All Courses

Asset Liability Management

  1. Bank Asset Liability Management Training
  2. ALM Banking Models – Assumptions, Conventions & Hacks
  3. Duration & Convexity Calculation Example
  4. Liquidity Risk Management Case Studies
  5. Duration, Convexity Calculator for US Treasuries
  6. Interest Rate Simulation Crash Course

Capital Adequacy

  1. Basel III – Liquidity Framework – Reforms to Global Liquidity Risk Regulations
  2. Basel III: Basel II Framework Revisions
  3. Internal Capital Adequacy Assessment Process (ICAAP) – Overview and Core concepts
  4. Middle Office review: Middle Office External Audit and review
  5. Liquidity Stress Testing

Corporate Finance

  1. Credit Analysis
  2. Credit Process
  3. Ratio Analysis
  4. WACC (Weighted Average Cost of Capital) & Beta

Derivative Pricing

  1. Computational Finance: Building Monte Carlo (MC) Simulators in Excel
  2. Derivatives Crash Course for Dummies
  3. Derivative Pricing, Risk Management, Financial Engineering – Equation Reference
  4. Interest Rate Options – Pricing Caps and Floors
  5. Pricing Interest Rate Swaps – The valuation and MTM course
  6. Exotic Option Pricing using Monte Carlo Simulation
  7. Monte Carlo Simulation – How to reference
  8. War on Greeks. The weekend Option pricing challenge
  9. Hedge Effectiveness – Jet Fuel Hedging
  10. How to Build a Fuel Hedging Simulation Model

Option Greeks

  1. Volatility Surfaces Modeling in EXCEL

Portfolio Optimization

  1. Portfolio Optimization & Management

Risk Management

  1. Advance Risk Management Workshop – Singapore
  2. Risk Models in EXCEL
  3. Stop Loss Limits – Review triggers
  4. Conditional Value at Risk Calculation in Excel
  5. What is Risk? What is Risk Management?
  6. Value at Risk models
  7. Correlation
  8. Liquidity Risk Management Case Studies
  9. Market Risk Metrics
  10. Setting Counterparty Limits, Market Risk Limits & Liquidity and Interest Rate Risk Limits

Treasury Products

  1. Treasury Operations

Asset Liability Management

  1. ALM – Crash Course – 3rd Edition
  2. Asset Liability Management (ALM) Crash Course – Package
  3. Asset Liability Management – Online Course
  4. Asset Liability Management, Value at Risk and Capital Adequacy – EXCEL & PDF Library
  5. Black-Derman-Toy (BDT) Interest Rate Model – Package
  6. Building Maturity & Liquidity Profiles for Deposits and Advances
  7. Cox-Ingersoll-Ross (CIR) Interest Rate model – EXCEL example
  8. Duration and Convexity for US Treasury Bill, Note and Bond
  9. Duration Convexity – EXCEL Example
  10. Fixed Income Bond Duration – Monthly Coupon Payment Frequency – EXCEL
  11. Heath Jarrow Merton (HJM) Interest Rate Model – Package
  12. ILAAP, ALM, LCR, NSFR Report validator
  13. Interest Rate Simulation Crash Course – Package
  14. Principal Component Analysis – PCA – US Treasury Yield Rates
  15. Value at Risk with Liquidity Premium

Capital Adequacy

  1. Basel III – Liquidity Framework
  2. Basel III Liquidity Framework ICAAP Training Value Pack
  3. Economic Capital – A Practioner’ s Guide
  4. ICAAP Sample Report Template & Executive Summary
  5. ICAAP – Credit EXCEL Example
  6. ICAAP – Overview & Core Concepts
  7. Stress Testing – Online Course
  8. Asset Liability Management, Value at Risk and Capital Adequacy – EXCEL & PDF Library

