Risk Repair GmbH, Flensburg (HRB 9683 FL) schwebend

sensitivities possible Solutions Zero Coupon Curve Zero Coupon Analysis Yield Spread Yield Enhancement Products Yield Enhancement Yield Curve Analysis Yield Curve Yield Conventions Yield Analysis Yield Working Cash Weather Futures Weather Future Weather Derivatives Wealth Management Training Course Warrants Volatility Trade Volatility Strategy Volatility Strategies Volatility Skews Volatility Products Volatility Forecasting Volatility Estimation Volatility Correlation ?Smiles? Volatility Cones Volatility Arbitrage Volatility Analysis Volatility Vega Variance Swaps Variance Swap Vanilla Options Vanilla Interest Rate Swaps Value-at-Risk Cash-Flow-at-Risk Value-at-Risk Valuation of Synthetic CDO?s Valuation VaR VIX Futures Options VIX Futures VIX Using Sweep Accounts Using Interest Rate Options Using Derivatives Under-utilized Funds Types of Hybrids Trust Preferred Securities Trends Financial Markets Treasury Product Treasury Management Treasury Inflation Protected Securities Treasury Function Treasury Financial Institutions Treasury Bills Treasury Treasurer Transfer of Credit Risk Trading with Futures Trading Volatility Trading Strategies Trading Hedging Correlation Trading Total Return Swaps Total Return Swap Total Return Analysis Total Return Time Value of Money Theta The Impact of IAS39/FASB133 The Hedging Process Term Structure of Volatility Targeted Redemption Notes Target Balancing Tailored Exposures Tail Risk TIPS T-Bills Søren Braes Synthetic Securitization Synthetic Investments Synthetic Instruments Synthetic Cash Flow Synthetic CDO Syndicated Loan Sweep Accounts Swaption Swaps with Embedded Options Swaps Workshop Swaps Valuation Methods Swaps Options Swaps Applications Swaps Swap-related Option Swap with Embedded Option Swap Valuation Swap Trading Swap Risk Management Swap Pricing Swap Portfolio Swap Overlay Strategies Swap Curve Construction Training Swap Curve Structures Structured Products Workshop Structured Products Structured Product Structured Notes Bonds Structured Note Structured Leveraged Finance Structured Finance Structured Credit Products Structured Bond Structured Approach Stress Testing Strategies Trading Correlation Strategic IT Initiatives Stock Markets Stock Stochastic Volatility Stochastic Process Stochastic Differential Equations Step-up Bonds Statement of Cash Flows Spread Trading Spread Strategies Spot FX Spot Spline Models Special Purpose Vehicle Sovereign Risk Sound Risk Management Soren Braes Sophisticated Products Solvency II Smoothing Curve Silo Approach Short-selling Shareholder Value Approach Share Value Settlement of Futures Settlement Session 5: Session 4: Session 3: Session 2: Session 1: Senior Debt Securitization Structuring Sector Trading Sector Analysis Secondary Market Second-to-default Scope of Treasury Function Scenario Analysis SPV Risks Financial Institutions Risks RiskRepair Risk/return Risk-taking Risk-return Profile Risk-return Risk-management Techniques Risk-Return Profiling Risk-Adjusted Valuation Risk-Adjusted Performance Measurement Risk of Swap Risk of Options Risk of Futures Risk Transferring Risk Transfer Risk Specialization Risk Securitization Risk Scenarios Risk Repair Risk Measures Risk Measurement Frameworks Risk Measurement Risk Management after FAS133/IAS39 Risk Management Policies Risk Management Risk Integration Risk Factors Risk Exposure Platform Risk Capital Allocation System Risk Assessment of Derivatives Risk Architecture Risk Analytics Risk Analysis Rho Review Design Reverse Floaters Reverse Floater Reverse Engineering Reverse Convertibles Return on Cash Return Repos Reverses Reporting Technology Reporting Regulatory Treatment Reporting Regulation Reporting Controls Repackage of Credit Exposure Relative-Value Strategies Relative Value Reinvestment Risk Regulatory Requirements Regulatory Ethical Issues Region Analysis Reduce Financing Costs Recent Years? Financial Innovations Recent Risk Management Tools Recent Financial Products Realized Volatility Real-life Options Example Real Time Financial Data Ratio Hedging Strategies Ratio Hedging Rating Ratchet Options Ratchet Range Floater Rainbow REPO RAROC Quanto Structure Quanto Derivatives Quantifying Operational Risk