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This seminar comes straight after the IASB propsals are announced in June and will examine how provisioning against loan losses is changing, the limitations of the incurred loss model and the practical challenges of calculating expected loss. This seminar is beneficial from both risk and accounting point of views.

This two day seminar looks at VaR following the new regulatory developments coming from the Basel committee and national regulatory authorities. It challenges how we can refresh our approaches to VaR, with a special focus on stressed VaR, backtesting and stress testing. This course will also look at how we can incorporate other risk sensitivity measures into the VaR methodology to make it more robust and reliable.

The ever changing landscape of counterparty credit risk means that up-to date information is essential for good business practice and this two-day course aims to do that, with sessions covering pricing, modelling exposure, the management of wrong way risk and the development of central counterparties. The course will also provide insight at collateral management the paramount weapon for counterparty risk reduction. Leading international and local experts will address all the of the topics above.

With increasing longevity continuing to be a concern to pension funds and insurers this course looks at the most effective tool to manage and mitigate longevity risk. With an ever growing number of products available, this course will examine the advantages and disadvantages of the various risk transference methods currently on the market.

This highly topical two day seminar will provide delegates with an in-depth examination of the proposed reforms and an analysis into their impact on the key processes involved in OTC derivative clearing and settlement.

These days building a robust liquidity management system is the top priority at many banks ahead of the expected introduction of tough new liquidity risk regulations at the end of this year and the easing of goverment support for many financial institutions. This two day course brings together leading industry practioners to address the liquidity risk management challenges th efinancial industry is currently facing along with practical guidance on how best to manage the new regulations.

This practically-orientated two day course will provide practical insights into how practitioners can improve the reliability of their valuation models.

This two day course will equip you with a better understanding of the theory and practice of measuring fair value of complex illiquid financial instruments.

In order to develop accurate ratings, systems must take into account qualitative and quantitative factors, often in portfolios where data is limited. This course will tackle these issues as well as engaging with the issues surrounding validating and testing models in stressful market conditions. The course speakers will make extensive use of real life examples to help bridge the gap between theory and practice.

Professor Steven Shreve will equip you with a thorough understanding of stochastic calculus in derivatives and interest rate models over the course of 2 days. This intensive course will train delegates in the application of continuous time financial mathematices, which underpin advanced finance.