Derivatives Training Program

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Course Highlights:

The participants to the program will gain an understanding of over-the-counter and exchange-traded Currency  Derivatives, Interest Rate Derivatives, and Equity Derivatives. In addition to interest rate and  currency swaps, the programme also covers Currency & Interest Rate futures, options. The  specialized training program includes practical exercises and discussions enabling complete  learning.

Benefits of the Programme:

Who should attend:

Course deliverables:

Customised Training:

Our training programs are customized to meet the specific training and development solutions that match the needs of your organisation and teams. Training courses can be delivered onsite, online or through a blended learning approach.

Programme Derivative

  • Simple Interest, Compound Interest , Continuous  Compounding.
  • Future Value, Present Value, Net Present value  Break Even Net Present Value
  • Forward-Forward Interest Rates
  • Arithmetic Mean, Variance, Standard Deviation-  Volatility
  • Derivatives Policy, Systems & Procedures
  • Derivatives Products, Limits & Infrastructure
  • Derivatives activity monitoring by Middle Office, MIS to Middle Office, CFO & Top Management
  • Derivatives – Back to Back covering, Balance Sheet Hedging, Speculative Trading
  • Derivatives procedure set up and authority for ad hoc clearances
  • Derivatives documentation with important correspondent counterparties- ISDA, CSA, GMRA, IFXCO, etc.
  • Derivatives review process by Senior Management & Board
  • Derivatives work shops, internal training and external training .
  • Long Term Forward Contracts- Features, Application  & Valuation
  • Currency Swaps- Features, Application, Cashflows & Valuation Principle only swaps, Interest only currency swaps,  Amortising Currency Swaps
  • Currency Futures- Product ffeatures, Hedging,  Trading, Arbitrage, Initial margin, Variation margin Futures Clearing & MTM Currency Options- Call/Put Options
  • Option Strategies- Call Spread, Put Spread, Covered  Call, Cash Back Put, Risk Reversal, Option Trading  strategies
  • Exotic/Digital Options: Knock in, Knock Out and combinations, One Touch, No Touch options
  • Forward Rate Agreement- Features, Pricing,  Valuation.
  • Interest Rate Swap- Features, Pricing, Cashflows,  Valuation . Hedging by IRS and Trading IRS
  • Interest Rate Futures- Features, Pricing convention,  Exchange parameters for Euro Dollar, Short Sterling,  Euro Yen and Euro Swiss futures, Initial Margin,  Variable Margin, FRA-Future arbitrage, FRA-Future  hedging, Futures valuation
  • Bond Swap- Features, Application, Valuations  Total Return Swaps-Features, Application &  Valuation
  • Swaptions- Features, pricing convention, cashflows &  valuation
  • Interest Rate Options- Cap, Floor & Collar

Programme Director

Mr. P V Rao

Chief Executive – SIFL

Mr. P V Rao is the former Chief Executive of SBM Bank (Mauritius) Ltd. He is a veteran banker with extensive experience in retail banking, financial markets, and treasury operations.