Pyramids Putable Put-call Parity Pull-to-maturity Project Structuring Project Risks Project Risk Management Project Finance Training Project Finance Modelling Course Project Finance Project Development Products Services Procedures Controls Procedures Private Banking Training Private Banking Strategies Principal Protected Structures Principal Components Analysis Principal Component Analysis Prime Broker Primary Secondary Markets Primary Markets Primary Market Pricing of Futures Pricing Inflation-Linked Bonds Pricing High-Yield Bonds Pricing Floaters Pricing Barrier Options Pricing American Options Pricing Price Yield Analysis Present Value Prepayments Prepayment Risk Analysis Prepayment Risk Preferred Share Precedent Transaction Analysis Pre-Payable Practical Implementation Issues Practical Implementation Control Practical Case Studies Practical ?Real Life? Workshops Power Reverse Dual Currency Power Portfolios Portfolio of Hedge Funds Portfolio Strategies Portfolio Imunization Portfolio Hedging Portfolio Construction Portfolio Barbells Portfolio Analysis Portable Alpha Performance Measurement Pay-off Pay-Through Path-dependent Structures Path-Dependent Options Pass-Through Pairs Trading PC-based Workshop PC Available During Workshop P&L Diagram P&L Overnight Index Swap Organization Options on Realized Variance Options on Min/Max Options Trading Options Strategies Options Mechanics Options Markets Options Market Options Instruments Options Glossary Options Course Options Analysis Options Option-Embedded Bonds Option on Realised Variance Option Trading Option Time Value Option Time Profile Option Profiles Option Pricing Models Option Pricing Option Pay-off Option Models Optimizing Working Capital Optimizing Cash Open Position Trading Open Position Strategy Open Position Strategies Open Financial Courses On-Demand Financial Information Off-Balance Finance OTC Market OTC Instrument OTC Derivatives OTC Covariance Swaps OTC Correlation Products Numerical Valuation Numerical Option Pricing Nth-to-default Swaps Nth-to-default Non-parallel Shift Non-linearity Non-generic Swap Structures Non-Generic Swaps Non-Generic Swap New Investment Products Multi-Underlying Multi-Strategy Fund Mortgage Lending Mortgage Backed Securities Monte Carlo Simulation Monte Carlo Course Monte Carlo Money Markets Money Market Instruments Money Market Futures Money Market Derivatives Money Market Modified Duration Models Estimating Correlation Modelling Volatility Modelling Default Correlation Modelling Correlation Mitigating of Correlation MiFID Mezzanine Finance Merton Model Measuring Portfolio Risk Measuring Financial Risks Measuring Derivatives Risk Training Market Risk Market Neutral Investing Market Neutral Market Crashes Market Mark-to-market Margin Systems Mandatory Convertible Managing Risks Managing Risk Managing Hedge Fund Managing FX Risk Managing Counterparty Risks Management Buy-Out Management Buy-Ins Macro Swaps Macro Futures MTN Program MM MBS M&A Risk Management M&A Organization Low-Premium Convertible Losses Given Default Lookback Look-Backs Long Short Long Only Lock-box Accounts Loans Facilities Listed Derivatives Liquidity Risk Derivatives Liquidity Management Liability Swap Liabilities Leveraged Finance Leveraged Credits Leveraged Credit Linked Note Leveraged Acquisitions Leverage Investing Leverage Leasing LTCM Knock-out Feature Knock-in Feature Key-Ratio Analysis Key Ratio Junior Debt Investments Strategies Investment Strategy Investment Solutions Investment Recommendation Investing Strip Investing Currencies Inverse Floater Introduction of the Euro Intrinsic Value International Stock Markets International Project Finance International Financial Markets International Financial Intermediation Internal Rating Models Interest Rate Swap Interest Rate Sensitivity Interest Rate Risk Interest Rate Parity Interest Rate Option Interest Rate Management Interest Rate Hedge Interbank Market Integration of Financial Markets Integrated IT Solutions Insurance-Linked Instruments Installation of Financial Systems Innovative Investment Products Inflation-Linked Bonds Inflation-Linked Bond Inflation-Indexed Inflation Swaps Inflation Options Inefficient Markets Increasingly Complex Instruments In-house Courses