Archive for the ‘Featured’ Category
Internal Capital Adequacy Assessment – Course List
| Course Title |
Buy Print or Non Print Version |
| ICAAP Sample Report Template & Executive Summary |
Computational Finance – EXCEL Examples
| Course Title | Buy Print or Non Print Version |
| Calibration of CIR Model Example | |
| Duration Convexity Example | |
| Monte Carlo Simulation – Commodity – Example | |
| Monte Carlo Simulation – Currency – Example | |
| Monte Carlo Simulation – Equity – Example | |
| Pricing Options – Black Scholes Example | |
| Pricing Options – Binomial Tree Example – Traditional Approach | |
| Portfolio Risk Metrics |
Asset Liability Management – Course List
| Course Title |
Buy Print or Non Print Version |
| ALM – Crash Course | |
| ALM – Crash Course – EXCEL Examples |
Course Guide
After a number of requests for an offline, easier to use, read and work with electronic version of our courses, Learning Corporate Finance announces the soft launch of its online course inventory store. For soft launch, our most popular Value at Risk (VaR) and Interest Rate Derivatives courses have been converted into PDF files with supporting Excel calculation examples. Pricing is reasonably flexible. Save a few dollars by picking our secured, non-printable, student pdf editions. Pay a few dollars more for the privilege of printing and sharing. Taking a peek at our excel files will also set you back by (you guessed it) yet more dollars. And if you dislike our capitalist initiatives to earn a few cents on the side and would like to have every thing for free, the html editions of the courses are available here Value at Risk (VaR) and here (Interest Rate Derivatives course for free. The MS Excel files work through the same examples included in the free online courses. The Corporate Finance and Ratio Analysis courses include a full solved case. The Corporate Finance case is based Electronic Arts (EA), while the Ratio Analysis case works with Office Depot (ODP) and Staples (STPLS). The Value at Risk (VaR) course includes a case on Risk management within the Petrochemical industry. The Interest Rate Swap, Interest Rate Option course includes solved examples for pricing IRS, CCS, Interest Rate Caps, Interest Rate Floors and Range Accrual Notes. The ALM course includes worked example for calculating Interest Rate Gaps, Market Value of Equity, Cost to Close and Earning at Risk report templates. For less than the price of a Starbuck Frap, Mocha or Expresso, here is the opportunity to take our PDF and Excel samples, examples and calculations home with you. Please note in the interest of full disclosure these are academic, illustrative learning tools, not full blown nuclear powered pricing models. Please do your own due diligence and read our waivers and disclosures before you make life and death decisions based on the opinions of random strangers.
Asset Liability Management
| Course Title |
Buy Print or Non Print Version |
| ALM – Crash Course | |
| ALM – Crash Course – EXCEL Examples |
Capital Adequacy Assessment (ICAAP)
| Course Title |
Buy Print or Non Print Version |
| ICAAP Sample Report Template & Executive Summary |
Corporate Finance
| Course Title |
Buy Print or Non Print Version |
| Corporate Finance – First Course - Includes case study | |
| Ratio Analysis – Includes 2 case studies |
Credit Process & Analysis
| Course Title |
Buy Print or Non Print Version |
| Credit Analysis – First Course | |
| Credit Process | |
| Credit Analysis – Financial Institution | |
| Credit Analysis – Financial Institution – EXCEL Example |
Derivatives
| Course Title |
Buy Print or Non Print Version |
| Derivative Pricing – Binomial Trees – Efficient Approach | |
| Derivative Pricing – Binomial Trees EXCEL Example | |
| Derivative Products | |
| Pricing IRS – Module I – Term Structures | |
| Pricing IRS – Module I – Term Structures EXCEL Example | |
| Pricing IRS – Module II – IRS and CCS | |
| Pricing IRS – Module II – IRS and CCS EXCEL Example | |
| Pricing Interest Rate Options – Module III | |
| Pricing Interest Rate Options – Module III EXCEL Example | |
| Derivatives Terminology Crash Course |
Value at Risk
| Course Title |
Buy Print or Non Print Version |
| Calculating VaR - Includes case study | |
| Calculating VaR - EXCEL Example |
Computational Finance – EXCEL Examples
| Course Title | Buy Print or Non Print Version |
| Calibration of CIR Model | |
| Duration Convexity | |
| Monte Carlo Simulation – Commodity – Example | |
| Monte Carlo Simulation – Currency – Example | |
| Monte Carlo Simulation – Equity – Example | |
| Pricing Options – Black Scholes Example | |
| Pricing Options – Binomial Tree Example – Traditional Approach | |
| Portfolio Risk Metrics |
Derivatives – Course List
| Course Title |
Buy Print or Non Print Version |
| Derivative Pricing – Binomial Trees – Efficient Approach | |
| Derivative Pricing – Binomial Trees
EXCEL Example |
|
| Derivative Products | |
| Pricing IRS – Module I – Term Structures | |
| Pricing IRS – Module I – Term Structures
EXCEL Example |
|
| Pricing IRS – Module II – IRS and CCS | |
| Pricing IRS – Module II – IRS and CCS
EXCEL Example |
|
| Pricing Interest Rate Options – Module III | |
| Pricing Interest Rate Options – Module III EXCEL Example | |
| Derivatives Terminology Crash Course |
Credit Process & Analysis – Course List
| Course Title |
Buy Print or Non Print Version |
| Credit Analysis – First Course | |
| Credit Process | |
| Credit Analysis – Financial Institution | |
| Credit Analysis – Financial Institution – EXCEL Example |
Value at Risk – Course List
| Course Title |
Buy Print or Non Print Version |
| Calculating VaR - Includes case study | |
| Calculating VaR - EXCEL Example |
Corporate Finance – Course List
Corporate Finance
| Course Title |
Buy Print or Non Print Version |
| Corporate Finance – First Course - Includes case study | |
| Ratio Analysis – Includes 2 case studies |
Asset Liability Management Refresher – ALM e-learning seminar
The Asset Liability Management (ALM) Crash course starts off with basic and core concepts and quickly delves into core tools including Gaps, Earnings at Risk and Cost to close reports. In addition to the traditional mismatch focus, the course also includes a short section on Liquidity Management as well as a related concepts section with relevant equations and ALM formulae.
Introduction – ALM
Asset Liability Management – Introducing ALM
Asset Liability Management (ALM) Core Concepts
Interest Rate Risk: Duration, Macaulay Duration and Modified Duration
Interest Rate Risk: Convexity approximation
Asset Liability Management – Rate Sensitive Gaps, Earnings at Risk, Cost to Close and MVE Analysis
Asset Liability Management – Other ALM Tools and Applications –
Liquidity Management and ALM
Master Course: Liquidity Management: Liquidity Risk
Master Course: Liquidity Management Crash Course: Liquidity Limits
Master Course: Liquidity Management: Liquidity Contingency Funding Plan
Asset Liability Management (ALM) – Related Concepts
Master Class: Calculating Value at Risk (VaR): Course Guide
Duration, Convexity and Asset Liability Management – Calculation reference
