- AIFI Information Session: The Artificial Intelligence Finance Institute (AIFI)
- AAD: Retrofitting AAD to Your Existing C++ Library Using Tape Compression by Alexander Sokol
- BTRM Information Session (Recording) by Chris Westcott: Head of BTRM Faculty
- BTRM Information Session (Recording) by Moorad Choudhry: BTRM Designer and Founder
- BTRM Webinar: Capital and Liquidity Regulatory Update by Jonathan Farnan
- BTRM Webinar: Intra-day Liquidity Risk by Christopher Westcott
- Bank Treasury: Core Risk Management Principles of Banking by Moorad Choudhry
- Chebyshev Tensors and Machine Learning in DIM Calculations by Mariano Zeron
- Computational Challenge of IMA FRTB. Solutions via Chebyshev Tensors, Wednesday, 2 October 2019
- Deep Neural Net Applications in the Capital Markets by Ryan Ferguson
- Distributed Ledgers for Financial Markets by Massimo Morini
- Interest rates: Mixing The SABR For Negative Rates: Analytical Arbitrage-Free Solution by Dr. Alexander Antonov
- Interest Rates: Modelling Interest Rates by John Hull
- MLI Applications Of Reinforcement Learning In Finance by Ivan Zhdankin
- MLI Information Sessions: Machine Learning Institute Certificate in Finance (MLI)
- MoCaX Intelligence Tutorial Library
- Navigating Bank Treasury and ALM Practice Through the Covid-19 Stress Event by Moorad Choudhry
- Neural Networks with Asymptotics Control by Alexandre Antonov
- Neural Networks Applied to Pricing and Calibration of New Stochastic Volatility Models by Jörg Kienitz
- Options Pricing: Options as Optimizations: A Dual Approach to Derivatives Pricing by Peter Carr
- Python For Finance by Saeed Amen
- The Oracle BTRM Conference: London, 20th March 2019
- The Evolution of Enterprise Model Risk Management by Jos Gheerardyn
- 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: 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
- 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