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 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.
Steven Shreve on Stochastic Calculus for Derivatives
14th October 2010 - 15th October 2010
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.
Steven Shreve on Stochastic Calculus for Derivatives
18th October 2010 - 19th October 2010
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.