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Doit on respecter la nature dissertation examples

Doit on respecter la nature dissertation examples best resume writing service for attorneys useful irish phrases for essays leaving cert geography ´╗┐at London Financial Studies we focus exclusively on capital markets our programmes offer practical learning to professionals from all over the world public courses are delivered in London New York and Singapore our teachers are leading experts in their fields with a wealth of practical knowledge they are skilled communicators who can get the message across quickly and effectively dr. John Gregory is a senior practitioner in quantitative finance and has been on the LFS faculty since 2008 he is a regular speaker at international conferences and author of the highly acclaimed book counterparty credit risk the new challenge for global financial markets the markets have known about counterparty credit risk for many years over well over a decade the Asian crisis which occurred around the period of 1998 was a bit of a wake-up call for this area but after that it's probably true that not a huge amount of emphasis was put on counterparty credit risk other aspects like market risk had a huge role to play and var for example received a lot of attention but it wasn't until the more recent crisis that counterparty credit risk really became such an important thing for banks and the failure of institutions like Lehman Brothers and the bailouts that were applied to so many financial institutions and sovereigns really taught everyone the counterparty credit risk was a very very big deal for the markets the most important implication that institutions are considering is the capital they have to hold if you don't get it right or if you don't manage counterparty credit risk in the right way then the capital you'll have to hold against the risks you face could be extremely large to the level at which you may not be able to carry on business in certain areas even you may not be able to carry on business at all so a huge amount of the need to manage counterparty risk properly is around regulation around getting the right the low capital requirements such that your business will not be starved of oxygen if you like obviously there is an issue of best market practice and there's an issue to avoid the sort of losses that we've seen from counterparty risk during the crisis so when monoline insurers failed they had a triple-a rating but some of them failed financially when AIG came very close to failure when sovereigns have either failed defaulted like Greece house'll come very close to defaulting all of these cases are potentially crystallizing very large counterparty risk losses for banks and other financial institutions so irrespective of the capital you have to hold you want to be the bank that's in the situation when someone like Lehman or am online insurer or a sovereign has basically defaulted that you're not one of the people suffering the largest losses you anticipated that you mitigated against that you quantified that properly and because you did that properly then you're not facing the kind of losses that you would otherwise be facing this paradigm change in derivatives pricing of which counterparty risk is a key part has been very significant if we went to let's say five years ago before the crisis and looked at the pricing of something very simple a vanilla like an interest rate swap then we would expect pretty much everyone to agree on the price of that without too much issue without too much argument about how that was actually priced and some from a valuation perspective everything was simple when everyone agreed now even if we take that same very simple situation of course we have counterparty risk which is normally expressed by CVA and DVA but you also have related issues like funding often called FPA and potentially collateral optimization issues sometimes even called collateral or collateral vva if you like and then finally learn to me we have the point that there is no such thing anymore is a risk-free price so when we used to talk about risk-free pricing then we used to think about probably discounting cash flows on Libor rates but we now realize that liable rates are very far from risk-free and therefore we have to think about what's often known as OAS or dual curve discounting so it's only by putting all of these components together the OIS discounting the CVA the DVA the FPA the collateral optionality putting them all together and understanding how they relate to one another that you can really start to understand what price of even a very simple derivative is in today's market a lot of market practitioners at the moment are starting from the regulatory point of view it's not at all surprising given what happened in the crisis that regulators have clamped down very heavily on counterparty credit risk and are charging more capital to banks for the risks as they face and are putting regulation around the OTC derivatives market this is a very important thing for banks and financial institutions putting a strategy together around CVA of course I need the theoretical side they need to know what other banks are doing and what best market practice is but they also need to be able to look a little bit into the future and see how things might be changing this LFS course explores counterparty risk and CVA in detail concepts for today's market are built up step by step and key ideas are explored with spreadsheets the delegates can take away I was lucky enough to work in the area of counterparty risk for a number of years starting way back over ten years ago when this area was really in its infancy and over the last three to four years I've consulted for banks globally which has allowed me in this area to see all of the different angles of what different banks and other financial institutions are doing hearing what the regulator's are thinking being interfaced with for example what other companies like software companies may be doing in this space and that keeps me obviously up to date with everything that's going on in the counterparty space in this course what what we obviously really want to do apart from just tackling the theory is give practical implementations of that theory so obviously we go through the relevant theory this is not a mathematical course but we go through the necessary quantitative side of how you for example model CVA how you compute CVA secondly all of that is done in a very practical way so we don't just talk about a formula for pricing CVA we look at real examples we look at the impact of things like netting collateral which is so important we look at DVA we look at wrong-way risk all of the components you have to put together with all the knowledge that I gained over the years and through seeing through consulting the practices that financial issues that are adopting what I've done is boil that down into some relatively simple examples that we can go through in the course and time is set aside to look at these so delegates who have particular problem or don't understand something there is time to go through it in a bit more detail and they can take the examples away they can customise them to their own specification whether someone's interested in looking at exposure calculations CVA calculation quantifying wrong-way risk the impact of netting your collateral funding value adjustment they're examples of all of these things which are implemented in a fairly simple way so it's possible to get a really good intuition on how things work and what the sort of behavior is those practical examples are aimed at being as close as possible to what you would be doing in real life but they're done on spreadsheets so there pretty easy typically obviously people coming this course are more often from banks but that's not always the case they may come from other large financial institutions or maybe even come from end-users of OTC derivatives like a large corporate a large energy company or something like that obviously a lot of people come from risk management so they may have already knowledge on something like market risks but they're fairly new to counterparty risk quite a lot of people come from the front office that might be someone in the front office who is intimately involved with a CVA trading desk but it also might be someone who's not intimately involved in CVA for example it might be a marketer who is going to be looking at CVA pricing on transactions they don't have to be the world expert in CV Abel they need to know what's driving the price of the transactions that they actually do with clients and how the CDO is going to affect them and what transactions are going to be still viable and what maybe are not going to be so viable and then after that we probably come to the more outside roles so people like the quant team who would be building CVA pricing models the ITU would putting be putting together infrastructure given we're in a state of flux at the moment we're counterparty risk is suddenly grown into this enormous subject regulators have been all over it and imposing many many different rules and capital requirements we try and give the view of where is this all going to lead us what should you believe in very clearly and what should you maybe not believe in and think well this is a rule that I may have to follow but I don't think it has any economic meaning and with all of that together I think someone should come away from this understanding all the theory around the area understanding market practice but also having a good feel for where this area is going to lead them in the future dissertation lextinction du contrat social King's College, Financial District, Manhattan.

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