Financial Modelling Masterclass

Best Practice model building and design solutions for common forecasting problems.
This 2-day Financial Modelling Masterclass will teach delegates a range of best practice solutions to common design problems faced when building detailed time-series / forecasting models.
The program will firstly cover model design and structure to make updating forecast models simple and clear, starting with a set of historic data, delegates will design and construct a fully integrated 3-statement model using best practice techniques and rules. It will progress include tools and tricks for flexibly referencing data and use these to build in alternative scenarios and sensitivity tools without having to rebuild the model. We will also use case-studies to explore a range of best-practice solutions to common design problems faced when building detailed models. This includes time-flexibility, working with massive data, and addressing and working with circularity in debt modelling, and adding diagnostic checks to a model.
The entire course is hands-on in Excel with case-studies and exercises throughout and a complete set of solutions to take away for reference, plus access to an e-learning course to revise from.
After the course, delegates will be faster, more effective and more confident in building reliable and flexible valuation, corporate planning, credit and structuring models.