Implied Volatility Implementations IT Strategy IT Policies ISDA IRS IR Volatility IR Swap IR Risk Hedging Training IR Hedging IAS Hybrid Products Hybrid Instruments Hybrid Financing Techniques Hybrid Equity Instruments Hybrid Equity Hybrid Debt/FX Products Hybrid Debt Equity Products Hull-White How Volatility is Calculated Horizon Analysis Historical Volatility Himalaya Bonds Highly Practical Structured Products Highly Practical Derivatives High-Yield Bonds Floaters High Yield Heuristic-Driven Biases Hedging with Options Hedging of Vega Hedging Volatility Hedging Market Maker Positions Hedging Interest Rate Risk Hedging Financial Risks Hedging Credit Risk Hedging Asian Options Hedging Hedge Portfolios Volatility Risk Hedge Fund Replicating Strategies Hedge Fund Investing Hedge Fund Industry Hedge Fund Indexes Hedge Fund Clones Hedge Fund Hands-on Experience Constructing Guaranteed Investment Growth Strategy Greeks Greed Goals-Based Investing Global Macro Global Financial Markets Global Financial Crisis Generic Swap Garman-Kohlhagen Gamma Swaps Gamma GARCH Models GARCH Modelling GAP Analysis Futures Options Futures Markets Futures Market Futures Depth Futures Future Flow Securitizations Future Flow Securitization Future Cash Funding Liquidity Management Funding Issues Fund-of-hedge Funds Fund of Hedge Funds Full Risk Check-up Free Cash Flow Models Frame Dependence Forward Starting Swap Forward Rates Forward Rate Agreements Forward Rate Agreement Forward FX Foreign Transactions Foreign Exchange Products Foreign Exchange Product Foreign Exchange Markets Foreign Exchange Management Foreign Exchange Exposure Foreign Exchange Forecasting Future Volatility Forecasting Correlation Floors Swaptions Floor Floating Rate Notes Fixed Income Mathematics Fixed Income Markets Fixed Income Instruments Fixed Income Arbitrage Fixed Income First-to-default Firms? Value Drivers Firm-wide Risk Exposure Financial Trends Financial Training Financial Trading Financial Technology Financial Systems Financial Statement Analysis Financial Services Action Plan Financial Risks Training Course Financial Risks Models Financial Risk Strategy Financial Risk Management Financial Risk Financial Repo Financial Options Financial Option Financial Mathematics Course Financial Mathematics Financial Markets Introduction Financial Management Systems Financial Know-how Financial Instruments Financial Futures Financial Engineering with Swaps Financial Engineering Toolkit Financial Engineering Financial Developments Financial Derivatives Training Course Financial Derivatives Features of IT Systems Fear Fairway Bond Factor Models FX options FX Risk Hedging Workshop FX Risk FX Product FX Markets FX Futures FX FRAs FRA FOREX FI Analysis FI Extreme VaR Exponential Moving Averages Exotic Structure Exotic Options Training Course Exotic Options Exotic Currency Options Exchangeable Bond Exchange Rate Mechanisms Exchange Event-driven Eurex Ethics Regulation Equity-Linked Structures Equity-Linked Structure Equity Out-performance Bond Equity Markets Equity Investment Strategies Equity Investing Equity Financing Equity Default Swap Equity Analysis Equity Enterprise-wide Risk Management Energy Risk Energy Futures Energy Derivatives Energy Emotions Biases Emotions Emerging Markets Strategy Effective Risk Management Applications Economics of M&A's Economic Indicators Training Course Economic Financial Effects Economic Capital Charges Economic Capital Banks Economic Capital Allocation Economic Accounting Exposure Earnings-at-Risk Cash-Flow-at-Risk Earnings-at-Risk EVT ERM Approach EMIR EDS Duration Convexity Duration Dual Index Floaters Dual Currency Loans Double Alpha Dollar Duration Dividend Discount Models Distressed Debt Distressed Bonds Dispersion Trades Discount Factors Discount Factor Discount Certificates Directional Types Directional Investing Differential Swap Developments Trading Infrastructure Designing Financial Systems Design of Structured Products Derivatives Workshop Derivatives Valuation Training Derivatives Operational Risks Derivatives Equity Investing Derivatives Derivatives Markets Derivatives Applications Derivatives Derivative Instruments Deposits Delta-Hedging Delta Hedging Delta Dedicated Short Debt Financing Day-to-day