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Managing Risk of Exotic Products

New market conditions have changed forever the way in which managers need to think about complex risk. In this course we look at lessons from the recent financial crisis and how to avoid explosions of risk from illiquid and complex products during times of financial stress. Lessons learned call for a re-assessment of tools available for the management of exotic risk. More than ever, it is necessary for managers to gain a handle on complexity and understand the most common mistakes made by traders and financial engineers when they model and hedge exotic structures. This workshop will explore through practical real-life examples and PC-based exercises strategies and techniques for robustly managing these risks on a day to day basis. Presented by Simon Acomb

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  • Date:
  • Please contact us
  • Venue:
  • Central London
  • Fee:


  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in New York

Who The Course is For

  • Trading floor managers
  • Risk managers
  • Traders, managers of trading desk
  • Structured product teams, financial engineers
  • Middle office, product control
  • Quantitative researchers, model validation and control 
  • Bank and corporate treasury managers

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Prior Knowledge

  • Basic knowledge of financial markets and derivative instruments
  • Elementary mathematics and statistics (probability distributions mean, variance and correlation)
  • Microsoft Excel

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