Corporate Finance

  1. Credit Analysis & Credit Process
  2. Credit Analysis – Financial Institution
  3. Credit Analysis – Financial Institution – EXCEL Example
  4. Corporate Finance – First Course – Includes case study
  5. Introduction to Financial Modelling
  6. Ratio Analysis
  7. Better EXCEL Charts

Derivative Pricing

  1. Delta Hedging and Greeks – Study guide + Excel value pack
  2. Derivative Pricing – Basic – Online Course
  3. Derivative Pricing – Advanced – Online Course
  4. Derivative Products – Package
  5. Derivatives Terminology Crash Course
  6. Exotic Option Pricing using Monte Carlo Simulation
  7. Forward Prices and Forward Rates – Calculation reference & detailed examples
  8. Forward Prices, Forward Rates and Forward Rate Agreements (FRA) – EXCEL Example
  9. Forward Prices, Spot Rates & Forward Rates, Yield-to-Maturity, Forward Rate Agreements (FRA), Forward Contracts and Forward Exchange Rates
  10. Monte Carlo Simulation – Variance Reduction Procedures – EXCEL Examples
  11. Monte Carlo Simulation – Models and Applications
  12. Monte Carlo Simulation – Online Course
  13. Monte Carlo Simulation – with Option Pricing – Package
  14. Monte Carlo Simulation – Package
  15. Pricing IRS – Module I – Term Structures
  16. Pricing IRS – Module I – Term Structures EXCEL Example
  17. Pricing IRS – Module II – IRS and CCS
  18. Pricing IRS – Module II – IRS and CCS EXCEL Example
  19. Pricing Interest Rate Options – Module III
  20. Pricing Interest Rate Options – Module III EXCEL Example
  21. Pricing Interest Rate Swaps and Interest Rate Options – Package
  22. Pricing Ladder Options using a Monte Carlo Simulator
  23. Simulation, Pricing, Delta Hedging & Greeks Master Package
  24. Understanding N(d1) & N(d2) – EXCEL Example
  25. Understanding N(d1) & N(d2) – Video
  26. Valuing Options – Black Scholes Example
  27. VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – EXCEL Example

Option Greeks

  1. Constructing Volatility Surfaces in EXCEL
  2. Hedging Higher Order Greeks using EXCEL’s Solver – Package
  3. Delta Hedging and Greeks – Study guide + Excel value pack

Portfolio Management

  1. Portfolio Optimization Models in EXCEL
  2. Portfolio Optimization Models in EXCEL – Online Course
  3. Portfolio Risk Metrics – EXCEL
  4. Asset Liability Management, Value at Risk and Capital Adequacy – EXCEL & PDF Library

Risk Management

  1. Calculating Value at Risk – Package
  2. Calculating Value at Risk – Online Course
  3. Calculating VaR for Futures and Options – EXCEL
  4. Comparing Value at Risk – Model, Methods and Metrics – EXCEL
  5. Deriving IRS Actuarial Tables H, S and R(2)
  6. Portfolio Optimization Models in EXCEL
  7. Portfolio Risk Metrics – EXCEL
  8. Portfolio VaR – EXCEL Example
  9. Quant Crash Course – Online Course
  10. Sample Counterparty Limit Proposal
  11. Setting Counterparty Limits – Package
  12. Value at Risk Example for Fixed For Floating Interest Rate Swaps – EXCEL
  13. Value at Risk using the Monte Carlo simulation with Historical Returns approach
  14. Value at Risk using VCV – EXCEL
  15. Value at Risk with Liquidity Premium
  16. VaR for FX Forwards and FX Swaps – EXCEL
  17. VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps – EXCEL Example
  18. Asset Liability Management, Value at Risk and Capital Adequacy – EXCEL & PDF Library
  19. Anti Money Laundering and FATF Review – Online Course

Start Ups

  1. Reboot
  2. Founder Puzzles

Treasury Products

  1. Constructing Volatility Surfaces in EXCEL
  2. Simulation, Pricing, Delta Hedging & Greeks Master Package
  3. Treasury Crash Course – Package