E:\marcusevansassets\Doc\Events\ Global Financial Markets Intelligence conferences | Live Online Training Course: Forecasting Techniques and Applications

Global Financial Markets Intelligence

Global Financial Markets Intelligence

Live Online Training Course: Forecasting Techniques and Applications

A 12 hour online programme delivered live across 4 three hour daily modules

7-10 Jun 2021
Online, United Kingdom

Why You Should Attend

Live Online Training Course: Forecasting Techniques and Applications

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

2020 was a stark reminder of just how unpredictable the world is. As events unfolded and policy makers responded it was necessary for banks and other economic agents to continuously update their outlook on how the economy would respond. Markets initially lurched downwards, e.g, stocks, commodities and interest rates, but then started to look through the immediate impact of the crisis to a recovering economy benefiting from vaccines and the monetary and fiscal tools deployed by policy makers. Many would argue that the markets have been wildly optimistic about recovery, others would disagree. What is clear is that forecasting is much more difficult, and yet far more important than we might like.

The aim of this practical and intensive online course is to provide participants with an overview of approaches to forecasting ranging from the classical linear forecasting methods to non-linear approaches, predicting extreme events and the types of techniques used by traders. While the aim is to present a range of techniques, the course is also frank about their weaknesses and great emphasis is placed on making use of all available techniques together with incorporation of expert judgement.

During the presentation the trainer will develop models using a range of tools to demonstrate techniques. Participants will have opportunities to explore the models further.

The course has four main objectives:

To provide a comprehensive overview of forecasting approaches

Comparing and contrasting the different techniques

To compare forecasting with stress testing and the need to set confidence limits

Providing delegates with practical examples and applications

The course will be taught at an intermediate level, and those with less technical backgrounds should not be discouraged from attending as the trainer will demonstrate all the techniques discussed using Excel.

About your expert trainer:

Gary Dunn started his professional life as a statistician and economist at the Bank of England where he worked on projects such as forecasting the lives of bank notes, forecasting demand for liquidity and also worked on the Bank of England macroeconomic model, contributing to the quarterly forecasts of the UK economy. Gary spent the last 5 years of his career at the Bank as a senior manager within the UK foreign currency reserve management team with responsibility for interest rate risk strategy. Gary then ventured into the private sector where he spent a further 10 years as a proprietary trader.

Gary joined the FSA in 2005 where his main responsibility was reviewing regulatory market risk models (CAD models including VaR and IRC). He also attended the AIG/TBG, a BCBS working group responsible for technical design of proposed market risk regulatory capital rules. Gary contributed to the design and calibration of IRC for Basel 2.5 and also wrote internal working papers on VaR, ES and other spectral risk measures which contributed to a review of the academic literature on market risk measures, the first in a long series of FRTB papers from the BCBS and industry.

From 2010, as a senior manager at HSBC, Gary participated in many dialogues between industry and regulators covering topics such as FRTB, central clearing, margining, liquidity risk and interest rate risk in the banking book, as well as working on internal projects such as stress testing, IRC development, regulatory interactions and CRD IV submissions. Finally, before moving into consultancy and training, Gary took on an MD role at Morgan Stanley where he was head of risk analytics for the EMEA region.

Now Gary works as a private consultant and trainer but also enjoys trading on personal account. He has been delivering public and in-house courses with marcus evans for several years, and as a result of the 2020 Coronavirus pandemic Gary has successfully transitioned to delivering his courses online, ensuring that banking professionals continue to benefit from his insights.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

From all Financial Institutions (including Central Banks) Investment/Asset Managers, Pension Funds and Hedge Funds.

  • Treasury
  • Balance Sheet Management
  • ALM
  • Capital Management
  • Audit
  • Model Validation
  • Trading
  • Quantitative Analysis
  • Market Risk
  • Counterparty Risk
  • Credit Risk

The course will also be of interest to the Corporate Finance and Treasury departments of Non-Financial Organisations

Key Topics

  • Obtain a good understanding of the value and challenges of forecasting
  • Gain theoretical and practical understanding of forecasting methodology
  • Appreciate the flaws and weaknesses of the various approaches discussed
  • Know where to go next to create better forecasting tools.

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Voice of Our Customers
    • “Good course with inspirational teacher, open minded approach to discussions and knowledge-sharing. Relevant subject” Danske Bank
    • “Very informative and interesting, the material received was very detailed” APS Bank
    • “Good and learned a lot, the trainer knew a lot about the subject and could answer all questions” Synechron
    • “The use of online mini-games and simulations was very engaging. I have enjoyed the interaction with the rest of the learners in the sessions” European Central Bank
    Join the Discussion

    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kamelia Simeonova

    101 Finsbury Pavement, London, EC2A 1RS

    0044 203 002 3172
    Email: kamelias@marcusevansuk.com