Treasury Products. Advanced Course. This in-house course can also be presented face to face in-house or via live inhouse webinar for your company

Transcription

1 Treasury Products Advanced Course This in-house course can also be presented face to face in-house or via live inhouse webinar for your company The Banking and Corporate Finance Training Specialist

2 Course Content Introduction Short Term & Long Term Treasury Products Risk and Reward Risk Management Value-at-risk Explained Treasury Products Course Overview The Risks Market Pricing the bid/offer spread Liquidity and the Lack of Liquidity Credit and Credit Rating Short Term Treasury Products Money Market Rates and ICE LIBOR Implied Forward Rates and Using Them Futures and FRAs Compared Implied Forward Rates from 3 month Futures (STIR) Interest Rate Options Caps (Vanilla/Digital) Floors (Vanilla/Digital) Collars Overnight Index Swaps Using OIS ICE LIBOR versus OIS Structured Deposits Explained Foreign Exchange Markets FX Futures FX Options on Futures FX Options (OTC) FX Exposure using Cross Currency Swap Repo and Cross Currency Swap Long Term Treasury Markets Bonds and Bond Trading Bonds Prices to Yield Curve Bootstrapping Using the Rates Zero Coupon Curve Forward Curve Swap and Bond Prices Using the Swap/Zero Coupon Rates Bond futures and hedging Interest Rate Swaps Cross Currency Swaps Mark to Market Swaps Basis Swaps Exotic Swaps Constant Maturity Swaps (CMS) Arrears Swaps Accrual Swaps

3 Options Pricing Options BSOPM explained BSOPM in Excel Directional Trading Strategies Volatility Trading Strategies Option Arbitrage Option Hedging Strategies Exotic Options Path Dependent Options Asian Options Average Strike Options Cliquet/Ratchet Options Barrier/Knockout Options Digital Options Chooser Options Delayed Options Course Summary Structured Products in use Clients using advanced treasury products Risk Management - Hedging Discussion Knowledge Expansion Course Overview This 2 day course is for staff who have already attended the introductory course or have gained experience with treasury and derivative products. They will also have a good financial market knowledge and be familiar with market terms and phrases. The course has many case studies including caps and floors, options and options pricing, hedging structures and swaps. It is suitable for middle and senior levels of staff who need to expanded their knowledge of treasury products and their risks. It is also suitable for staff studying for professional studies. The course includes many practical case studies and examples Background of the trainer The trainer has given courses and seminars throughout Europe as well New York, Moscow, Africa, the Middle East, Singapore and Hong Kong. Besides working for financial institutions such as banks and fund managers he has devised and scripted courses for 4 regulators, auditors, compliance officers and government institutions. All his presentations are full of energy, informative, very educational as well as extremely interactive. Much of the subject matter covered is complimentary to professional qualifications such as the CFA and CIIA.

4 Practical case studies are tailored to the delegates markets so they acquire precise skills to benefit their future career paths. The trainer has worked for institutions such as Bank for International Settlements, European Central Bank, European Union, OPEC Fund, Securities Institute (UK), Serious Fraud Office, Securities and Exchange Authority (Hong Kong) as well as many International investment banks, trading houses as well as financial technology companies. Redcliffe has provided in-house training for the following companies:

5 Tailored Learning All of our training courses can be tailored to suit your company s exact training needs. We will work closely with you to help develop a training programme with content that is unique for your organisation. Please us on enquiries@redcliffetraining.co.uk for more information E-Learning This course can also be presented as a bespoke e-learning programme created by you to fit your exact requirements.