Vision MONECO Management FAQ Mission Design Support Warranties Lecturers Clients Client list Testimonials
MONECO Management FAQ
Design Support Warranties
Client list Testimonials
Foreign Exchange Markets Masterclass Detailed ProgrammeCommercial Property Valuation Detailed ProgrammeReform of Interest Rate Benchmarks: Transition to a World without IBORs Detailed ProgrammeProject Finance Modelling Workshop Detailed ProgrammeLiquidity Risk Management and Cross Currency Funding Risks with Dr. Robert Fiedler Detailed ProgrammeCorporate Credit Rating Systems: Design, Development, Calibration and Validation Detailed ProgrammeAdvanced Corporate Valuation Workshop Detailed ProgrammeFinancial Risk Management - Methods, Tools, Principles and Regulation Detailed ProgrammeOperational Risk Management Masterclass Detailed ProgrammeCentral Counterparty Clearing Detailed ProgrammeInvestment Analysis in Microsoft Excel: Risk/Return Calculations and Portfolio Management Detailed ProgrammeBank Capital Management - Capital Planning, Fund Transfer Pricing and RAROC Detailed ProgrammeInterest Rate Risk in the Banking Book Detailed ProgrammeInvestment Risk Analytics - Concepts and Applications Detailed ProgrammeBest Practice in Operational Risk Management with Dr. Ariane Chapelle Detailed ProgrammeCounterparty Credit Risk Detailed Programme
Detailed Programme
Advanced Corporate Finance Update Advanced Corporate Valuation Advanced Credit Risk Modelling and Management Advanced Currency Options Advanced Excel™ Workshop 1 - Yield Curve Estimation and Principal Components Analysis Advanced Excel™ Workshop 2 - Monte Carlo Simulations, Value-at-Risk and Option Pricing Advanced Financial Mathematics Workshop Advanced Fixed Income Products: Convertibles, Inflation-Linked and Option-Embedded Bonds Advanced Interest Rate Models and their Practical Applications Advanced IRB Approach - Maintaining Models, Validation and Re-calibration Advanced IRB Approach - Scorecard Development, PD, LGD and EAD Modelling Advanced IRB Modelling Advanced Operational Risk Workshop Advanced Portfolio Analytics: Performance Appraisal, Risk Measurement and Attribution Advanced Solvency II Workshop Advanced Structured Products - Volatility and Multi-Underlying Structures Advanced Swaps - Pricing, Trading and Risk Management Advanced Trade Finance Advanced Value-at-Risk Alternative Investments: from Alpha-Rich Portfolios to Adaptive Risk Overlays Asset Securitization - ABS, CDOs and CBOs Asset Securitization - Structures and Risk Management in the Current Regulatory Environment Bank Asset-Liability Management in a Low-Interest and New Regulations Environment Basel II - Executive Overview Basel II - Measuring and Managing Credit Risk under the Enhanced Framework Basel III - Executive Overview Basel III Workshop - Framework, Implementation and Risk Management Implications BCBS 239 Compliance - Risk Data Aggregation and Risk Reporting Framework Behavioural Finance - Market Impact and Investment Applications Black-Litterman Asset Allocation Workshop Bond Analysis Bond Analysis - Level I Bond Analysis - Level II Bracing for Impact of IFRS 9: Impairment Principles, ECL Framework and Requirements Cash Management - Methodologies and Strategies CFA® Level I Crash Course CFA® Level II Crash Course CFA® Level III Crash Course Collateral Management - New Regulations, Operational Challenges and Collateral Optimisation Commercial Real Estate Finance Commodities and Commodity Markets - Trading, Investing and Risk Management Commodity and Energy Markets - Trading, Derivatives and Risk Management Competitive Strategies for Treasury Sales - Exercise and Role-playing Workshop Compliance for Banks - Regulatory Structure, Rules and Requirements Corporate Banking: Client Relationship Management Corporate Banking: Products, Strategies and Trends Corporate Bonds - Analysis, Valuation and Portfolio Management Corporate Credit Risk - Analysis, Modelling, Mitigation and Control Corporate Strategic Management Corporate Treasury Management Corporate Valuation Credit and Counterparty Risk Management Credit Derivatives, Synthetic Securitization and Hybrids Credit Derivatives: Mechanics, Analysis, Applications and Risk Management Credit Portfolio Management Credit Risk Management - Basel II and Beyond Credit Scoring with R Debt Finance, Valuation of Distressed Debt and Restructuring Digital Banking: FinTech Innovations, Digital Transition and Mobile Money Economic Capital Allocation Workshop Economic Capital, Fund Transfer Pricing and RAROC Economic Indicators and their Impacts on Financial Markets Enterprise Risk Management Equity Analysis and Investments Strategies Exchange Traded Funds - Structures, Mechanics and Investment Applications Exotic Options - Pricing, Hedging and Applications Extreme Value Theory Fair Value Accounting - IAS 39 and FASB 133 Financial Derivatives - Applications Workshop Financial Derivatives - Instruments, Mechanics and Markets Financial Derivatives - Warm Up Financial