Capital Training Courses and Workshops

Schools providing training courses, certificates, diplomas or degree programs of Capital Markets and Derivatives




Total 476 training courses and degree programs available around the world.

United States - United Kingdom - Canada - Australia - India

Popular courses:
Capital Markets
Human Capital
Venture Capital
IBM Algorithmics Regulatory Capital Modeling in Algo One
Capital Budgeting
Money and Capital Markets


Management of Capital

Course Format: Online
School/Trainer: Online Institute of America
Training Center(s)/Venue(s): Lakeway, United States
  V

This course provides an overview of concepts related to the management of capital. The cost associated with capital is rarely reflected on the Income Statement. Accordingly, many financial managers mistakenly think there is no cost of capital. Therefore, one of the first steps in managing capital is to calculate the cost of capital. The course illustrates how cost of capital is calculated as the weighted average of each capital component �long �term debt, common stock, preferred stock, and retained earnings.

Learning Objectives
�The Economics of Capital
�Basic Considerations in Managing Capital
•Approaches to Managing Capital
•Over All Cost Capital Calculation
•Cost of Equity and Risk
•Factors In Decision Making
•Refinancing Risk
•Inflation
•Floatation Cost
•Marginal Cost of Capital
•EBIT / EPS Comparison
•Assessing Risk
•Targeted Debt Levels
•Investment Bankers
•Initial Public Offerings (IPO’s)
•Private Placements

Topics Covered
�Introduction
•LESSON 1: BASIC CONCEPTS AND THEORIES
•LESSON 2 : CALCULATING THE COST OF CAPITAL
•LESSON 3: THE FINANC... [Read More]

Options

Course Format: Online
School/Trainer: Online Institute of America
Training Center(s)/Venue(s): Lakeway, United States
  V

Options basics provides the student with a general overview of options. The course focuses on the main strategies used in options training and imparts knowledge about strategies that must be used in order to earn a maximum profit. Much emphasis is placed on call selling, call buying, put selling and put buying, as these are the main elements of options.

Learning Objectives
�Understand how options are created, contracted and traded.
�Have a better understanding of the two different types of options available.
�Be familiar with strategies to be used in options trading.
�Get acquainted with terms like call buying, call selling, put buying, put selling, which are commonly used in options trading.
�Understand which strategy best corresponds to an option and why.
�Learn the different elements involved in the buying/selling of puts/calls.

TOPICS COVERED:
•Introduction
•Lesson 1: Options

Private Equity and Venture Capital

Course Format: Classroom
School/Trainer: Harvard Business School Executive Education
Training Center(s)/Venue(s): Boston, United States
  V

Through lectures, group discussions, case studies, and a hands-on exercise, you will develop a new perspective on the multifaceted issues that investors face over the course of numerous market cycles. Engaging in robust debates and practical exercises will strengthen your problem-solving and decision-making skills. As a result, you will return to your company better prepared to formulate an effective investment strategy, raise needed capital, and facilitate productive dealmaking.

Human Capital

Course Format: Classroom
School/Trainer: Globe University - Wisconsin
Training Center(s)/Venue(s): Appleton, Eau Claire, La Crosse, Madison, Wausau, United States
  V

This course provides an in-depth examination
of measurement of human capital based on a nonlinear, integrated
approach, accounting for elements that balance ROI metrics with qualitative
assessments. Studies emphasize the alignment of employee performance
with improved recruitment, training and development and retention practices,
the relationship of human resources and organizational development, and
the balance of human capital investments and accountability.

Human Capital

Course Format: Classroom
School/Trainer: Globe University Sioux Falls Campus
Training Center(s)/Venue(s): Sioux Falls, United States
  V

This course provides an in-depth examination
of measurement of human capital based on a nonlinear, integrated
approach, accounting for elements that balance ROI metrics with qualitative
assessments. Studies emphasize the alignment of employee performance
with improved recruitment, training and development and retention practices,
the relationship of human resources and organizational development, and
the balance of human capital investments and accountability.

Human Capital

Course Format: Classroom
School/Trainer: Minnesota School of Business & Globe University
Training Center(s)/Venue(s): Blaine, Minneapolis, Richfield, Rochester, Woodbury, United States
  V

This course provides an in-depth examination
of measurement of human capital based on a nonlinear, integrated
approach, accounting for elements that balance ROI metrics with qualitative
assessments. Studies emphasize the alignment of employee performance
with improved recruitment, training and development and retention practices,
the relationship of human resources and organizational development, and
the balance of human capital investments and accountability.

