Integrated Treasury & ACI Dealings Certificate

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Course Highlights:

SIFL Integrated Treasury Training with the New Version of ACI Dealings Certificate syllabus provides training to aspirants and professionals working in financial markets/treasury divisions covering major areas of treasury. Besides the topics, Financial Markets Environment and Financial Markets Applications, the programme offers theoretical and practice-based knowledge in Foreign Exchange, Interest Rates and Derivatives making the participants all-round experts of Treasury.

Benefits of the Programme:

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Course deliverables:

Customised Training:

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

Programme- Integrated Treasury & ACI Dealings Certificate

  • Segments, main functions & structure for each of the Financial Markets
  • Distinguish between cash, Spot & Derivatives
  • OTC vs. Exchanges
  • Understanding functions of Front, Mid and Back Office operations
  • Understanding FX Global Code, Global Precious Metals Code & UK Money Markets Code
  • Base Currency, Quoted Currency & ISO Codes
  • Understanding Dealing Terminology- FX Spot, Forwards, Swaps & Forward-Forward Swaps
  • Cross rates and Reciprocal Rates
  • Calculation of Forward Points based on Interest rates, Broken dates Forwards and Linear interpolation
  • FX Forward hedging, FCY Assets & Liabilities
  • Early. Late Settlement & Roll Over of Forward Contracts
  • Non-Deliverable Forwards-Structures & Features
  • Bid-Offer Spot & Forward Prices for Precious Metals
  • Money Markets & Interest rates Capital Markets
  • Money Markets Instruments, Secured & Unsecured, Interest Yield & Discount, Borrowers & Issuers
  • Concept of Simple Interest, Compound Interest, present value, Future Value
  • Concept of Day Count Basis, FBD, MFBD & PBD conventions
  • Yield Curve Shapes –Theories & Hypothesis
  • Fixed Income Securities- Domestic, Foreign, Euro Bonds
  • Coupon, Zero Coupon Bonds, Covered, Sukuk, Junk, Callable, Convertible & Floating Rate Bonds
  • Repos- Custody, valuation of securities, Initial margin. Collateral Value
  • Derivatives- Definitions, Risks, Advantages & usage
  • Forward Rate Agreement- Features, Pricing,  Valuation.
  • Interest Rate Swap- Features, Pricing, Cashflows,  Valuation, OIS
  • 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
  • Options- Option terminology, OTC vs. Exchange traded, Cap, Floor & Collar
  • Risk relevance characteristics of Basel Accords
  • Risk factors for Market, Credit, Liquidity, Operational, Legal, Regulatory & Reputational Risks
  • Market Risks- Currency, Interest Rates, Equity, Commodities & Position, Settlement & Counterparty
  • Value-at-Risk (VaR), Duration, Basis point Value & Greeks
  • Dealing Room Structure
  • Credit Risk, Liquidity Risk- Measuring & Managing, ALM, Fund Transfer pricing

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.