The program aims to educate the participants on the building blocks of derivatives, the different products and its uses, the regulatory environment, accounting, risk management issues, and the future prospects of derivatives.
The seminar aims to give the participants an overview of the Asset and Liability Management in the banking practice covering topics on cashflow and liquidity management, portfolio and interest rate risk management, the use of derivatives for liquidity management, fund transfer pricing, and the regulatory environment covering reserve and liquidity requirements.
This course discusses the fundamentals of technical analysis and chart construction. It provides participants with what they must know about trends and the building blocks of chart analysis. The course also covers important issues as market timing and tactical money management.
The seminar will give the participants a working knowledge on what a “Repo” is, the market structure under a repo, significance of a repo market, different repo structures, how to manage a repo, and the documentation of a repo – the GMRA.
The seminar will provide a briefing on the implementation framework of margin requirements for non-centrally cleared derivatives, with a focus on the status of the global regulatory roll out, comparison of the rules in different jurisdictions, preparation steps, ISDA documentation initiatives and the ISDA Standard Initial Margin Model (ISDA SIMM™).