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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.

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.

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.

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.

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.