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge USA IBM Training Centers
Training Center(s)/Venue(s): Arlington, Atlanta, Cary, Irving, Morristown, New York City, Santa Clara, Schaumburg, Seattle, United States
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge Canada IBM Training Centres
Training Center(s)/Venue(s): Halifax, Mississauga, Montreal, Ottawa, Toronto, Winnipeg, Canada
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge UK IBM Training Centres
Training Center(s)/Venue(s): Aberdeen, Bath, Bristol, Leeds, London, Wokingham, United Kingdom
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge UAE IBM Training Center
Training Center(s)/Venue(s): Abu Dhabi, Dubai, United Arab Emirates
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge India IBM Training Center
Training Center(s)/Venue(s): Bangalore, Chennai, Delhi, Pune, India
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge Malaysia IBM Training Center
Training Center(s)/Venue(s): Petaling Jaya, Malaysia
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge Indonesia IBM Training Center
Training Center(s)/Venue(s): Jakarta, Indonesia
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge China IBM Training Center
Training Center(s)/Venue(s): Guangzhou, China
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

IBM Algorithmics Regulatory Capital Modeling in Algo One

Course Format: Classroom
School/Trainer: Global Knowledge Singapore IBM Training Center
Training Center(s)/Venue(s): Singapore, Singapore
  V

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:
Explain the individual risk components and how they are derived, as well as any adjustments that may apply,
Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
Articulate the effects of CRM and their adjustments to RWA,
Creat... [Read More]

Capital Markets

Course Format: On-site
School/Trainer: Get Through Guides Pvt. Ltd.
Training Center(s)/Venue(s): Pune, India
  V

The course has been designed for participants with the purpose of giving them an overview of the Capital Markets.

The aim is to develop knowledge, understanding and application of the financial services industry and related concepts. It will help participants understand the functional (fundamental) side of the financial services industry and fill the functional knowledge gap.

Risk Management in Banks and the Capital Implications Workshop

Course Format: Classroom
School/Trainer: Fitch Learning USA
Training Center(s)/Venue(s): Chicago, New York City, United States
  V

The goal of this two-day workshop is to understand how risks are categorised, quantified, monitored and managed within banks. Specifically, participants will be equipped to:
•Identify, categorise and quantify credit, market, liquidity, operational, legal, regulatory and reputation risks
•Understand the systems and procedures needed to track, monitor and manage these risks
•Have an understanding of how the bank&,#146,s capital is allocated to each of these risks from both a regulatory and management perspective.

Target Audience

Bankers, internal auditors, regulators and analysts but is also appropriate for a broader audience who wish to gain insight into the risk management process and how capital is allocated. The course is targeted at an intermediate level and assumes a basic understanding of banking products.

Capital Structures and Debt Products Workshop

Course Format: Classroom
School/Trainer: Fitch Learning USA
Training Center(s)/Venue(s): Chicago, New York City, United States
  V

The overall goal of this two-day workshop is to enhance the analytic skills of participants so that they evaluate and structure funding solutions for both new business opportunities and in context of re-financing existing debt. The workshop will use lessons learned during the credit crisis to quantify the acceptable debt levels in the current economic climate. The workshop is highly interactive and will use a combination of case studies, exercises and examples to illustrate the key learning points. The focus is on creating robust forecasts to use as a key tool in recommending an appropriate capital structure.

Participants will be equipped to:
•Model a company&,#146,s future debt servicing ability based on cash-flow forecasts and sensitivities which are realistic, consistent and supportable in the current economic climate
•Quantify sustainable debt levels in context of business strategy, market conditions and potential corporate actions
•Understand the relative advantages and disadvantages of various debt instruments and the factors influencing their choice
•Structure funding solutions using bank and debt / equity capital market products ... [Read More]

Bank Capital Adequacy Under Basel III Workshop

Course Format: Classroom
School/Trainer: Fitch Learning USA
Training Center(s)/Venue(s): Chicago, New York City, United States
  V

The overall goal of this two-day workshop is to provide participants with an understanding of how capital is regulated under Basel II and III and appreciate the impact that changing regulatory capital requirements may have upon the bank’s exposures and ultimately upon its balance sheet management and strategy.

Specifically the goals of the training are to equip participants to:
•Understand the role and importance of capital in a bank’s balance sheet and identify the composition and relative importance of the different measures of capital from a regulatory perspective (Core Capital, Tier 1 Capital and Tier 2 / 3 Capital)
•Be able to recognise the main drivers of regulatory capital requirements from a product perspective, and be able to appreciate the effect of variables such as duration, volatility, exposure at default, loss given default and counterparty probability of default upon the capital requirements of typical product groups utilised by banks.
•Be aware of the enhancements to the Basel accord from Basel II.5, Basel III and on-going proposed changes to regulatory capital methodologies. Particular attention will be given the emphasis on core... [Read More]

Advanced Capital Value Adjustment Workshop

Course Format: Classroom
School/Trainer: Fitch Learning USA
Training Center(s)/Venue(s): Chicago, New York City, United States
  V

In this two day workshop, trained by world renowned expert Dr Jon Gregory, delegates will learn about the theory and practice of regulatory capital and capital value adjustment (KVA). The course will cover in detail all relevant regulatory background such as the CVA capital charge, leverage ratio, SA-CCR and the impact of the Fundamental Review of the Trading Book. The trainer will then explain how these are integrated into the pricing of capital via KVA, comparing this to more tradition return on capital hurdles used by banks. The course will also consider how KVA fits in with other terms such as CVA and FVA and how CVA hedges will impact capital and KVA. The impact of future initial margin requirements on will also be considered.
•Regulatory requirements in relation to KVA
•KVA formula, interpretation and relationship to return on capital hurdles
•The impact of future regulation (SA-CCR, BA-CVA and SA-CVA)
•Framework for CVA, FVA and KVA
•The impact of hedges on capital and KVA
•The impact of initial margin on KVA

Target Audience

This course is appropriate for capital management market risk, credit risk, derivative tr... [Read More]

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