on to look at the currently most-popular 2nd generation exotics, such as Accumulators, Faders and Target Redemption structures. Who the course is for FX Sales, traders, structurers, quants Financial engineers Risk Managers IT Bank Treasury ALM Central Bank and Government Treasury Funding managers Insurance Investment managers Fixed Income portfolio managers Regulators Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview Understand the role of corporate structure, dividends and equity indices in equity markets. Become familiar with the building blocks of repos / stock lending, futures and forwards – and how to use these products. Understand how to price, and risk manage equity swaps and dividend swaps. Gain experience in their uses in trading, corporate finance and portfolio management. Learn how to price equity options and the features that make them different from other asset classes, explore how to use these products for taking equity risk, yield enhancement and portfolio protection. Understand strategies designed to trade / hedge volatility using options. Who the course is for Risk management Finance Sales and trading Treasury Technology Financial Engineering Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview This is a 2 day applied course on XVA for anyone interested in going beyond merely a conceptual understanding of XVA and wants practical examples of Monte Carlo simulation of market risk factors to create exposure distributions and profiles for derivatives used for XVA pricing Learn how to do Monte Carlo simulation of key market risk factors across major asset classes to create exposure distributions and profiles (with and without collateral) for derivatives used for XVA pricing. Learn how to calculate each XVA. Learn sensitivities of each XVA and how XVA desks manage these. Learn regulatory capital treatment of counterparty credit risk (both for CCR and CVA volatility) and how to stress test this within ICAAP or system-wide external, supervisor-led capital stress test. Who the course is for Anyone involved in OTC derivatives XVA traders XVA quants Derivatives traders and salespeople Risk management Treasury staff Internal audit and finance Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Overview This 1 day course focus on comprehensive review of the current state of the art in quantifying and pricing counterparty credit risk. Learn how to calculate each xVA through real-world, practical examples Understand essential metrics such as Expected Exposure (EE), Potential Future Exposure (PFE), and Expected Positive Exposure (EPE) Explore the ISDA Master Agreement, Credit Support Annexes (CSAs), and collateral management. Gain insights into hedging strategies for CVA. Gain a comprehensive understanding of other valuation adjustments such as Funding Valuation Adjustment (FVA), Capital Valuation Adjustment (KVA), and Margin Valuation Adjustment (MVA). Who the course is for Derivatives traders, structurers and salespeople xVA desks Treasury Regulatory capital and reporting Risk managers (market and credit) IT, product control and legal Quantitative researchers Portfolio managers Operations / Collateral management Consultants, software providers and other third parties Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now