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Pricing IRDs: OIS Discounting, Risk, Operations and Audit

Incisive Training
Training overview
2 days
Classroom / Public

Pricing IRDs: OIS Discounting, Risk, Operations and Audit

Pricing IRDs: OIS Discounting, Risk, Operations and Audit: 2-Day Training in New York

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
  • Treasury
  • Derivatives Legal
  • Derivatives Technology
  • Compliance
  • Internal Audit
  • Market Risk Manager
  • Credit/Counterparty Risk Manager

Learning Outcomes

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

Costs

Please request information to learn the cost of this course.

Course fees include:

  • Seminar materials
  • Morning refreshments, lunch, and afternoon refreshments

On-site Training

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

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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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Contact Incisive Training

Incisive Training

55 Broad Street, 22nd Floor
NY 10004 New York

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Course reviews

TD Bank Delegates
(4)
Content was well structured. Also many opportunities for one-to-one with the tutors to ask more complex questions. Good experience for myself and the team
Capital One Delegate
(5)
Level of learning suited the room and training format allowed for discussion within the group
Training reviews
Pricing IRDs: OIS Discounting, Risk, Operations and Audit
Course rating
(4.5)
Based on 2 reviews

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