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Executive Education for Capital Markets

Dear ,

This advanced course gives attendees the tools to understand, implement and manage XVA’s.

The programme starts by describing pricing under CSA and multicurve; followed by building a modelling framework for implementing an efficient XVA platform. It covers CVA/DVA, Funding and Capital adjustments - from modelling and regulatory aspects to accounting choices, through to market best-practice and cutting-edge issues.

Sections are devoted to Initial Margin, Collateral Currency options and other adjustments and mitigations. The course concludes by describing hedging under both a strategic and an implementation point of view.

Download the PDF brochure or click the link below for more details:

XVA Modelling and Computation

12th - 14th December, London

Course Leader: Dr Massimo Morini is currently Head of Interest Rates, Credit and Inflation Models at Banca IMI Intesa San Paolo (where he is also responsible for coordinating Model Research). He is a Professor of fixed income at Bocconi University and was Research Fellow at Cass Business School of London City University.

Dr Morini holds a PhD in Mathematics and a MSc in Economics and regularly delivers advanced training on credit modelling, interest rate market models, correlation modelling and model risk. His papers appeared on journals including Risk Magazine, Mathematical Finance, the Journal of Derivatives and Applied Mathematical Finance.

WHAT OUR CLIENTS SAY:

"This is my 3rd course at LFS and again I have not been disappointed. The course as well as the organization were perfect." (Senior Software Engineer - Commerzbank AG)

"Great course, excellent program and very good presentation - strongly recommended." (Head of Multi-Asset Strategies - Fondaco Sgr Spa)

Call me on +44 207 378 1050, email Dilip.Prabhakar@Londonfs.com or use the online chat button below to discuss details.

You might be eligible for preferential rates. Please check with us to find out if your company is a member of our Global Client Programme.

Interested in running our public courses in-house? Contact our in-house team to discuss details.

Kind regards,
Dilip

Dilip Prabhakar
Head of Desk-EMEA Sales
Tel: +44 20 7378 1050

London Financial Studies is a tightly focused teaching consultancy specializing in capital markets, with strong expertise in derivatives, quantitative analysis and econometrics. LFS is recognized by the CFA and GARP as providing executive education of the highest quality. Institute members are eligible for CE/CPD credits from this course.

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