Educational Videos
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Educational Videos

Introduction to Collateralized Debt Obligations (CDO’s)

Course details

Watch to gain an understanding of what Collateralized Debt Obligations (CDOs) are and the history of CDOs.  Learn how CDOs work and some of the strengths and weaknesses.

Topics include:

  • Types of CDO’s
  • CDO structures
  • CDO markets
  • CDO applications

$99

 

Copula Functions in Finance

Course details

This video will cover the different types of copulas and their application.  In this course, you will learn how to leverage the use of copulas to model financial correlation and how use different copulas strengths and understand the limitations of copulas so they are not miss used.

Topics include:

  • Copulas place in the big correlation picture
  • Types of copulas
  • Copula principles
  • Strengths and weaknesses

$99

 

Credit Value at Risk (CVaR)

Course details

Different risks exist in business and was put to the for front after the financial crisis but different risk management methodologies have strengths and weaknesses. In this course, you will have a quick overview of different types of corporate risks.  This video will focus on credit risk which is one of the least understood in the overall corporate risk but has a significant impact on organizations overall.

Topics include:

  • Risk big picture
  • Credit exposures
  • MtMs and Expected Exposure (EE)
  • Exposure VaR
  • EVar vs traditional loss VaR
  • CVaR

$99

 

Credit Value Adjustment (CVA)

Course details

This video will cover Credit Value Adjustment (CVA) as it pertains to counterparty credit risk in Derivatives transactions.  This is the CVA definition applied by Basel III.  A general overview will be discussed as well as how it is used and why it has become a critical issue in financial markets. 

Topics include:

  • What is Credit Value Adjustment (CVA)
  • Wrong Way Risk (WWR)
  • Types of Wrong Way Risk
  • Basel’s new concept of CVA
  • Extensions of CVAs

$99