Professional Course

Traded Products and Risk Management

ACF Academy, In London (+1 locations)
Length
10 days
Price
10,950 USD, 8,750 GBP
Next course start
4 March, 2024 (+2 start dates)
Delivery
Classroom
Length
10 days
Price
10,950 USD, 8,750 GBP
Next course start
4 March, 2024 (+2 start dates)
Delivery
Classroom
This provider usually responds within 48 hours 👍

Course description

Traded Products and Risk Management

The Traded Products and Risk Management course is a comprehensive course designed for bankers, corporates, and regulators, and covers an extensive range of topics in a highly practical way.

Participants will not only learn how each financial product works, but will also understand the risks associated with their management and use.

The course is highly modular and flexible. Participants can sign up for individual days, groups of days, or for the entire 10-day course.

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Upcoming start dates

Choose between 2 start dates

4 March, 2024

  • Classroom
  • New York City

2 December, 2024

  • Classroom
  • London
  • English

Who should attend?

Who Should Attend

Anyone who wants to master the financial markets and traded products, and to understand how to manage the risks arising from these instruments.

Prerequisites

None

Training content

Day 1

  • Overview of banking risk
  • Fixed income securities
  • US treasuries simulation
  • Equities markets
  • US equities simulation

Day 2

  • FX spot market
  • FX spot simulation
  • FX forward market
  • FX forward simulation
  • Restructuring FX forwards case study

Day 3

  • Short-Term Yield Curve and Forward Rates
  • FRAs
  • FRAs simulation
  • Futures markets
  • Short-term interest rate (STIR) futures

Day 4

  • Hedging using STIR futures
  • Interest-rate futures simulation
  • Bond futures
  • T-Bond futures simulation
  • Hedging bond portfolio case study

Day 5

  • Interest rate swaps
  • Currency swaps
  • Swaps applications
  • IRS simulation

Day 6

  • Yield curve mathematics
  • Deriving the discount function
  • Pricing an FRA
  • Pricing and valuing swaps
  • LIBOR vs. SOFR swaps

Day 7

  • Principles and Characteristics of Financial Options
  • Option pricing models
  • Option pricing workshop
  • Option Greeks
  • Building option portfolios
  • Option trading strategies
  • Options trading simulation

Day 8

  • Hedging with options
  • Hedging market risk with options
  • Interest rate options
  • Caps and floors
  • Pricing caps and floors
  • Swaptions
  • Cancellable and extendible swaps
  • Creating a cancellable swap

Day 9

  • Overview of credit derivatives
  • Single-name credit default swaps
  • CDS simulation
  • Credit derivative indices: CDX, iTraxx, and others
  • Index trading case study

Day 10

  • Overview of VaR
  • Implementing VaR
  • VaR workshop
  • Measuring VaR using historical simulation
  • Expected shortfall
  • Fundamental Review of the Trading Book (FRTB)

Costs

  • New York: $10,950

Certification / Credits

CPD: 70 hours

Learning Outcomes

By attending this course, you will:

  • Obtain a clear and thorough understanding of a wide range of financial products including: US Treasuries, cash equities, FX spot and forward, FRAs, futures, swaps, options, and credit derivatives
  • Learn about some of the most recent changes, e.g. LIBOR cessation and SOFR-linked futures and swaps
  • Explore how each major financial product behaves, how each is fairly priced, and how these products are created, handled, sold, and used by banks
  • Examine risk management and Value-At-Risk (VaR) concepts – the techniques used by banks to manage a portfolio of financial products
  • Investigate the custom and practice of trading on the financial markets
  • Obtain extensive first-hand experience of each market and product with the award-winning Global Trader simulator

Why choose ACF Academy?

Over 100,000 professionals trained globally

Award-winning practical financial simulations

Consistently high ratings

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ACF Academy
28 King Street
EC2V 8EH London

ACF Academy

ACF Consultants are a global leader in providing practical and effective training for financial professionals. Leading banks, companies and financial institutions from all over the world partner with us to develop their people to achieve their goals. They trust our...

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