ACI Dealing Certificate Training

Course Info

Length: 1 Week

City: Kuala Lumpur

Type: In Classroom

Available Dates

  • July-22-2024

    Kuala Lumpur

  • Aug-05-2024

    Kuala Lumpur

  • Sep-02-2024

    Kuala Lumpur

  • Sep-23-2024

    Kuala Lumpur

  • Oct-07-2024

    Kuala Lumpur

  • Nov-04-2024

    Kuala Lumpur

  • Dec-02-2024

    Kuala Lumpur

  • Dec-23-2024

    Kuala Lumpur

Dates in Other Venues

  • July-22-2024

    Amsterdam

  • July-29-2024

    London

  • July-29-2024

    Istanbul

  • Aug-05-2024

    Istanbul

  • Aug-12-2024

    Paris

  • Aug-12-2024

    Singapore

  • Aug-19-2024

    Dubai

  • Aug-19-2024

    Barcelona

  • Aug-26-2024

    Amsterdam

  • Aug-26-2024

    London

  • Sep-02-2024

    Istanbul

  • Sep-09-2024

    Singapore

  • Sep-09-2024

    Paris

  • Sep-16-2024

    Barcelona

  • Sep-16-2024

    Dubai

  • Sep-23-2024

    Amsterdam

  • Sep-30-2024

    Istanbul

  • Sep-30-2024

    London

  • Oct-07-2024

    Istanbul

  • Oct-14-2024

    Singapore

  • Oct-14-2024

    Paris

  • Oct-21-2024

    Barcelona

  • Oct-21-2024

    Dubai

  • Oct-28-2024

    Amsterdam

  • Oct-28-2024

    London

  • Nov-04-2024

    Istanbul

  • Nov-11-2024

    Paris

  • Nov-11-2024

    Singapore

  • Nov-18-2024

    Dubai

  • Nov-18-2024

    Barcelona

  • Nov-25-2024

    London

  • Nov-25-2024

    Amsterdam

  • Dec-02-2024

    Istanbul

  • Dec-09-2024

    Singapore

  • Dec-09-2024

    Paris

  • Dec-16-2024

    Barcelona

  • Dec-16-2024

    Dubai

  • Dec-23-2024

    Amsterdam

  • Dec-30-2024

    Istanbul

  • Dec-30-2024

    London

Course Details

Course Outline

5 days course

 

BASIC INTEREST RATE CALCULATIONS

 

  • The principles of the time value of money
  • Day count and day basis
  • Simple interest calculations
  • Interest rate conversions
  • Bond basis and money market basis
  • Yield curves

 

CASH MONEY MARKETS

 

  • Value dates and end-end conventions
  • Fractions, basis points, and dealing on bid offer rates
  • Discount instruments
  • Yield instruments
  • Commercial paper
  • Repurchase agreements

 

FOREIGN EXCHANGE

 
  • Value dates and end-end conventions
  • Fractions, basis points, and dealing on bid offer rates
  • Discount instruments
  • Yield instruments
  • Commercial paper
  • Repurchase agreements
 

 

FORWARD-FORWARDS, FRAS AND MONEY MARKET FUTURES & SWAPS

 
  • Calculating forward interest rates
  • Forward Rate Agreements
  • Short-term interest rate futures
  • Interest rate swaps

 

 

 

OPTIONS
 
  • Call and put options and option styles
  • Intrinsic and time value
  • Straddles, strangles and synthetic long and short assets
  • Option Greeks

 

PRINCIPLES OF ASSET & LIABILITY MANAGEMENT

 

  • The meaning and the general concepts of ALM
  • Risk factors on the asset and the liability side of the balance sheet
  • Gap management: interest and duration mismatches
  •  Asset and liability management techniques
  • The interaction between bank capital and leverage and economic and regulatory capital
  • describe the formulation of Liquidity Stress Test Scenarios and the use in ALM

 

PRINCIPLES OF RISK

 
  • Market, credit risk, and Operational risk
  • Risk mitigation using limits and VaR methods
  • Netting, documentation, and Capital  adequacy
  • CLS and Straight-Through Processing

 

THE NEW MODEL CODE OF CONDUCT
 
  • The code of conduct and practice for the OTC Markets

Course Video