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:

Acquiring Knowledge of derivatives
Learning market dynamics of derivatives
Understanding derivative product features
Derivative pricing and appropriate offering to customers
Trading and market making of derivatives
Keeping abreast of derivatives regulations

Who should attend:

Course deliverables:

Registration to SIFL Learning Platform
Course study material prepared by experts( Both print & soft copy)
Derivatives maths and pricing material for various products
Lectures by experts with good experience in Derivatives
Pre Training Assessment on derivatives
Exercises on Derivatives pricing, features & valuation
Post Training Test on derivatives
SIFL Certification upon completion of training program

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

Maths & Statistics

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

Risk Management

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 .

Currency, Precious Metals & Equity

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

Interest Rate

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