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The xVA Challenge: Counterparty Credit Risk, Collateral, Funding and Capital

A "go-to" course for an understanding of xVA.

(Manager - OCBC)

The course provided a very good overview of all XVA components and their coherence. There was also a focus on new developments. Both the documentation and presentation were very good. I have recommended it to my colleagues.

(Product Controller - Rabobank)

Amazing course by Jon Gregory. Full of very good examples and clear explanations.

(Senior Manager - IBM Risk Analytics)

"The xVA course by London Financial Studies has covered all relevant topics of today's derivative valuation. Jon Gregory provided an excellent insight into recent developments and links theoretical knowledge with the current and future regulatory landscape."

(Rates Trading - Commerzbank AG)

Great overview of main topics that will challenge bank's derivatives business in the next years

(Treasury - Banca IMI)

The course exceeded my expectations, all topics were treated in a deep way, with a real world application perspective. Additionally, the professor was very didactic and showed a deep knowledge in the subjects discussed.

(Treasury Products Manager - Itau BBA)

"Jon Gregory is an excellent presenter and the course had the right amount of mathematical rigor and practical follow up. He covered all topics per the course outline following a very strict timeline such that content was allocated adequate time proportional to its complexity. Hands on spreadsheets and examples were sprinkled throughout the course so I could connect to the topics though they are not part of my day-to-day work. One of the best financial maths courses I took - ever."

(Senior Risk Analyst - PNC)

"Jon's course is one of the most practical courses I have attended in the area of Credit Exposure, CVA and capital."

(Markets Risk - Anz Banking Corporation)

"[...] (helpful) especially on credit exposure, CVA and funding. The overview of CCPs is also very relevant to my line of work. Would like to attend Dr Jon Gregory's future courses again. LFS did a marvelous job in organizing this event. I would definitely recommended my colleagues to attend courses here."

(Middle Office Operations - BIA)

"(The CVA course) covers all what we've been looking for. From the PFE,EE,EPE to Basel 3 requirements, clearing counterparties and credit risk management and valuations.The tutor provides us with his model where we can play around with and familiarize with the specific models which indeed helped me a lot in understanding the course.It was a great experience. Thank you LFS for arranging such training!"

(Middle Office Operations - BIA)