ACI Dealing Certificate Exam Training

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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 learnin

Benefits of the Programme:

Acquiring Knowledge of Treasury Operations
Learning market dynamics of Forex, Interest Rates, Derivatives & Understanding Risk management associated with Financial Markets
Understanding features of Forex, Interest rates and Derivative markets
Trading and market making of Forex, Interest rates & derivatives
Preparing for ACI FMA Dealing Certificate exam conducted by ACI FMA, Paris

Who should attend:

Course deliverables:

Registration to SIFL Learning Platform
Course study material prepared by experts( Both print & soft copy)
Lectures by experts with rich experience in Financial Market
Pre Training Assessment
Exercises on Forex, Interest rates & Derivatives
Post Training Test
SIFL Certification upon completion of training program

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 Dealing Certificate

Financial Markets Environment

•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

Foreign Exchange

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

Rates & Money markets

•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

FICC Derivatives

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

Financial Markets Application

•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