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Finance Training Course – Course Outline – Introduction to Derivative Products

An introductory course aimed at banking, corporate, treasury and sales teams that reviews intermediate and advance derivative products with afocus on marketing and sales applications.  Participants work with product, sales, pricing and risk concepts applicable to derivative markets.

1. COURSE OBJECTIVES

At the end of this workshop the participants will be able to:

  1. Differentiate between the different types of derivative instruments and their primary applications.
  2. Work with vanilla products and four specific transaction types across interest rates, currencies, commodities and capital market accounts.
  3. Review basic pricing concepts needed to appreciate exotic derivative products.
  4. Explain the product variations available across the interest rate derivative product family.
  5. Work with counterparty limits, pre settlement risk and potential future exposure numbers.

2. TRAINING COURSE LEVEL

Intermediate and Advance users.

3. TRAINING COURSE PREREQUISITES

Corporate Banking and Treasury products.

4. COURSE OUTLINE

Session & TitleTopics
Session 1 – IntroductionIntroduction to core concepts and terminology including:

  • Derivative products
  • Volatility
  • Correlation
  • Distributions
  • Monte Carlo simulations
  • Value at Risk
  • Duration
  • Convexity
  • Optionality
  • Asset Liability Management

Understanding transaction drivers and customer motivations.

Roles within derivative markets.

Risk – Introduction to application and cases.

Session 2 – Introduction to Products & ApplicationsVanilla products:

  • Forwards
  • Futures
  • Call and Puts

Commodities – Oil and Gold

Currencies – Imports and Exports

Interest rates – Funding and Financing

Capital Markets – Portfolio Management

One thought on “Finance Training Course – Course Outline – Introduction to Derivative Products”

  1. zain raza kazmi says:

    Please mail me any derivative, ALM, Money Market or Fixed Income realted course if held between Feb 2012 to March 2012

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