Attend this intensive two-day training course and develop a deep understanding of:
Dates: 27-29 November 2017, 16-18 April 2018
Venue: Central London
Course Leader: Clive Corcoran, Finance and Investment Expert
Course fee: £2199.00 + VAT @ 20% = £2638.80
Exercises include; Excel models which permits the calculation of key bond metrics; Excel model to illustrate how Fed Funds futures can be used to estimate probabilities of decision by the Federal Open Market Committee (FOMC); Application of actual stress testing techniques applied to duration characteristics of a balance sheet Funds Transfer Pricing (FTP)
Case studies include: The Taylor rule as an alternative to judgement based monetary policy; Excel model illustrating duration gap measurement and impacts of changing the duration characteristics; Risks of prolonged period of ultra-low interest rates in developed economies; FTP as cornerstone of balance sheet and liquidity risk management
Clive Corcoran has been engaged in the finance and investment management sectors, on both sides of the Atlantic, for more than 25 years. Since re-locating to the UK in 2000, he has continued as an FCA registered investment adviser, to be engaged in providing strategic investment advice to private clients and pension funds. During recent years he has written several books on international finance, focusing on asset allocation and risk management. He also has also been very actively involved in executive education on a global basis for finance professionals. He conducts workshops and in house courses on a variety of topics including risk management, Basel III and capital adequacy, central banking, systemic risk, asset allocation techniques, credit risk, market risk and derivatives.