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Course Calendar Course Calendar

Valuation Adjustments: The XVA Challenge

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)


"The Counterparty Credit Risk course delivers real-world and in-depth insight in the different evolutions in this field."

(Managing Director - Belfius Bank)


"Great eye opening experience. Best course ever!"

(Senior Quantitative Analyst - Global Investment Bank)


"Great course. The content really dissected the counterparty risk aspects of trading and all of the relevant pieces that can impact CVA. Well done and I'd definitely recommend it to my colleagues."

(Business Development - Financial Software Firm)


About the teacher's Counterparty Credit Risk new book: "Congratulations to Jon Gregory. This is a very readable book about an area that has become increasingly important to all financial institutions."

(Professor - University of Toronto, Canada)


"Extremely helpful training for the individuals who would like to gain a better understanding about risk and collateral management."

(Assistant Manager - Rabobank International)