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LONDON FINANCIAL STUDIES - Model Risk Management - Best Practices (New York)

https://www.londonfs.com/programmes/Model-Risk-Management-New-York/Overview

Model Risk Management - Best Practices. This program covers the key aspects relating to model risk management as practiced by leading financial institutions. The course addresses common issues of model design inadequacy, parameter flaws, interpolating and bootstrapping errors as well as reliance on back testing on out of sample data sets from a practical viewpoint. Manhattan - New York. Who The Course is For. Auditors (internal and external). Risk Managers and Risk Controllers. 1 212 710 1343. I thorough...

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LONDON FINANCIAL STUDIES - Team

https://www.londonfs.com/team

At London Financial Studies we are able to attract prominent practitioners and academics all of whom have a clear and thorough grasp of their subjects and wide practical experience. They are all expert communicators with the ability to impart their knowledge in a clear and engaging way. London Financial Studies is constantly expanding its range of programmes and we are always looking for exceptional people who would like to develop their careers. Fundamental Review of the Trading Book (London). Basel III...

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LONDON FINANCIAL STUDIES - High Yield and Leveraged Finance Analysis and Investing (New York)

https://www.londonfs.com/programmes/High-Yield-and-Leveraged-Finance-Analysis-and-Investing-New-York/Overview

High Yield and Leveraged Finance Analysis and Investing. This course begins with foundation work covering the background of high yield and leveraged finance markets, the instruments and their key terms and conditions, leveraged buyout (LBO) structuring, and a cash flow template that provides key insights on corporate debt service capacity. The program caters for delegates at all experience levels, from beginner, through intermediate to advanced. 30th November - 1st December 2016. Manhattan - New York.

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LONDON FINANCIAL STUDIES - Advanced Liquidity Risk: Contingency Planning, FTP and Stress Testing (New York)

https://www.londonfs.com/programmes/Advanced-Liquidity-Risk-Stress-Testing-and-Pricing-NY/Overview

Advanced Liquidity Risk: Contingency Planning, FTP and Stress Testing. An in-depth, 3-day examination of practical requirements for liquidity risk management, including a detailed step-by-step approach to stress-testing and extensive coverage of liquidity funds transfer pricing (LFTP). The programme also covers best practice and a framework for contingency funding plan with practical examples. Delegates will be able to use this information to benchmark and improve their banks CFPs. Manhattan - New York.

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LONDON FINANCIAL STUDIES - Basel III: New Regulatory Requirements (New York)

https://www.londonfs.com/programmes/Basel-III-new-regulatory-requirements-New-York/Overview

Basel III: New Regulatory Requirements. A two-day course covering the challenges and opportunities arising from the new regulatory changes from Basel III as well as other major European and U.S. regulatory pronouncements, and their implications for banks and other financial institutions. Groups are kept small and the course is devoted to practical workshops and case studies. 12th - 13th December 2016. Manhattan - New York. This course is also available in London. Who The Course is For. 1 212 710 1343.

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LONDON FINANCIAL STUDIES - Calendar

https://www.londonfs.com/calendar

Courses with this icon are available remotely via LFS Live. Blockchains and Distributed Ledger Technology. Interest Rate Derivatives 2: Structured Products. Structured Commodity Finance and Commodity Spot and Derivatives. Fundamental Review of the Trading Book. Data Mining in Finance. The xVA Challenge: Counterparty Risk, Collateral, Funding, Capital, Initial Margin, and Central Clearing. Interest Rate Derivatives 1: Hedging and Managing Risk. Modern Asset Allocation and Portfolio Construction.

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LONDON FINANCIAL STUDIES - Localinfo

https://www.londonfs.com/localinfo

LFS uses high quality training facilities located in the heart of New Yorks financial district. Lunch and refreshments are offered on-site or in a nearby restaurant, and participants have access to individual computers with all relevant software and internet access. Click here for directions. Please be advised that a photo ID may be required upon your arrival in the venue. The venue is most easily accessed by the following Subway lines:. Tel: 212 577 2933. Tel: 212 742 0003. Club Quarters Wall Street.

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LONDON FINANCIAL STUDIES - Roomhire

https://www.londonfs.com/training-facilities-virtual-classroom-hire

London Financial Studies (LFS) is a prestigious capital markets executive education specialist, offering its training facilities for hire at competitive rates. We are conveniently located near Tower Bridge, within easy reach of The City, West End and Docklands via Tower Hill tube and London Bridge station. Our 30ft x 24ft computer lab is arranged in a classroom style and includes:. Individual PCs / laptops running MS Office 2010. Touchscreen laptop and tablet for instructors. Using the latest distance le...

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LONDON FINANCIAL STUDIES - Structured Commodity Finance and Commodity Spot and Derivatives (New York)

https://www.londonfs.com/programmes/Commodities-and-Commodity-Derivatives-in-New-York/Overview

Structured Commodity Finance and Commodity Spot and Derivatives. Commodities have experienced lots of changes over the last 25 years: after a decade of stagnant prices in the 1990s followed by a large rise in the years 2000 all the way into 2008 and a collapse at the time of the financial crisis, the price behavior since the end of 2008 has been commodity-specific. The content is designed for traders in financial institutions, managers in pension funds and insurance companies, risk executives and corpora...

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LONDON FINANCIAL STUDIES - Bank Stress-Testing – CCAR, DFAST, and ICAAP (New York)

https://www.londonfs.com/programmes/Bank-Stress-Testing-Analysis-and-Valuation-New-York/Overview

Bank Stress-Testing CCAR, DFAST, and ICAAP. This two-day program focuses on Bank Stress-Testing from a US bank perspective (including foreign banks active in the US). The capital stress-testing models presented can be used for Dodd-Frank Act required company-run stress tests under the same macroeconomic assumptions as used in the Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Supervisory Stress Test (DFAST). 28th - 29th November 2016. Manhattan - New York. Who The Course is For.