Intraday Volatility Data Warehousing Curve Flatteners Current Volatility Level Currency-linked Note Currency-Linked Currency Trading Strategies Currency Swap Currency Risk Hedging Seminar Currency Hedged Strategies Cross-currency Swap Credit-linked Notes Credit-Linked Structures Credit-Linked Structure Credit Trading Investing Credit Spreads Credit Spread Option Credit Spread Forward Credit Risks Corporates Credit Risk Credit Options Course Credit Linked Products Credit Linked Notes Credit Linked Note Credit Facilities Credit Exposures Transfer Credit Enhancement Credit Derivatives Training Course Credit Derivatives Credit Default Swaps Training Credit Default Swaps Credit Default Swap Credit Curves Credit Card Receivables Cox-Ross-Rubinstein Cost-of-Carry Model Corridor Variance Swaps Correlation Book Correlation CorporateMetrics Corporate Treasury Corporate Loans Bonds Corporate Framework Corporate Financing Corporate Credit Risk Training Copula Model Convexity Adjustment Convexity Convertibles Convertible Investing Convertible Financing Convertible Bond Convertible Arbitrage Conversion Ratio Conversion Price Conversion Premium Controlling Aggregate Risks Contingent Convertible Contingent Cash Flow Risk Constructing Structured Products Constructing Optimal Portfolio Constant-Proportion Portfolio Insurance Constant Maturity Swap Constant Maturity Floor Constant Maturity Floaters Computer Simulations Computer Simulation Compounded Interest Compound Return Compound Complex Portfolio Hedging Comparable Companies Analysis Commodity-Linked Structure Commodity Futures Commodity Commercial Assets Securitization Collaterized Loan Obligations Collaterized Fund Obligation Collaterized Debt Obligations Collaterized Bond Obligations Collateral Margining Coincident Economic Indicators Cliquet Ratchet Structures Cliquet Client Reporting Clearing Settlement Clearing Chooser Chicago Board of Trade Cheapest-to-Deliver (CTD) Analysis Certificates of Deposit Centralized Clearing Cash-flow Hedge Cash-Flow-at-Risk Cash Strategies Cash Pooling Cash Netting Cash Management Policies Cash Management Cash Handling Cash Flow Shortfalls Cash Flow Hedged Cash Flow Budgeting Cash Flow Analysis Cash Flow Cash Collections Cash Budgeting Caps Floors Caps Capped Floaters Capped Floater Capped FRN Capital-at-Risk Capital Markets Capital Market Floaters Capital Market Capital Allocation Process Capital Allocation Capital Adequacy Models Cap Cancellation Swap Callable Note Callable Calendar CVA CTA CSA CRD IV CRD CPPI Correlation Trade CPPI CP's CD's CP's CMS CMO CME CLO CLN CDS CDO?s Synthetics CDO-Squared CDO CD's CCP CBOT CBO CAT Buying Selling Correlation Business Cycles Bull Strategy Bull Certificates Bull Bear Building Hedge Fund Budget Simulations Bubbles Break-even Analysis Bootstrapping Bonus Certificates Bonds Repos Bonds Bond Markets Bonds Bond Trading Bond Switch Bond Structure Bond Price Bond Portfolio Bond Options Bond Markets Bond Investing Bond Futures Bond Financing Bond Analytics Bond Analysis Training Course Bond Analysis Bond Black-Scholes Analysis Black-Scholes Black-Derman-Toy Black Option Model Black Binomial Models Binary Billings Biases Best of Options Behavioral Finance Course Bear Strategy Bear Notes Bear Note Basket Products Basket Default Swaps Basket Credit Derivatives Basket Basic Structured Products Basel III Basel II Basel 2 Barrier Bank Risk Management Course Balance Sheet Backdrop Financial Integration Babcocks Formula BPV BDT Model BDT BASISPOINT Available Financial Systems Automated Investments Assets Asset-backed Structures Asset-Based Approach Asset-Backed Securitization Asset-Backed Securities Asset-Backed Commercial Papers Asset Swaps Asset Swap Asset Securitization Asset Liability Swaps Asset Allocation Arrears Reset Swap Arbitrage CDO Arbitrage Applications of Options Applications Annuities Analyzing bonds Analytical Option Pricing Analytical Models Analysis of Options Analysis of High-Yield Bonds Analysis Amortizing Swap Amortization Alpha Structure Advanced Swaps Advanced Swap Structure Advanced Structures Advanced Risk Analysis Advanced Portfolio Strategies Advanced Financing Advanced Exotic Structures Acquisition Finance Accreting Swap Accounting Principles Accounting ARMA ABS