Engineering - Tools and Applications Financial Instruments and Markets Financial Modelling in Microsoft® Excel® Financial Modelling Workshop - Analysis, Measurement and Valuation Financial Risk Manager Crash Review Course Financial Technology - Systems and Implementations Financial Time Series - Analysis, Modelling and Applications FinTech: Understanding the Rise of Innovative Financial Startups Fixed Income - Trading, Investing and Hedging Fixed Income Mathematics FOREX and Money Market Instruments FRAs, Swaps and Interest Rate Options Fraud Risk Management Fund Structuring and Product Development in Asset Management Fundamental Review of the Trading Book Fundamentals of Behavioral Finance Fundamentals of Swaps - Mechanics, Pricing and Applications Funds Transfer Pricing Futures and Options - Markets, Analysis and Applications Futures and Options - Mechanics and Markets Futures and Options - Pricing Workshop Global Asset Allocation and Risk Budgeting Global Financial Operations - Processes, Management and Regulation Hedge Accounting under IFRS Hedge Funds for the Advanced Financial Professional High Yield Bonds - Markets, Analysis, Investment Strategies and Risk Management IFRS 9 - The New Standard, Classification, Impairment and Implementation Challenges Index Investing - Index Funds, ETF’s, Synthetics and Index Certificates Integrated Financial Risk Management Interest Rate and FX Risk Hedging Workshop Interest Rate Risk Management Internal Capital Planning - Risk Governance, Capital Policy and Capital Preservation International Bank Ratings - The Rating Agencies’ Methodologies International Capital Markets Investment Management - Asset Allocation, Portfolio Construction and Risk Budgeting Investment Management Workshop Investment Management: Asset Allocation, Portfolio Construction and Dynamic Strategies Investment Strategies for Low-Yield Environment Liquidity Risk Management - LCR, NSFR, Stress Testing and Liquidity Pricing Liquidity Risk Management - Supervisory Requirements and Industry Practice Managing Derivatives Risk Managing Inflation Risk: Linkers, Derivatives Applications and Portfolio Strategies Market Risk - Measurement, Mitigation and Compliance Measuring and Managing Operational Risk Mergers & Acquisitions and Leveraged Buyouts Modelling Workshop MiFID - Executive Overview Model Risk Management - Best Practices Monte Carlo - Methodologies and Applications for Pricing and Risk Management Operational Risk Management Option Pricing and Risk Analysis - PC Modelling Workshop Performance Measurement and Attribution Analysis Pricing and Using Swaps and Interest Rate Options under the New Market Paradigms Private Banking - Client Relationship Management and Communication Skills Private Banking - Innovative Business Strategies and Operational Model Development Private Equity and Venture Capital Private Wealth Management: Financial Planning, Investment Solutions & Goal Based Investing Project Finance PSD2 and API Banking: Getting Ready for the Challenge Quantitative Risk Measurement 1: Value-at-Risk, Monte Carlo Simulations and Stress Testing Quantitative Risk Measurement 2: Multivariate Statistics and Extreme Value Modelling Quantitative Risk Measurement: Value-at-Risk, Expected Shortfall, EVT and MC Simulation Real Estate Valuation Recent and Future Trends in the Financial Industry - Institutions, Infrastructure and Regulation Recent Developments in Financial Risk Management Reputational Risk Management Risk Management and Capital Allocation in Financial Institutions Risk-Based Investment Strategies: Smart Beta, Robust Risk Parity and Risk Budgeting Sovereign Credit Risk Sovereign Risk Management - Default Risk, Debt Restructuring and Investment Impacts Stock Markets and Stock Analysis Stress Testing - Principles, Regulation and Practical Use in Risk Management Structured and Leveraged Finance Structured Products - Construction, Applications, Risks and Regulation Structured Products - PC Workshop Term Structure Modelling and Interest Rate Option Pricing The Bank Treasury Function - Skills, Tools, Organization and Controls The Blockchain is Coming to Banking The Energy Workshop - Oil & Gas Markets, Power Trading and Energy Supply Chain The New Principles of Internal Audit in Banks The Post-Crisis Derivatives Regulation and Its Business Impacts Trading Book Risk Management: Stressed VaR, Exp. Shortfall, Incremental Risk Charge & CVA Treasury Management Treasury Products - Money and FX Markets, Derivatives and Structured Solutions Trends in Marketing of Financial Services Vanilla Options - Mechanics, Analysis and Strategies Volatility and Correlation - Trading and Risk Management Yield Curve Construction, Modelling and Applications Workshop Yield Curves - Construction, Modelling and Applications
Special Discount Offer: We offer a limited-time discount of % off on your first registration. This offer ends soon. Please note that the discount cannot be claimed in combination with other discounts.