Pricing IRDs: OIS Discounting, Risk, Operations and Audit
Pricing IRDs: OIS Discounting, Risk, Operations and Audit: 2-Day Training in New York
This Pricing IRDs: OIS Discounting, Risk, Operations and Audit training programme is designed to provide participants with examples of OIS discounting and its impact on pricing methods, as well as how this impacts middle and back office functions. Furthermore, the course will discuss the consequences associated with compliance and internal auditing groups.
Who should attend?
This Pricing IRDs: OIS Discounting, Risk, Operations and Audit training course is designed for finance professionals, specifically those working in the following areas:
- Rates Trade Support
- Derivatives Middle Office
- Derivatives Back Office
- Derivatives Finance/Funding
- Derivatives Legal
- Derivatives Technology
- Internal Audit
- Market Risk Manager
- Credit/Counterparty Risk Manager
Upon successful completion of this Pricing IRDs: OIS Discounting, Risk, Operations and Audit training course, delegates will be able to:
- Understand operational challenges of managing collateral and margin in a CVA sensitive world
- Know how the use of OIS Discounting has had an impact of pricing methodology and support functions
- Understand why CVA has become a central part of dealers' derivatives operations and how it can be priced accurately
- Know what FVA is, why it is important in pricing, and the arguments for and against charging FVA on undercollateralized positions
- Know the objectives of hedging CVA and FVA, and the role of the CVA/FVA desk
- Understand the impact of these many challenges on middle office and back office trading functions, particularly in regard to collateral and margin
- Understand the long term risk, compliance and audit requirements for market participants
Please request information to learn the cost of this course.
Course fees include:
- Seminar materials
- Morning refreshments, lunch, and afternoon refreshments
This course can be delivered as a company-specific training, tailor-made to fit organizational needs. On-site training is cost-effective, flexible and can be conducted at the location that best suits your organization.
Provider: Incisive Training
Incisive Media - Training in Financial and Risk Management
Incisive has been conducting training events and conferences in finance, risk management, and business technologies for over 15 years. They provide expert instruction of relevant business technologies and industry best practice to professionals all over the world, hosting over 500...
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