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BTRM Interview: What's on the Group CRO's Agenda for 2022?

 

AIFI - Latest Developments of Natural Language Processing and Reinforcement Learning in Finance

 

Modelling Strategic Risk to strengthen Banks’ Pillar 2 capital

 

The Unusual Computing of Electronic and High-Frequency Trading

 

Table-top crisis simulation for Bank Boards and ALCOs: The “Flight Simulator” Approach

 

Python for Finance: The Quantitative Developer Certificate - Saeed Amen

 

BTRM Partner Announcement: University of Northwestern Switzerland (FHNW)

 

Machine Learning and the Future Direction of Quantitative Finance

 

AIFI Webinar: Artificial Intelligence and the Future of Quantitative Finance

 

Mixing The Sabr For Negative Rates: Analytical Arbitrage-Free Solution by Alexander Antonov

 

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

 

Alexander Sokol - Machine Learning Models for Interest Rates and Credit

 

Maxime Bergeron - Completing Partial Implied Vol Surfaces with Variational Autoencoders

 

TPG-BTRM Webinar: USD Libor transition update and impact on Bank ALM Policy

 

The BTRM in conversation with Colin Johnson

 

ML in ALM - Sergio Cardona

 

Covid-19 stress event and bank risk management: lessons learned

 

MLI Information Session - January 2021

 

BTRM Information Session - December 2020

 

AIFI Winter Bootcamp 2021 Information Session

 

Advanced Topics in FRTB CVA (MAR50)

 

Advanced Topics in FRTB SA (MAR21-23)

 

Challenges Facing the City Of London - George Littlejohn

 

LIBOR Transition with Kevin Liddy

 

QDC Information Session - October 2020

 

BTRM Alumnus Interview - Periklis Thivaios

 

MLI Latin America - From Statistics To Machine Learning

 

BTRM Latin America - Managing ALM and NIM preservation during a period of ultra-low interest rates

 

ALM A Practical Approach - José Padilla and Olmo Vázquez

 

Moorad Choudhry - BTRM Thought Leadership Webinar - 2 July 2020

 

Neural Networks with Asymptotics Control - Alexandre Antonov - 11 June 2020

 

Python For Finance - Saeed Amen - 21 May 2020

 

New Stochastic Volatility Models - Jörg Kienitz - Thursday 14 May 2020

 

Deep Neural Net Applications in the Capital Markets - Ryan Ferguson - 30 April 2020

 

The Evolution Of Enterprise Model Risk Management - Jos Gheerardyn - 22 April 2020

 

QDC Information Session - 2 April 2020

 

BTRM - February 2020 Regulatory Update by Amitabh Singhania

 

Chebyshev Tensors and Machine Learning in DIM Calculations by Mariano Zeron

 

AIFI - Bootcamp Information Session

 

Computational Challenge of IMA FRTB. Solutions via Chebyshev Tensors by Mariano Zeron

 

MLI - Applications Of Reinforcement Learning In Finance by Ivan Zhdankin

 

BTRM - September 2019 Information Session by Moorad Choudhry

 

MLI - September 2019 Information Session by Adriano Koshiyama

 

MLI - June 2019 Information Session by Ivan Zhdankin

 

MLI - 'Clustering Algorithms' Sample by Paul Bilokon

 

MLI - 'Backpropagation' Sample by Terry Benzschwel

 

MLI - 'Financial Time Series Data' Sample by Francesca Lazzeri

 

MLI - Dimensionality Reduction Sample by Blanka Horvath

 

MLI - Ensemble Learning Sample by Adriano Koshiyama

 

BTRM Webinar: Basel III Final Form - A Concise Guide

 

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

 

4th BTRM Faculty Forum - Sample Clip

 

Quants Hub Webinar - Distributed Ledgers for Financial Markets by Massimo Morini

 

BTRM - Meet The Faculty, Sept16

 

BTRM Webinar - THE PRACTICAL ISSUES WITH THE IMPLEMENTATION OF BASEL 3 by Chris Westcott

 

BTRM - The Future of the Bank Treasury Department (Webinar Sample)

 

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

 

Need for Speed: Technology Challenges Solutions for OTC Derivatives by Ignacio Ruiz

 

Welcome to The BTRM

 

Dynamic SIMM for MVA - Ignacio Ruiz Quants Hub Webinar, April 2016

 

3rd BTRM Faculty Forum, March 2016

 

Rethinking Margin Period of Risk by Alexander Sokol - Webinar

 

BTRM Lecture 8 Sample

 

BTRM Lecture 19 Sample

 

BTRM Lecture 3 Sample

 

BTRM - Meet The Faculty

 

2nd BTRM Faculty Forum - June 2015, London

 

The Black Art of FVA by Claudio Albanese

 

A Look at QuantLib Usage and Development - Introduction

 

BTRM Faculty Forum - Feb 2015, London

 

R in Finance - Introduction

 

Advanced C++ in Quant Finance by Nick Webber - Introduction

 

Michael Aichinger Quants Hub Mathematica / UnRisk - Sample

 

Understanding Inflation and Inflation-Linked Products by Brice Benaben

 

'Python for Finance' by Dr. Yves J. Hilpisch - Course Introduction

 

F# and Functional Programming in Finance (Introduction) - Presented by Tomas Petricek

 

Counterparty Risk and Funding (Part 2) - Session Sample

 

Bank Liquidity Risk Management - Session Sample

 

Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital - Session Sample

 

Monte Carlo Simulation in Finance (Part 2) - Session Sample

 

Theory and Practice for the FVA - Session Sample

 

Contingent Capital Explained (Part 1) - Session Sample

 

Counterparty Risk and Funding (Part 1) - Session Sample

 

Contingent Capital Explained (Part 2) - Session Sample

 

Valuation Adjustments: Pricing and Risk - Session Sample

 

Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) - Session Sample

 

Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) - Session Sample

 

Advanced Equity Derivatives (Part 1) - Session Sample

 

Advanced Equity Derivatives (Part 2) - Session Sample

 

Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA - Session Sample

 

ADI Schemes for Pricing Options under the Heston model - Session Sample

 

Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models - Session Sample

 

Advanced Interest Rate Modelling (Part 2) - Session Sample

 

Advanced Interest Rate Modelling (Part 1) - Session Sample

 

Monte Carlo Simulation in Finance (Part 1) - Session Sample

 

Contingent Capital Explained (Part 2) - Jan De Spiegeleer

 

Theory and Practice for the FVA - Alexander Antonov

 

Contingent Capital Explained (Part 1) - Wim Schoutens

 

Monte Carlo Simulation in Finance (Part 2) - Jörg Kienitz

 

Monte Carlo Simulation in Finance (Part 1) - Jörg Kienitz

 

Advanced Interest Rate Modelling (Part 2) - Pat Hagan

 

ADI Schemes for Pricing Options under the Heston model - Karel in't Hout

 

Counterparty Risk and Funding (Part 2) - Stéphane Crépey

 

Advanced Interest Rate Modelling (Part 1) - Pat Hagan

 

Derivatives Pricing in the New Framework: OIS Discounting, CVA, DVA and FVA - Luis Manuel García

 

Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models - Roger Lord

 

Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital - Alexander Sokol

 

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