Free Webinars

Members Area Webinars: Register Today

• Bank Treasury: Core Risk Management Principles of Banking by Moorad Choudhry

• Interest Rates: Modelling Interest Rates by John Hull

• Options Pricing: Options as Optimizations: A Dual Approach to Derivatives Pricing by Peter Carr

• XVA: Nonlinear Valuation in Presence of SCSA/CCPs Under Margining, Gap Risk and Funding Costs by Damiano Brigo

• XVA: The Impact of OTC Clearing by Jon Gregory


Webinars (non members):

• AAD: Retrofitting AAD to Your Existing C++ Library Using Tape Compression by Alexander Sokol

• Distributed Ledgers for Financial Markets by Massimo Morini

• Interest rates: Mixing The SABR For Negative Rates: Analytical Arbitrage-Free Solution by Dr. Alexander Antonov

• XVA: MVA and Capital Efficiency: Accurate Dynamic SIMM Simulation via AAD by Justin Chan

• XVA: Chebyshev Spectral Decomposition for Ultra-efficient Risk Calculations by Ignacio Ruiz

• XVA: Efficient MVA via Dynamic SIMM Simulation by Ignacio Ruiz

• XVA: Need for Speed: Technology Challenges for OTC Derivatives by Andrew Green

• XVA: Need for Speed: Technology Solutions for OTC Derivatives by Ignacio Ruiz

• XVA: Rethinking Margin Period of Risk by Alexander Sokol

• XVA: The Black Art of FVA by Claudio Albanese

• XVA: Cost of Collateral for Clearing by Dmitry Pugachevsky

• XVA: IFRS 13 - Accounting for CVA & DVA by Dmitry Pugachevsky & Roman Bedau

• XVA: Estimation of Real World Drift in Interest Rates and Credit Spread using Local Price of Risk by Alexander Sokol


For all live webinars:

Lectures will be hosted via the WebEx platform